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Hi all, within a Panel regression I expect some of my variables to affect Y after a period of time. Therefor I would like to run a distributed lag model. Is a distributed lag model only limited to one lagged independent variable or could I include more than one independent variable with its lags? Co...

Hello all, estimating a panel regression i would like to relax some assumptions concerning the errors. Am I right that coef covariance method White period allows for correlation over periods for each individual? In contrast to White period, what does White cross-section and White (diagonal) do? Than...