Re: st: RE: Dynamic model

["Millimet, Daniel" <millimet@mail.smu.edu>]

This is covered in the paper.  That's an example of equally spaced panel but potentially with gaps depending on what you believe the true DGP is.

Best,
Dann

Sent from my iPhone

> On Mar 13, 2014, at 2:34 PM, "Theophilus Dapel" <dapelzg82@gmail.com> wrote:
> 
> Thanks a lot Punarjit. Im having a look at the paper along with a couple of related titles. 
> What if the datasets are irregular spaced by an average of five years interval? Is it or not safe to include lag(-1) of the dependent variable in the list of regressors?
>> On 12 Mar 2014, at 18:44, Roychowdhury, Punarjit <proychowdhur@mail.smu.edu> wrote:
>> 
>> Hi Dapel:
>> 
>> See Mcdonough and Millimet (2013)
>> http://ftp.iza.org/dp7359.pdf
>> 
>> Best,
>> Punarjit
>> 
>> ________________________________________
>> From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of Theophilus Dapel [dapelzg82@gmail.com]
>> Sent: Wednesday, March 12, 2014 1:39 PM
>> To: Statalist
>> Subject: st: Dynamic model
>> 
>> Dear All,
>> 
>> Apart from latent variable approach, any ideas on estimating a dynamic model from balanced but unequally spaced panel dataset?
>> 
>> Thanks,
>> Dapel
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