Hello,
I have a short question. If I apply a fixed effect regression with either first difference (d.) or lag of first difference (l.d.) my regression results are exactly the same?
Shouldn’t the lagged first difference approach provide different results? I am confused and hope to get an answer?
* I have found the answer, sorry for the post. If someone could delete this post, it would be very kind *
Best Regards
John Marburg
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