I want to run a model with fixed effects (panel)
It has an autoregressive variable and the problem is that when I run it,
stata dropp the autoregressive term
I`m actually using xtreg command with fe option
The model is like this
Yit = a + b Yit-1 + c X1t + d X2t
the command I`m using is
xtreg yit yit-1 x1t x2t, fe
How could I get a coefficient for Yit-1?
Thanks
IR
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