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st: First Differencing in panel data?


From   Gregor Franz <gfranz@uci.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: First Differencing in panel data?
Date   Thu, 17 Nov 2005 20:18:36 -0800

Hi again,

First, thank you to the people who reponded to my last question about the ,beta.

When using panel data with a first differencing approach as described in Wooldridge (2002) can I use the xt command? It looks like I can't from the help files. So I just difference all my variables and run a normal reg delta_y delta_x?

Thank you again,

Gregor
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