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AdaemmerP / lpirfs

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Lags of the endogenous variable in lp_lin_panel() #39

Closed 4Freye closed 7 months ago

4Freye commented 7 months ago

Hello,

Thanks for the package! I was curious if lags of the endogenous variable are supported when working with panel data and using the lp_lin_panel() function.

Though I guess a solution would be to create a lag of the endogenous variable and specify that as one of the exogenous variables?

Kind regards, Eric

AdaemmerP commented 7 months ago

Yes, exactly, your guess is correct. Just add the endogenous variable to the exogenous ones and specify the lags.