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by Normanpo
Mon Oct 08, 2018 6:22 am
Forum: MLwiN user forum
Topic: Centering method for lagged variables
Replies: 4
Views: 1312

Re: Centering method for lagged variables

I asked around, but no-one I asked had enough experience with this to provide any direct advice. The feeling was that using a lagged Y as an X variable without taking the auto-regressive structure into account would be problematic. The following references were suggested: Don’t Put Lagged Dependent...