Export AB and Hansen test from xtdpdgmm

[Antonio Stanco]

Hello all, once again I am asking for your help.
I would like to know if there is an easy way to export the Arellano-Bond test for autocorrelation in the residuals and the Hansen overidentification test that xtdpdgmm provides as postestimation.
I should export them in excel format possibily with estout/esttab.

THank you very much in advance

[Sebastian Kripfganz]

estat serial and estat overid after xtdpdgmm store the test results in scalar functions r(); see return list.

To produce a table with estout, you could proceed along the following lines by first creating a matrix that contains the results of interest:

webuse abdata
xtdpdgmm L(0/1).n w k, gmm(L.n, l(1 4) c) iv(w k, d) m(d) nocons
estat serial
matrix AB = r(z_1), r(p_1) \ r(z_2), r(p_2)
estout matrix(AB)

and then customize the estout command as desired.

[Antonio Stanco]

Thank you very much.
I have used your code and I start to understand how to properly export things.

thank you.