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st: Dynamic predictions with panel data?


From   "Ferry, Danielle" <Danielle.Ferry@moodys.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Dynamic predictions with panel data?
Date   Tue, 20 Dec 2011 11:43:18 -0500

Dear Statalisters,
Is there a canned way to get dynamic predictions after a regression on
panel data (and lagged depvar on the RHS)? I see that <arima> does this,
but does not work with panel data. 
Many thanks,
Danielle


.................................................
Danielle H. Ferry, PhD
Associate Director
Capital Markets Research
212.553.7781 tel 
danielle.ferry@moodys.com

Moody's Analytics
7 World Trade Center
250 Greenwich Street
New York, NY 10007
www.moodys.com
.................................................

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