st: xtabond2: Interpretation of coefficients for current and lagged values with interaction term

[Carmen Jones <jcarmen1203@gmail.com>]

Dear All,

I would really appreciate if you could help interpret the results of my 
xtabond regression:

My (simplified) model is: Y(t) = a0 + a1Y(t-1) + b0X1(t) +b1X1(t-1) + 
c0X2(t) + c1X2(t-1) + d0X1X2(t) + d1X1X2(t-1)

As you can see I also include an interaction term between my two 
variables of interest X1 and X2.

1) When interpreting I am currently only considering the equation with 
the current interaction effect (d0) and the two current conditional main 
effects (b0 and c0). This should give me the short-run overall effect of 
X1X2. Is this correct?
2) How do I determine the overall long-run effect of X1X2 using my 
lagged variables?

Thank you,

Carmen

---
This email is free from viruses and malware because avast! Antivirus protection is active.
http://www.avast.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/