Distributed lag model with several variables
Posted: 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
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