I am trying to estimate the effect of tariffs changes on employment within firms. Thus, I run a regression like
Code:
xtreg ln_employment ln_tariffs i.year, fe robust
What I see quite often in the literature is that they estimate some regression like DELTA(ln_employment) = DELTA(ln_tariffs) + error to account for the variables being non-stationary.
Would the following code implement this correctly in Stata
Code:
xtreg d.ln_employment d.ln_tariffs i.year, fe, robust
Thank you very much for your help!
All the best
Leon
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