I am using Stata version 14.2. to run a two-step difference GMM using the following command
Code:
roae bod_size bod_independence ssb_size bod_diversity auditcommittee shareholder1 shareholder5 age bank_size assets_growth oper_exp_to_ta car_percentage inflation gdpgrowth wgi, twostep vce (robust)
Code:
estat abond
Code:
estat abond
Code:
eststo m1
Code:
esttab using Difference-GMM-two-step-ROAE.rtf, nogap compress b(2) p(2) scalars (N N_g) star(* 0.10 ** 0.05 *** 0.01) label
My question; How I can add Arellano-Bond and Sargan tests results to esttab options so it can be shown along with the repression results in the table.
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