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Re: st: DGP with LDV


From   Giovanni Bruno <giovanni.bruno@uni-bocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: DGP with LDV
Date   Mon, 6 Jun 2005 16:12:49 +0200

Vera

my talk at the 11th UK Stata Users Group meeting (UKSUG) 
presented the code XTARSIM doing what you ask for panel data (for time series 
just set the number of individuals to unity). You can download it (along with 
help and examples files) from

http://www.stata.com/meeting/11uk/abstracts.html

Giovanni







Vera Troeger <troeger@mpiew-jena.mpg.de>:

> 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


-- 
Giovanni Bruno
Istituto di Economia Politica, UniversitÓ Bocconi
Via U. Gobbi, 5, 20136 Milano
Italy
tel. + 02 5836 5411
fax. + 02 5836 5438
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