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Re: st: Re: xtreg with LDV

From   "Clive Nicholas" <>
Subject   Re: st: Re: xtreg with LDV
Date   Sat, 19 Jun 2004 13:40:15 +0100 (BST)

Kit Baum replied:

> Adding a lagged dep var casts this into the dynamic panel data
> framework, best handled by David Roodman's xtabond2. One cannot just
> toss a LDV into an xtreg, fe and expect that the results will make
> sense (or even be consistent).

Is Giovanni S.F. Bruno's forthcoming paper at the London SUG relevant here?

CLIVE NICHOLAS        |t: 0(044)191 222 5969
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