Urgent help on STATA! Panel regression, regressing lagged version of variable with itself in particular industry across few industries!

Just some kind help on the syntax for the above...

Basically this is an event analysis whereby there are 10 sectors, and for instance quarterly data, so therefore, mergers that took place in a particular sector in Q3, is associated with mergers that took place in the similar sector in Q2. The panel regression is for the described scenario but for 10 industries. There are some quarters whereby there are 0 mergers in the particular industry.

Thus far, have organised information into column 1) Industry 2) Time Period (Q1/Q2/Q3/Q4) and 3) Number of mergers ; am aware that the syntax may be something like -- reg Number_mergers1 L.Number_mergers1 Year , with Year controlling for fixed effect but seem like the particular command is not working... Does the command take into account that this is a regression within similar industry etc? Thanks!

Topic stata statistics

Category Data Science

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