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  • esttab and xtabond2

    Dear All,

    I use xtabond2 for 10 different dynamic models, and store each of them. Then to extract the regression results, I use esttab. In esttab, in stats part I type the following==> stats(ar1p ar2p hansenp): ar1p and ar2p are for the p-values of AR(1) and AR(2), hansenp is for the p-value of Hansen test of overidentification restrictions. BUT i don't know what I should type for the p-values of Difference-in-Hansen tests of exogeneity of instruments. I tried "cstatp", but it does not give any result. I would really appreciate your help.

    Thanks in advance.

  • #2
    This is the wrong forum to post questions about Stata. (It's for creating practice posts that use the special formatting features of the List editor.) Post in the General Forum. But before you do, read Sections 6 and 12 of the FAQ. Posting under a pseudonym is contrary to long-standing Statalist etiquette (FAQ 6), so, to enhance the probability of a response, re-register with your full real-name.
    Steve Samuels
    Statistical Consulting
    [email protected]

    Stata 14.2

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