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st: Re: re: Re: Panel data and lagged dep variable
From
wangpan110 <[email protected]>
To
[email protected]
Subject
st: Re: re: Re: Panel data and lagged dep variable
Date
Sat, 25 Sep 2010 11:40:12 -0700 (PDT)
Hi Kit, thank you very much for letting me understand LDV much better and
deeper.
As you mentioned, the prupose of involving LDV is to account the subsequent
influence of change in Xs. You also indicate we should include time dummies
to in favor of LDV. My understanding of time dummies is to absorb
time-specific changes (e.g shocks). i understand LDV and time dummies should
be consistent, but exactely in what extant, the time dummies and LDV are
consitent in the regression?
Pan
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