|From||Kit Baum <email@example.com>|
|Subject||st: lagged indep vars and panel data|
|Date||Mon, 17 May 2004 16:29:29 -0400|
I have a question about a panel data model. I want to estimate a regressionProblem is that the xtreg command is very, very old code that was written before L. D. F.
containing lagged x's, but no lagged y's, i.e.
frag fdi l.fdi l2.fdi & some dummies
I'm not sure how to do that with Stata. As far as I can see, the xtabond
command is only for dynamic panel data models with lagged dependent
variables. I've tried the usual xtreg..., but then Stata tells me that I
can't use time series operators. Does anyone know the command I should use?