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st: Modelling lagged effects


From   "Basti Boss" <bb_boss@web.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Modelling lagged effects
Date   Thu, 27 Oct 2011 11:11:50 +0200 (CEST)

Hello,

I've got panel data for artist-sales over a few years on weekly base. The model structure is a dependent lag model with a few explanatory variables: lnYit = a + lnB Yit-1 + lnC ADV + D + Err ...
D is a group of dummy variables like gender, etc and time dummys.

How do I interpret the coefficients of this model, are they all short-term elasticities and have to be converted by (e.g.LTadv= C / (1-B)) and what about the coefficient of the dummy-variables, are they already long-term elasticites (is there any literature about that available)?

Thanks for your help
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