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st: First Difference Interaction Terms: Factor Variables
From
john sanders <[email protected]>
To
statalist <[email protected]>
Subject
st: First Difference Interaction Terms: Factor Variables
Date
Sun, 11 Dec 2011 13:41:37 -0500
I am trying to figure out the proper specification for a first
differenced model with continuous interaction terms:
Are the interaction terms supposed to be
1. interacted and then differenced?
2. differenced then interacted?
In either case, I believe STATA 12 now lets one use time series
operators with factor variables. Would the proper specification look
like
reg demand D.(c.size##c.price)
Any and all help greatly appreciated.
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