I read a number of posts regarding gmm xtdpdsys and xtabond2 but unfortunately I am not achieving the expected outcomes.
Description of the situation point:
- I developed my GMM models using the following xtdpdsys code:
- According to some posts I read, I tryed the Hansen test using the following xtabond2 code:
In fact, I obtained the Hansen test but, despite the same number of instruments, the regress results from both codes are quite different.
Could please help me to correct the xtabond2 code in order to obtain the same results derived from xtdpdsys?
Thank you in advance!
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