search for: ysl2

...Roodman's "naive model" (on page 17) regressing Log(Employment) on its own first and second lags as well as current and first lags of log(wages) and current/first/second lags of capital and output. Roodman uses the Stata command "regress n nL1 nL2 w wL1 k kL1 kL2 ys ysL1 ysL2 yr*" (n=employment, w=wages, k=capital, ys=output, yr*=year dummy variables, and nL1=first Lag of employment). I am unable to replicate other results. Specifically, I cannot even replicate the Least Squares Dummy Variable model with effects for both time and firm (in Stata: xi: regress...