J-test of overidentification after the xthenreg command for the estimation of threshold dynamic panel data model, as in Seo and Shin (2016)

[Rayhana Hasnaoui]

Dear Stata users,

I'm applying the threshold dynamic panel data model as in Seo and Shin (2016) with the xthenreg STATA command. Any help please how can I perform the J-test of overidentification after running the xthenreg command, as in the following table, because postestimation options are not provided with the command.

Kindest regards

Rayhana Hasnaoui