To Lag or Not to Lag?: Re-Evaluating the Use of Lagged Dependent Variables in Regression Analysis*

By Arjun S. Wilkins. Political Science Research and Methods, 2017

247 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/66e5333ac80ba40cca111452aa65fa6683a4c604

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Emmanuel Milet
2. M. Crozet
3. S. Poncet
4. Marius Brülhart

In Statistics and Probability

1. Emmanuel Milet
2. M. Crozet

Citations in the corpus

• Working Paper (2015, background): “As the accuracy of the parameter estimates tends to increase with the number of lags of the dependent variable (Wilkins, 2015), our preferred speci cation includes three lags (i.e., #Lags = 3 in equation (3)).19 The coe cient of interest, , measures the average treatment e ect (ATE), i.e., the…”