Kit Baum replied:
> Adding a lagged dep var casts this into the dynamic panel data
> framework, best handled by David Roodman's xtabond2. One cannot just
> toss a LDV into an xtreg, fe and expect that the results will make
> sense (or even be consistent).
Is Giovanni S.F. Bruno's forthcoming paper at the London SUG relevant here?
CLIVE NICHOLAS |t: 0(044)191 222 5969
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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