Hi All,
           I'm using  GMM DIFF(Arellano & Bond) to explore convergence in African Stock Markets. Really, what keeps puzzling me is the how to specify my model with the jargons of "overlapping intervals", "nonoverlapping intervals", "end period intervals", I find in the literature. If this is the Autoregression Order(as I infer), then how do I reconcile this inference with the results which reports only one estimated coefficient for the lagged endogenous variable?. Could someone come to my rescue?