Contents of output
[ 1,] "====================================================="
[ 2,] "GMM-Estimation of the Dynamic Fixed-Effect Model: "
[ 3,] "y(i,t) = y(i,t-1)'gamma + x(i,t)'beta + a(i) + e(i,t)"
[ 4,] "====================================================="
[ 5,] "PARAMETERS Estimate SE t-value"
[ 6,] "====================================================="
[ 7,] "beta[ 1 ]= 0.9591 0.0704 13.625"
[ 8,] "beta[ 2 ]= -1.0949 0.0771 -14.203"
[ 9,] "Lag [ 1 ]= 0.7643 0.0490 15.609"
[10,] "====================================================="
[11,] "N*T= 375 N= 25 DF= 12 "
[12,] "R-square (differenced model): 0.5955 "
[13,] "Hansen's J-statistic (p-val): 18.4000 (0.1041) "
[14,] "Instruments according to method: 2 "
[15,] "====================================================="