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Creating Lagged Variables in Stata
Lagged dependent variable model - strict exogeneity
Stata - How to Create Lags, Leads and Differences
ECONOMETRICS | Distributed Lag Model | 1
M-28. Lag variable models I
Linear Econometrics: Lagged Dependent Variable as Proxy
STATA Tutorial:How to create Lag and First Difference Variable using STATA for your regression model
How to Calculate the Lagged Difference in R. [HD]
Levels vs differences regression - motivation for cointegrated regression
Identification, Part 3: Instrumental Variables
9.2a Using Lagged dependent variables as proxy variables
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Last Updated: August 24, 2026
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