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st: RE: lagged variables in FE models


From   Rodolphe Desbordes <rodolphe.desbordes@strath.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: lagged variables in FE models
Date   Wed, 16 Jun 2010 17:22:16 +0100

Dear Mareike,

This is well explained in most standard textbooks. See for instance

http://www.econ.kuleuven.be/gme/

Rodolphe



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Mareike
Sent: 16 June 2010 16:06
To: statalist@hsphsun2.harvard.edu
Subject: st: lagged variables in FE models

Dear Statalist,

is it true that lagged variable cannot be included in fixed effects models?
That is what I have been told by a friend but I don't really see why that
should be the case. Unfortunately, I couldn't find any information on this
topic in the literature so maybe one of you knows something about it.

Thanks in advance

Mareike

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