Is there any obvious way to run fixed effects with dynamics in Stata
(8)?
For example the following model:
Y(i,t)=a(i) + b*X(i,t) + d*(Xi,t-1)+u(i,t)
where X is strictly exogenous
And Mark suggests xtabond(2). No need for that; OLS will do a perfectly
good job on this model. You cannot use xtreg,fe directly in Stata 8 b/c
it does not recognize time series ops. But
