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Estimation of variables

Economics Asked by AVR on July 14, 2021

I am trying to estimate some variables, but I would like to know if what I am doing is right.
I am using some data about labour productivity (in log) and, by using Stata, I filtered (Hodrick-Prescott) the data. Then, I fit a AR(1) process for labour productivity. Therefore, I created a lag variable for labour productivity and then run the following regression:

reg labprod lag(labprod)

Is it okay to write the results of this regression as:
?

You can find here (pag.17) the paper with the results by Gali & Monacelli. Did I correctly replicate the results? Do I need to undertake further steps?

Thank you in advance!

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