.

xtset MSAcode Years, yearly

panel variable: MSAcode (strongly balanced)
time variable: Years, 2008 to 2010
delta: 1 year

. xtlsdvc LOG_Yield LOG_CAPITALFLOW_T1 LOG_LONGTERMBONDRATE Interestrates NominalGDP

> Inflation LOG_RENTM2 RentalGrowth FD_LOG_VACANCYM2 , initial(ab) vcov(50)
Note: Bias correction initialized by Arellano and Bond estimator
note: Bias correction up to order O(1/T)

LSDVC dynamic regression

(bootstrapped SE)

LOG_Yield Coef. Std. Err. z P>|z| [95% Conf. Interval]

LOG_Yield
L1. 1.043086 .2955797 3.53 0.000 .4637608 1.622412

LOG_CAPITALFLOW_T1 -.010629 .0065986 -1.61 0.107 -.023562 .002304

LOG_LONGTERMBOND~E 1.185774 .199402 5.95 0.000 .7949527 1.576594
Interestrates -.3341412 .0585682 -5.71 0.000 -.4489327 -.2193497
NominalGDP .0092034 .0038234 2.41 0.016 .0017096 .0166972
Inflation -.0262945 .0174449 -1.51 0.132 -.0604859 .007897
LOG_RENTM2 1.179651 .1785116 6.61 0.000 .8297751 1.529528
RentalGrowth -.0110296 .0020297 -5.43 0.000 -.0150078 -.0070515
FD_LOG_VACANCYM2 .1470436 .0672401 2.19 0.029 .0152555 .2788317