# mtest

From plm v2.2-5
by Yves Croissant

##### Arellano--Bond Test of Serial Correlation

Test of serial correlation for models estimated by GMM

- Keywords
- htest

##### Usage

`mtest(object, order = 1, vcov = NULL)`

##### Arguments

- object
an object of class

`"pgmm"`

,- order
the order of the serial correlation (1 or 2),

- vcov
a matrix of covariance for the coefficients or a function to compute it.

##### Details

The Arellano--Bond test is a test of correlation based on the residuals of
the estimation. By default, the computation is done with the standard
covariance matrix of the coefficients. A robust estimator of this
covariance matrix can be supplied with the `vcov`

argument.

##### Value

An object of class `"htest"`

.

##### References

AREL:BOND:91plm

##### See Also

##### Examples

```
# NOT RUN {
data("EmplUK", package = "plm")
ar <- pgmm(log(emp) ~ lag(log(emp), 1:2) + lag(log(wage), 0:1) +
lag(log(capital), 0:2) + lag(log(output), 0:2) | lag(log(emp), 2:99),
data = EmplUK, effect = "twoways", model = "twosteps")
mtest(ar, order = 1)
mtest(ar, order = 2, vcov = vcovHC)
# }
```

*Documentation reproduced from package plm, version 2.2-5, License: GPL (>= 2)*

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