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st: How to test for lag lengths in a dynamic panel model?


From   "Ayesha Malhotra" <[email protected]>
To   [email protected]
Subject   st: How to test for lag lengths in a dynamic panel model?
Date   Wed, 2 Aug 2006 18:11:21 -0600 (MDT)

I would appreciate guidance on the best way to test for the appropriate
lag lengths for right-hand side variables in a dynamic panel data model. I
am currently using the "xtabond" procedure.

Thanks very much,

Ayesha


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