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RE: st: RE: RE: AW: correlate lag variables
From
"Nick Cox" <[email protected]>
To
<[email protected]>
Subject
RE: st: RE: RE: AW: correlate lag variables
Date
Tue, 11 May 2010 12:09:07 +0100
Increasing lags always leads to loss of observations that can be used.
It just bites harder when you have panel data.
Nick
[email protected]
Julia
[...] Indeed I have a panel data, so the
more lags I include in the correlate command, less data is being used,
as the two of you have explained.
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