悬赏 10 个论坛币 未解决
求助各位大神
用动态gmm xtabond2命令的AR(1) AR(2)不显示 只出现了一个. 请问是什么原因啊?
------------------------------------------------------------------------------
Arellano-Bond test for AR(1) in first differences: z = . Pr > z = .
Arellano-Bond test for AR(2) in first differences: z = . Pr > z = .
------------------------------------------------------------------------------
Sargan test of overid. restrictions: chi2(21) = 44.10 Prob > chi2 = 0.002
(Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(21) = 23.34 Prob > chi2 = 0.326
最后这里是这样显示的 请问应该怎么调整