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st: Regression query


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Regression query
Date   Mon, 24 May 2004 04:11:21 +0100 (BST)

All,

A quick methodological query.

If Y is regressed on X1 (a lagged variable), but it transpires that any
relationship between them may be spurious since they may be strongly
influenced by a third variable, X2, what is the most appropriate technique
to use in the time-series context?

Ta.

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps
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