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st: RE: lagged variables in FE models
From
Rodolphe Desbordes <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: lagged variables in FE models
Date
Wed, 16 Jun 2010 17:22:16 +0100
Dear Mareike,
This is well explained in most standard textbooks. See for instance
http://www.econ.kuleuven.be/gme/
Rodolphe
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Mareike
Sent: 16 June 2010 16:06
To: [email protected]
Subject: st: lagged variables in FE models
Dear Statalist,
is it true that lagged variable cannot be included in fixed effects models?
That is what I have been told by a friend but I don't really see why that
should be the case. Unfortunately, I couldn't find any information on this
topic in the literature so maybe one of you knows something about it.
Thanks in advance
Mareike
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