Hey!

I am writing my bachelor thesis, studying the relationship between monetary policy and housing prices.
To do this, I have used OLS Regressions with lags as follows:
Code:
reg house_index l.d.lnM3 l.d.lnQE l.d.lnGDP
Now, according to my teacher, this is kind of odd, and what I should do is to include all lags in the same regression. Like this:
y_t=\beta_0+\sum_{k=0}^2 \beta_k x_{t-k}+eps_t.

where 2 is the total number of lags I have planned on testing.
My problem is, I do not have a clue on how to do this in Stata.

Would really appreciate some help on this.

/Nils