There are not two models. Only one. But because some of my indep variables were non-stat., I choose to use the first difference. Afterwards I wrote the two commands in stata to see the results. The first one is with FD and the second is the one in which the variables are not differenced. This is why I asked you if your command already does the FD, because if it does than it means that i will compute a Diff of FD model which i don t want to do. Some authors state that if you have non-stat variables in your model, the best way is to continue with a FD methodology.
Also in the help - you have the sta - assume stationarity of all variables.
Thank you for your answer and help.
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