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st: using interactions with lags
Is it possible to use indicator variables interacted with lagged  
variables using within OLS?  For instance,
xi:reg Y i.race*l(0/11)*X i.year, robust
In other words, I want to interact the race dummy variable with 11  
lags of the X regressor.  I appear unable to do this using the above  
syntax.   SHould I, instead, move to generating the dummies manually  
and then interacting that with the lag?  In other words, is it the - 
i- operator that is causing the problem?
scott
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