Is there something special that you have to do to generate lagged variables when using panel data?
When I try the very simple code
'series a=b(-1)' or
'genr a=b(-1)'
the series a ends up having a bunch of missing values, for reasons that I don't understand.
Thanks in advance,
Marc
Generating lagged variables for panel data
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EViews Gareth
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Re: Generating lagged variables for panel data
No, nothing special. You are doing it correctly
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startz
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Re: Generating lagged variables for panel data
Remember that the first observation for each cross-section should be missing.
Re: Generating lagged variables for panel data
Thanks (I've just realized that I was sampling only a subset of observations)
Re: Generating lagged variables for panel data
In panel data, if I use series Y=X(-1), many cross-sections have missing data. If I try frml Y=X(-1), the first observation of each cross-section should be missing but it's not.
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startz
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Re: Generating lagged variables for panel data
When I try, I get the correct NAs. What version are you using? Can you post a short example?
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