Dear Stata community,
since I am a new Stata user, I apologize if my question is trivial. I tried to find the answer to my question here, but without success.
My panel data is dynamic, with one lag dependent variable as one of my regressors. Prior to executing different estimators and afterwards Hausmann and other tests to find the appropriate estimator, I wanted to determine/identify independent and dependent variables by the following commands:
global id b_id
global t year
global ylist llp
global xlist gdp unempl
However, I am not sure how should I enter my one lag dependent variable?
Is it global xlist L.llp
Or maybe should I first generate my one lag dependent variable gen lagllp=? and than use lagllp in the global xlist?
I know that there is also a possibility to enter the variables directly in the commands for running the estimators and tests, but I prefer to identify them and then run specific tests.
Thank you upfront.
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