[Limdep Nlogit List] Leading Variables in an Unbalanced panel

[Barry Williams]

Dear Limdepers,

I am considering a problem which involves creating a leading variable,
(probably up to 3 leads) to test forecasting accuracy.  

I could set it up using sample commands as I only have 54 firms, but it
would be a little ugly, and maybe I will address a similar problem with
a larger data set later, so I am looking for a more elegant solution.

Just for noting I have Limdep 9 and had a look in the manual and there
is code for a lagged variable in panels, but it does not seem that there
is similar for leads.

Many thanks,

Barry