Re: st: program for dynamic panel estimator

[Christopher Baum <kit.baum@bc.edu>]

<>
On Sep 18, 2013, at 2:33 AM, Catharina wrote:

> I'm trying to program a command which automatically includes the lagged dependent variable as additional regressor in my regression equation. 
> The variable should be temporary. Something similar as in xtabond, xtdpf.
> 		
> Any suggestions how one can do this?

After checking that the data are properly tsset,

loc depvar: word 1 of `varlist'
tempvar ldv
g double `ldv' = L.`depvar'

should do it. You can then just include `ldv' in the regressor list.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                             An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
  An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html
                                                                                                   | http://www.crup.com.cn/Item/111779.aspx	


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