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testing for serial correlation in dpm output #5

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sam-a-levy opened this issue Mar 24, 2021 · 0 comments
Open

testing for serial correlation in dpm output #5

sam-a-levy opened this issue Mar 24, 2021 · 0 comments

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@sam-a-levy
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Hi, thanks for creating the great package. I was wondering if there is any mechanism via dpm to do post-estimation tests for serial correlation, equivalent to the Arellano–Bond Test of Serial Correlation used in GMM products (e.g. mtest for plm::pgmm
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