command. This requires a unique identifier for the entity (e.g., ) and a time variable (e.g.,

estat sargan // overidentification test (H0: valid) estat abond // Arellano-Bond AR(2) test (H0: no serial correlation)

// Within deviation gen y_within = y - mean_y gen x_within = x - mean_x

// First differences (for dynamic models) bysort id (year): gen dy = d.y bysort id (year): gen dx = d.x

Stata Panel Data Exclusive ((free))

command. This requires a unique identifier for the entity (e.g., ) and a time variable (e.g.,

estat sargan // overidentification test (H0: valid) estat abond // Arellano-Bond AR(2) test (H0: no serial correlation)

// Within deviation gen y_within = y - mean_y gen x_within = x - mean_x

// First differences (for dynamic models) bysort id (year): gen dy = d.y bysort id (year): gen dx = d.x