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st: Lagged dependent variables: L2.


From   herrera.carola@yahoo.com
To   statalist@hsphsun2.harvard.edu
Subject   st: Lagged dependent variables: L2.
Date   Sat, 30 May 2009 08:46:17 -0700 (PDT)

Hello,

I'm running  OLS  and including a 2nd-order lagged dependent variable as a regressor.  I would like to know if when we use "L2.name of dependent variable" in Stata we also need to include "L1.name of dependent variable".  I am not sure if "L2." in Stata automatically includes the latter as well.

Thanks.

Have a nice weekend
Carola



      


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