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panel_first_difference

Perform a first-difference estimate for panel data.

The First-Difference estimator for panel data analysis is focusing on the changes between consecutive observations for each entity (such as individuals, companies, or countries). By differencing the data, this method effectively removes entity-specific effects that are constant over time, allowing for the examination of the impact of changes in explanatory variables (x_columns) on the change in the dependent variable (y_column).

Parameters

data: ForwardRef('Data') | ForwardRef('DataFrame') | ForwardRef('Series') | ForwardRef('ndarray') | dict | list
y_column: str
x_columns: list[str]


Returns

results: dict

Serializable results.

provider: str

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.


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