[Limdep Nlogit List] Sargan Test

[Fuertes, Ana-Maria]

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From: Limdep <limdep-bounces at mailman.sydney.edu.au> on behalf of Kalyan Chakraborty via Limdep <limdep at mailman.sydney.edu.au>
Sent: Thursday, December 26, 2024 4:36:28 AM
To: Limdep and Nlogit Mailing List <limdep at mailman.sydney.edu.au>
Cc: Kalyan Chakraborty <kalchak1103 at gmail.com>
Subject: [Limdep Nlogit List] Sargan Test

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Hello Limdep users,
I used a dynamic GMM model in a paper using panel data and submitted the
paper to a journal. I reported Bhargava-Sargan test statistics with the
results, which is significant (high value), but the reviewer suggested I
need to use Sargan test to show the validity of the instruments selected
and additionally Arrellano-Bond test for autocorrelation of order 2.

I have the 2016 version of Limdep-Nlogit, but I do not find how to do the
test in the manual. Any help/suggestions would be highly appreciated.
Thank you for your consideration,
You have a nice day,
Kal


--
Kalyan Chakraborty, PhD
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