how can I program a data generating process that includes a lagged
dependent variable?
eg: y_it=alpha+beta1*y_it-1+beta2*x_it*epsilon
thanks, Vera
--
Vera E. Troeger
Max Planck Institute for Research into Economic Systems
Kahlaische Strasse 10
D-07745 Jena
Germany
Tel: +49.3641.686 728
Fax: +49.3641.686 710
e-mail: [email protected]
Home:
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