See remarks 6 and 7 at -help tsvarlist-. You can also make the d0 and
d1 variables in the data to see what those operators do:
li time mval d? if com==1, noo clean
time mvalue d0 d1 d2
1 3078.5 3078.5 . .
2 4661.7 4661.7 1583.2 .
3 5387.1 5387.1 725.3999 -857.8003
4 2792.2 2792.2 -2594.9 -3320.3
5 4313.2 4313.2 1521 4115.9
6 4643.9 4643.9 330.6997 -1190.301
7 4551.2 4551.2 -92.69971 -423.3994
8 3244.1 3244.1 -1307.1 -1214.4
9 4053.7 4053.7 809.5999 2116.7
10 4379.3 4379.3 325.5999 -484
11 4840.9 4840.9 461.6001 136.0002
12 4900.9 4900.9 60 -401.6001
13 3526.5 3526.5 -1374.4 -1434.4
14 3254.7 3254.7 -271.8 1102.6
15 3700.2 3700.2 445.5 717.3
16 3755.6 3755.6 55.40015 -390.0999
17 4833 4833 1077.4 1022
18 4924.9 4924.9 91.8999 -985.5
19 6241.7 6241.7 1316.8 1224.9
20 5593.6 5593.6 -648.1001 -1964.9
On Thu, Nov 13, 2008 at 1:16 PM, Diana Eastman <[email protected]> wrote:
> I know that D., generates differences of any order. Could someone
> explain how to interpret
> D(0/1).(dummyvar1 dummyvar2)
>
> Specifically, what does (0/1) do with regards to the differencing?
>
> The context of this is an instrumental variable regression.
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