What does it mean by NA in Arellano-Bond Serial Correlation

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hk976
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Joined: Tue Feb 16, 2016 6:09 pm

What does it mean by NA in Arellano-Bond Serial Correlation

Postby hk976 » Mon Apr 25, 2016 11:52 pm

I conducted the dynamic panel GMM estimation and checked Arelano-Bond serial correlation test.
And, i have found my AR(2) is NA. I don't know what it means.
Thank you for consideration.
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EViews Gareth
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Re: What does it mean by NA in Arellano-Bond Serial Correlat

Postby EViews Gareth » Tue Apr 26, 2016 12:19 am

It means it could not calculate the test statistic.
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