Test of serial correlation for models estimated by GMM
an object of class
the order of the serial correlation (1 or 2),
a matrix of covariance for the coefficients or a function to compute it.
The Arellano–Bond test is a test of correlation based on the residuals of
the estimation. By default, the computation is done with the standard
covariance matrix of the coefficients. A robust estimator of this
covariance matrix can be supplied with the
An object of class
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