Tuesday, April 5, 2022

xtabond2 command : Fix for the Arellano-Bond Test for Autocorrelation of order 1

Is it really mandatory to reject the Null Hypothesis of the Arrelano-Bond AR(1)?

If so, is there a way to reduce the p-value to less than 0.1?
I would appreciate it if there was some literature about this problem because I can´t find anything.


Thank you.

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