Am 04.02.2014 15:08, schrieb Anutechia Asongu:
>
> But my concern persists: after performing the two-step System GMM, the
> results for the AR(2) errors test reads 'not applicable'. Can I use the
> AR(1) test as the information criterion for the Arellano & Bond
> autocorrelation test?
I don't really know what you mean by "information criterion for the
test", but in Arellano-Bond the AR(1) test doesn't tell you anything
that you didn't
know already, first-order correlation is/should be in
there by design. So, no.
-sven
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