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st: How to test for lag lengths in a dynamic panel model?
From |
"Ayesha Malhotra" <[email protected]> |
To |
[email protected] |
Subject |
st: How to test for lag lengths in a dynamic panel model? |
Date |
Wed, 2 Aug 2006 18:11:21 -0600 (MDT) |
I would appreciate guidance on the best way to test for the appropriate
lag lengths for right-hand side variables in a dynamic panel data model. I
am currently using the "xtabond" procedure.
Thanks very much,
Ayesha
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