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st: Error when using "diffvars" - xtabond command

From   Jose Marin <>
Subject   st: Error when using "diffvars" - xtabond command
Date   Tue, 29 May 2012 17:16:28 +0200

Dear all,

I am running a Dnymaic Panel Data exercise, using the xtabond command.
The expression I would like to test includes variables at level and
first differences. When trying to specify this using the option
diffvars() in the xtabond command, I get the following error message:

"" diffvars() may not be specified when performing system estimation ""

I have tried many other different options, but I haven't succeed in
finding anyway to prevent xtabond to difference all of the variables.

So, Does anyone know how to use this "Diffvars()" option properly?

Many Thanks in advance!

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