Description Usage Arguments Details Value Author(s) References See Also Examples
Test of serial correlation for models estimated by GMM
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object |
an object of class |
... |
further arguments (currently unused). |
order |
the order of the serial correlation (1 or 2), |
vcov |
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 vcov
argument.
An object of class "htest"
.
Yves Croissant
AREL:BOND:91plm
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