st: Panel data - time invariant estimation

["Sandler Mathews" <sandmathews78@hotmail.com>]

Hi all,

I am working with a databse with 18 importing countries, 115 exporting 
countries and 10 time periods. I am interested in doing panel estimation but 
since some of the key variables are time-invariants I cannot use the usual 
methods (xtreg, fe).
I have tried two and three -way dummy variables (for reporting countries, 
partner countries and time). What do you think of this method? the results i 
get are quite discouraging.
Alternatively, what would you recommend, IV estimation? Random effects?

Thnks

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