For Kit:
Begin forwarded message:
From: Kit Baum <baum@bc.edu>
Date: August 12, 2005 8:01:46 AM EDT
To: statalist@hsphsun2.harvard.edu
Subject: lag for panel data
webuse grunfeld
tsset company year
generate linvest = L.invest
generate dkstock = D.kstock
works whether you have balanced or unbalanced panels, or even
missing periods for all panels.
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
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