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Hello everyone,
Please i have a panel dataset of N= 72 firms collected over 10 yrs (T = 10) to estimate a Dynamic Panel Model (DPM) with one lag of dependent variables. I want to estimate the GMM model and also test for Arrelano and Bond AR(1) and AR(2).

The Equation object created and use in the command window is:
EQUATION OMOEQ.GMM(CX=OD,PER=F,COV=PERWHITE,GMM=PERWHITE,ITER=ONEB,LEVELPER) LEV LEV(-1) FSIZE ATG GOPT PRFTY ESIZE EPVTY ECNDN INFR PINST @ @DYN(LEV,-2, -6) FSIZE(-1) ATG(-1) GOPT(-1) PRFTY(-1) ESIZE(-1) EPVTY(-1) ECNDN(-1) INFR(-1) PINST(-1)
OMOEQ.ABTEST

Pls the first two lines gave me the GMM output but cannot find the Arrelano and Bond serial correlation (execept only Histogram-Normality Test) under the Residual Diagnostic Test located under View menu.

Eviews Tutorial recommended the Abtest equation(As in 3rd line in the above equation). But whenever i Add the OMOEQ.ABTEST it shows "ABTEST is not valid view for OMOEQ" error msg
Where:
OMOEQ is the equation variable i created. And am using Eviews 7.

Please your swift help and response will be deeply appreciated. i have been on this trap for 2 weeks.

Thanks

In addition this is the Eview Help link i followed
http://www.eviews.com/help/helpintro.ht ... 23ww354577

Thanks

The test isn’t available in EViews 7. You’ll need to upgrade to a more recent version.

Thanks Gareth. Please from which newer version of Eview contains this test? 8, 9, 10 or 11 please be specific.

And is that equation given me error msg in order if i get the newer version of the software? that is will it work for me as specified in newer version of Eview?

Thanks

You'll need to purchase EViews 11. We no longer sell previous versions.

Yes that command should work.

Ok Thanks alot Gareth for your explicit swift response. i appreciate.