Library: | metrics |
See also: | summarize |
Macro: | panlag | |
Description: | Computes the lag of the variable |
Usage: | {zlag}=panlag(z,a, {T}) | |
Input: | ||
z Dataset | NT x {2+} + k Matrix | |
T Number of time periods for a BALANCED Dataset | scalar a Konstante für y(i,t)=(1-a)*z(i,t)+a*z(i,t-1) scalar | |
Output: | ||
zlag Output matrix with (Ti-1)*N Observations | string |
z=read("dynpanel.dat") ; read data set it=z[,1:2] ; Matrix of indices z0=panlag(it~z[,4],0) ; truncate first observation z1=panlag(it~z[,4],1) ; lag of second variable itlag=z0[,1:2] ; new indices dz2=z0[,3]-z1[,3] ; differences of the second var.
Library: | metrics |
See also: | summarize |