Hello everyone,
I would like to test for cross-sectional dependence in GMM regressions using xtabond2 but I still haven't found a way to do that in Stata.
I have already noticed that xtcsd program is able to perform such a test, but only when we have Fixed Effects or Random Effects models.
Thanks in advance.
I would like to test for cross-sectional dependence in GMM regressions using xtabond2 but I still haven't found a way to do that in Stata.
I have already noticed that xtcsd program is able to perform such a test, but only when we have Fixed Effects or Random Effects models.
Thanks in advance.
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