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st: Dynamic panel model?


From   "Seliger Florian" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Dynamic panel model?
Date   Sun, 3 Nov 2013 14:44:51 +0000

Dear Statalist,

My data: unbalanced firm panel data (six periods)
dependent variable: firms´sales share with new products 
variables of interest: firms´sales share with new products(t-1) and firms´sales share with old products(t-1)

I want to examine the influence of firms´ sales share with new products in the former period compared to the influence of firms´sales share with old products in the former products on firms´sales share with new products now.
My goal is to compare the effects of the lagged variables (based on coefficients, marginal effects or whatever).

I am wondering which econometric model implemented in Stata would be appropriate to do so.
Any ideas?

Thank you for consideration.

Best regards,
Florian
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