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  • Dpm

    I am working on system GMM with n=18 and t=12. I am trying different combinations but not satisfied. further I am not clear about the Stata commands. different people use different commands. moreover, I am not clear about the p-value ranges of sargan and Hansen test to declare the model authentic. every help and suggestion is appreciable. thanks in advance

  • #2
    please somebody help!

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    • #3
      Hi Jatinder, welcome to the forum.

      You aren't getting any answers because you are asking very broad questions that are better answered with a text book or some advice from a senior colleague. You might consider reading through the advice in the FAQ at the top of the page again, then try to refine your question from there.

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      • #4
        thank you Daniel Schaefer for valuable suggestion this is the model but I am not sure about the results.
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