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Re: st: Lagged dependent variables: L2.

From   Clive Nicholas <>
Subject   Re: st: Lagged dependent variables: L2.
Date   Sat, 30 May 2009 20:00:23 +0100

Carola Herrera wrote:

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

Depends on the theory, doesn't it?

Clive Nicholas

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