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st: xtlsdvc with lagged x variables
From
Michael Hanslmaier <[email protected]>
To
[email protected]
Subject
st: xtlsdvc with lagged x variables
Date
Tue, 13 Mar 2012 08:41:50 +0100
Hi,
I'm working on different TSCS-Datasets (T=15 N=16 to 96) and I want to
develop models that explain crime rates on the macro level.
Modeling the dynamics leads to a ADL (autroregressive distributed lag)
model that contain a lagged dependent variable (LDV) and lags of some
of the independent variables (y_it= y_it-1 + x_it + x_it-1 + z_it +
Unit-Dummies + Time-Dummies). As Fixed Effects and LDV lead to the
Nickell-Bias I apply the xtlsdvc command.
My question is: Does xtlsdvc-command also work in an ADL setting with
lags of independent variables ?
Thank you very much and best regards
Michael Hanslmaier
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