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Re: st: Panel data and lagged dep variable


From   amatoallah ouchen <[email protected]>
To   [email protected]
Subject   Re: st: Panel data and lagged dep variable
Date   Fri, 24 Sep 2010 13:09:49 +0200

Good day,
No it's not always necessary as we have in this case the static panel
data model, the inclusion of the lagged dependant variable among the
explanatory gives as the dynamic approach. I hope those classe notes
may give you some insights.
http://www.cemfi.es/~arellano/static-panels-class-note.pdf

Ama
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