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Ach so, "each country i is differenced relative to a reference country j which is the same for all *t*, and that the identity of j the depends on characteristics of i" is indeed what I mean, thanks for setting it straight. I would prefer that the identity of the benchmark country is define...

No, j is fixed for each i. In other words, j depends on i characteristics and stays the same for each i through the data period. Take euro-area interest rates as an example: I wouldn't be interested in the evolution of yield spreads between Germany and other euro countries, but yield spreads between...

I'm using Eviews 7 and I have my data in panel form. I would like to know if there is an easy way to take cross-sectional differences, i.e. x(t,i)-x(t,j), i<>j, or even better, combine time-series differencing with cross-sectional differencing, x(t,i)-x(t-1,j). Using indirect referencing, for exampl...