For Kit:
Begin forwarded message:
From: Kit Baum <[email protected]>
Date: August 12, 2005 8:01:46 AM EDT
To: [email protected]
Subject: lag for panel data
webuse grunfeld
tsset company year
generate linvest = L.invest
generate dkstock = D.kstock
works whether you have balanced or unbalanced panels, or even
missing periods for all panels.
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/