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st: DGP with LDV


From   Vera Troeger <troeger@mpiew-jena.mpg.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: DGP with LDV
Date   Mon, 06 Jun 2005 14:25:31 +0200

how can I program a data generating process that includes a lagged
dependent variable?

eg: y_it=alpha+beta1*y_it-1+beta2*x_it*epsilon

thanks, Vera

-- 
Vera E. Troeger
Max Planck Institute for Research into Economic Systems
Kahlaische Strasse 10
D-07745 Jena
Germany
Tel: +49.3641.686 728
Fax: +49.3641.686 710

e-mail: troeger@mpiew-jena.mpg.de

Home:
Wilhelm-Kuelz-Str. 4
07743 Jena
Tel: +49.3641.597 860
mobil: +49.170.271 1502


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