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st: Using future realizations as dependent variable

From   Florian Esser <>
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.

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