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Re: st: RE: Dynamic model
From
Theophilus Dapel <[email protected]>
To
Statalist <[email protected]>
Subject
Re: st: RE: Dynamic model
Date
Thu, 13 Mar 2014 19:43:47 +0000
OK. Thanks. I will read deeper
On 13 Mar 2014, at 19:36, Millimet, Daniel <[email protected]> wrote:
> 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" <[email protected]> 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 <[email protected]> wrote:
>>>
>>> Hi Dapel:
>>>
>>> See Mcdonough and Millimet (2013)
>>> http://ftp.iza.org/dp7359.pdf
>>>
>>> Best,
>>> Punarjit
>>>
>>> ________________________________________
>>> From: [email protected] [[email protected]] on behalf of Theophilus Dapel [[email protected]]
>>> 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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