I am doing an assignment for my class submission. I have dynamic panel data set and I have to get the following things done:
1) test for basic conditions like heteroskedasticity, autocorrelation, stationarity
2) conduct GMM (one step and two step), using Arellano-Bover and Blundell-Bond estimators and identify the variables which are significant
3) Any other test(s) required for dynamic panel data regression (If you think I am missing out on something)
I would need a do file in stata for the same, as I have to submit that as well.
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