Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Using future realizations as dependent variable
From
Florian Esser <[email protected]>
To
[email protected]
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/