sys_gmm=pgmm(y~lag(y)+lag(Size)+lag(Profitability)+lag(Growth)+lag(NDTS)+lag(Liquidity)+lag(Age)+lag(Age2)+lag(GDP)+lag(Inflation)|lag(y,2:99)|lag(Size,2:99)|lag(Profitability,2:99)|lag(Growth,2:99)|lag(NDTS,2:99)|lag(Liquidity,2:99)|lag(Tangibility,2:99)|lag(Age,2:99)|lag(Age2,2:99)|lag(GDP,2:99)|lag(Inflation,2:99),odata,index = c("CompanyName","Year"),model="twosteps",effect="twoways",collapse=TRUE,transformation = "ld", Collapse=TRUE)
I am using these codes with Collapse option then too get significant value of Sargan Test. What should be done?
This topic was automatically closed 42 days after the last reply. New replies are no longer allowed.
If you have a query related to it or one of the replies, start a new topic and refer back with a link.