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st: RE: How to do dynamic forecasts in xtreg (etc.) in Stata 10?


From   Toby Robertson <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: How to do dynamic forecasts in xtreg (etc.) in Stata 10?
Date   Sat, 14 Dec 2013 05:09:00 +0000

Apologies if this has been asked and answered many times, but what is the easiest way in Stata 10 to create dynamic forecasts from a panel regression (such as xtreg or xtabond) with a lagged dependent variable?

In a time series, one can use -predict- after -arima- (instead of -regress-), but what about when the data form a panel?

Thanks in advance for advice or a pointer to a past answer.

Toby 		 	   		  
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