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I have done many internet searches and used my text books. I'm aware of Nickel's (1981) findings. From what I've gathered, the size of the T parameter (time) determines whether the model is biassed or not? If this is correct, does anyone know how large T must be in order to overcome issues related t...

Is is correct to include a Lagged Dependent Variable in a Panel with Fixed Effects using OLS?

Will it produce biassed results? If so, why? And will the size of the time parameter determine if it is biassed or not?

Many Thanks

I know it's too early to bump, but I'm desperate - so bump! :)

Also, it's normal that the t value is less that the critical values as it is a one tail test. A one tail test can be positive or negative, you would reject a null hypothesis if (negative t-stat) < (negative crit value) or if (positive t-stat) > (positive crit value).

Correct me if I'm wrong?

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