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st: FIXED EFFECTS VS FIRST-DIFFERENCING


From   Paul Ngobo <Paul.Ngobo@univ-angers.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: FIXED EFFECTS VS FIRST-DIFFERENCING
Date   Mon, 30 Jun 2003 14:02:56 +0200

Can someone please tell me when to adopt a first differencing estimation and when to adopt a fixed effects estimation? I am estimating a model over 9 years with multiplicative effects of the independent variables. While the IV-FE estimation does not yield many significant coefficients, the IV-FD does. So I wonder if there is a technique (like the HAUSMAN TEST) that could allow me to select one of these estimation methods?
Many thanks in advance
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