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st: Dynamic predictions with panel data?
From
"Ferry, Danielle" <[email protected]>
To
<[email protected]>
Subject
st: Dynamic predictions with panel data?
Date
Tue, 20 Dec 2011 11:43:18 -0500
Dear Statalisters,
Is there a canned way to get dynamic predictions after a regression on
panel data (and lagged depvar on the RHS)? I see that <arima> does this,
but does not work with panel data.
Many thanks,
Danielle
.................................................
Danielle H. Ferry, PhD
Associate Director
Capital Markets Research
212.553.7781 tel
[email protected]
Moody's Analytics
7 World Trade Center
250 Greenwich Street
New York, NY 10007
www.moodys.com
.................................................
-----------------------------------------
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