Dear list,
I have a panel of income levels data, 40 countries and 45 time periods.
I am using xtreg with fixed and time effects, with xi-dummies for the
years. Now I want to check if xtregar gives similar results.
Should I include the year dummies in xtregar, just as I did in xtreg,
or xtregar automatically accounts for time effects? What difference
does it make to include year dummies in xtregar, or not? How do I
decide whether to use xtreg or xtregar?
Would first-differencing my data yield the same results as xtregar?
Thanks for any suggestions,
-javier
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