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| From | Florian Esser <esser.flo@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Using future realizations as dependent variable |
| Date | Fri, 26 Jul 2013 05:33:59 -0700 (PDT) |
Hello everyone, I am thinking about a panel data model, where all independent variables originate from t and the dependent variable is in t+1. By doing so I would like to take into account the time it takes for the effects of the independent variables to materialize. Are there any specific estimation techniques that I have to use or can I just go ahead and use, e.g., xtreg to perform the calculations? How to proceed if I believe there to be some independent variables that take time to materialize and some that have short term effects? Thanks a lot for your consideration. -- View this message in context: http://statalist.1588530.n2.nabble.com/Using-future-realizations-as-dependent-variable-tp7580403.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/