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Hello,

Is there a practical way to test the first and second order serial correlation in the residuals after estimating GMM (AB) model in Eviews 7.1?

Any feedback is very appreciated.

Thank you,

Unfortunately not. It is one of the things that should be added in EViews 8 though.

Thanks. But Do you have any idea regarding calculating these tests manually using output of GMM estimations? Something like Sargan test which can be calculated manually...