st: Lagged dependent variables: L2.

[herrera.carola@yahoo.com]

Hello,

I'm running  OLS  and including a 2nd-order lagged dependent variable as a regressor.  I would like to know if when we use "L2.name of dependent variable" in Stata we also need to include "L1.name of dependent variable".  I am not sure if "L2." in Stata automatically includes the latter as well.

Thanks.

Have a nice weekend
Carola



      


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