Hello nice people, I hope you are all doing okay.
Please I need assistance for a Stata command on creating lagged variables for a panel data set that is not in a long format , and I have used country j's id for xtstet.
I am using Stata 15 and I am estimating a gravity model for Tanzania exports. My worry is that country i's (exporter) GDP is part of dependent variable exports , which will lead to endogeneity, hence I want to create lagged variable for exporters or country i's GDP . Can someone help me with the commands and how to go about it. I hope to hear from you soon. Thank you.