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st: RE: Lagged dependent variable with fixed effects regression


From   "Popick, Stephen J." <spopick@fdic.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Lagged dependent variable with fixed effects regression
Date   Mon, 9 Jul 2012 12:43:00 +0000

Erhan,

That might depend on whether you have identification of the regression equation with the lagged dependent variables being included.  If you have any endogeneity concerns, I hope you have some IV's.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Erhan Kilincarslan
Sent: Monday, July 09, 2012 8:36 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Lagged dependent variable with fixed effects regression

Would you please tell me that if I include lagged dependent variable in the model and use fixed effects panel regression, would it be working correctly?  		 	   		  
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