s*******e 发帖数: 226 | 1 The model is
Y_it=aX_t-1+bX_t-2 + control variables_it
a and b are both significant, how to effectively explain the effect of X_t-1
and X_t-2 ( the same variable with different lags)together?
Thank you very much in advance. | d***2 发帖数: 341 | 2 So which X is more significant? And how's the correlation between Xs?
Sounds like that X is a highly significant variable to Y, but X itself
varies a lot across time.
-1
【在 s*******e 的大作中提到】 : The model is : Y_it=aX_t-1+bX_t-2 + control variables_it : a and b are both significant, how to effectively explain the effect of X_t-1 : and X_t-2 ( the same variable with different lags)together? : Thank you very much in advance.
| s*******e 发帖数: 226 | 3 both X_t-1 and X_t-2 are significant.X_t-1 and X_t-2 are positively
correlated.
【在 d***2 的大作中提到】 : So which X is more significant? And how's the correlation between Xs? : Sounds like that X is a highly significant variable to Y, but X itself : varies a lot across time. : : -1
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