[Limdep Nlogit List] Fwd: Sargan Test

[Kalyan Chakraborty]

I am resending the email I sent Dec 25. Any help is appreciated.
Thank you,
Kal

---------- Forwarded message ---------
From: Kalyan Chakraborty <kalchak1103 at gmail.com>
Date: Wed, Dec 25, 2024 at 11:36 PM
Subject: Sargan Test
To: Limdep and Nlogit Mailing List <limdep at mailman.sydney.edu.au>


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


-- 
Kalyan Chakraborty, PhD