xtdpd L(0/2).n L(0/1).(w k ys) year yr1980-yr1984, dgmmiv(n w k ys) div(year yr1980-yr1984) twostep nocons vce(robust) ------- If Iwant to perform this test in xtdpdgmm, my syntax is as follows


xtdpdgmm L(0/2).n L(0/1).(w k ys) yr1980-yr1984 year, gmm(L2.n) gmm(w, lag(1 .)) gmm(k, lag(1 .)) gmm(ys, lag(1 .)) iv(yr1980-yr1984 year) m(fod) two vce(robust) nocons

Am I correct? I am not sure.