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dear forum,

I am trying to estimate panel regression with first and second difference operators.

variable X1: rendered stationary at first difference level (let's say dependent variable)
variable X2: rendered stationary at second difference level (let's say independent variable)

here is my command in regression combo box. Is "second difference" command correct?

D(X1) C D((X2))

I really appreciate your help.

best regards,
lnp3

Before answering, what's your mathematical definition of a second difference?

ΔXt= Xt-Xt-1 (first difference operator)

Δ(Δ Xt)= ΔXt- ΔXt-1 (second different operator)

I don't know how to write the command for second difference operator

first difference must be D(x). is it D ((x))?

thanks.

D(X,2)

thanks Eviews Gareth