Dear all,
After we use xtabond or xtabond2, we can use "estat serial" to get AR(1) and AR(2) .But if I use spregdpd, can I also get AR(1) and AR(2)? This is the example of help file of spregdpd.
Code:
sysuse spregdpd.dta, clear
spregdpd y x1 x2 , nc(7) wmfile(spwxt) model(sar) run(xtabond) inst(x1 x2) mfx(lin) test
My idea is:
Code:
sysuse spregdpd.dta, clear
spregdpd y x1 x2 , nc(7) wmfile(SPWxt) model(sar) run(xtabond) inst(x1 x2) mfx(lin) test res(e)
xtset id t
reg D.e LD.e L2D.e
Is this right to do AR(1) and AR(2) test?

Thank you for your help in advance.

Raymond