在做动态动态GMM做序列相关性检验时,检验结果出现没有数值的情况,请问是什么原因呢?如何解决这个问题呢?
. estat abond
Arellano-Bond test for zero autocorrelation in first-differenced errors
+-----------------------+
Order z Prob > z
------+----------------
1 -.7468 0.4552
2 . .
+-----------------------+
H0: no autocorrelation
estat abond
Arellano-Bond test for zero autocorrelation in first-differenced errors
+-----------------------+
Order z Prob > z
------+----------------
1 . .
2 .28605 0.7748
+-----------------------+
H0: no autocorrelation