def METHOD_NAME(data):
    if isinstance(data.x, pd.DataFrame):
        time = data.y.index.levels[1][0]
        y = data.y.xs(time, level=1, drop_level=False)
        x = data.x.xs(time, level=1, drop_level=False)
    else:
        x = data.x[:, [0], :]
        y = data.y[[0], :]
    with pytest.raises(ValueError):
        FirstDifferenceOLS(y, x)
    if not isinstance(data.x, pd.DataFrame):
        return
    x = data.x.copy()
    x["Intercept"] = 1.0
    with pytest.raises(ValueError):
        FirstDifferenceOLS(data.y, x)