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st: How to incorporate initial conditions in FE models that have more than two time points


From   Hussain Samad <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: How to incorporate initial conditions in FE models that have more than two time points
Date   Wed, 9 Nov 2011 12:23:25 -0800 (PST)

Dear Statalist:
 
I am stuck with this problem. I am trying to run a fixed effects equation with more than two time points. How do I include initial conditions in the equation? I know that this can be done with two time points by simply adding the initial conditions in the difference equation (or by adding initial conditions in the second time point and all 0s in the first time point). But how to resolve this with more than two time points?
 
Thanks in advance. Hussain         

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