Arrelano Bond

xtabond denvar indpvar

xtabond denvar indpvar , vce(robust)

The moment conditions of these GMM estimators are valid only if there is no serial correlation

in the idiosyncratic errors. Because the first difference of white noise is necessarily auto

correlated, we need only concern ourselves with second and Higher Auto correlation we can use

estat abond to test for autocorrelation

For checking the first difference autocorrelation (Command)

estat abond, artests(4)