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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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