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st: AW: Panel data and lagged dep variable


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: Panel data and lagged dep variable
Date   Fri, 24 Sep 2010 12:20:08 +0200

<> 

The entire [XT] manual is your reference of choice, I would say, particularly since you have it in pdf form on your machine. Look at the examples in -help xtreg-, where you won`t see lagged values...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Fabio Zona
Gesendet: Freitag, 24. September 2010 12:04
An: [email protected]
Betreff: st: Panel data and lagged dep variable

Dear Statalist

in a panel test, to what extent is it acceptable a model with no lagged dep variable among the indep variables? Is it always necessary to include a lag dep variable? Moreover: what do you think about a model that has all variables (both y and x) at the same year?
Please: is there a reference that clarify these issues?

Thank you.
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