Distributed lag model with several variables

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CopaLibertador
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Joined: Wed Nov 21, 2012 9:48 am

Distributed lag model with several variables

Postby CopaLibertador » Tue Dec 04, 2012 12:09 pm

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?

Could I run a regression in EViews like: Y C Y(-1) A(-1 to -2) B(-1 to -2) C(-1 to -2), where Y is dependent and A, B and C are independent variables? Is such a regression allowed to run or could I get some problems?

Thanks a lot,
CopaLibertador

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