求助系统GMM回归结果分析,如何判断AR(1)、AR(2)以及sargan的值和对应的P值,跪求指点啊!
xtdpdsys lnpht cpi lnwt i, two
System dynamic panel-data estimation Number of obs = 456
Group variable: city Number of groups = 35
Time variable: year
Obs per group: min = 12
avg = 13.02857
max = 14