Hi Sven

understood. The workaround will have to suffice. I insert vertical arrow separating the Panels on the horiz axis that obscure the offending joining lines between the Panels

Brian

PS what is the issue with inclusion of a  lagged dependent variable -other than reduction in the sample length?

Well, it's the classic problem of the Nickell bias (https://www.jstor.org/stable/1911408). That's why for short-T panels the Arellano-Bond type dynamic panel methods were developed.

cheers

sven