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st: RE: questions about xtabond2
The second. Manifestly, you have a time variable with observations
only every four years. So, 1996 2000 2004 need to be mapped to consecutive
integers to use -tsset-. 1 2 3 will do fine.
> 3. In one dataset, I have 3 years corresponding to 3 US presidential
> elections--1996, 2000, and 2004. I constructed the lagged dependent
> rather than relying on Stata's time series command (so the lagged
> dependent is for 1992, 1996, and 2000). Data are at the county level
> for one state. My question is about tsset. Would I do tsset county
> year, even though the years are 4-years apart? Or would I create a
> time variable so that 1996=1, 2000=2, and 2004=3 then do
> tsset county time? The answers differ depending on how I do tsset.
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