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st: Lagged regression DVs: gross or net?

From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   st: Lagged regression DVs: gross or net?
Date   Wed, 25 Feb 2004 00:48:54 -0000 (GMT)


When running regression models with lagged terms, is it better to use a
dependent variable measured by _levels_ or by _first differences_? Or does
it not matter?

I ask since the use of any RHS lagged term transforms its interpretation
into one where a short-term process of adjustment is being described.


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