st: First Differencing in panel data?

[Gregor Franz <gfranz@uci.edu>]

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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