[Thiago Vizine]

Thank you very much Carlo! If it is not asking to much, may I know why?

[Thiago Vizine]

Sorry. May I know why would you stay with the xtreg option?

[Carlo Lazzaro]

Thiago:
as far as I know, first differencing can deal with autocorrelation only.
As an aside, please do not bump.
Just like you, we're all busy people who contribute to Stata when have time and knowledge. Thanks.

[Thiago Vizine]

Dear Carlo

Thank you very much for your help!

Regarding the aside part, ok, I just asked in order to understand. I hope it wasn't disrupting.

Kind regards

[Carlo Lazzaro]

Thiago:
it was not disrupting at all.
My advice comes from https://www.statalist.org/forums/help#adviceextras #1.