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| From | Sebastian Say <sebastian.statalist@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Leading and lagging |
| Date | Wed, 5 Mar 2014 19:15:57 -0600 |
Hi, I have a question about leading vs lagging. Conceptually, when is leading a variable justified? Empirically, I have a variable obtained from a database of a rating agency.If say I am able to ascertain that there is some sort of delay in which they rate companies' performance. For example, in 2014, they rate and reflect a company's performance in 2013. Is leading the variable in this case justified? Many thanks, Sebastian * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/