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Re:st: Re: fixed effects vs random effects

From   "sistoand80" <>
To   "statalist" <>
Subject   Re:st: Re: fixed effects vs random effects
Date   Fri, 2 Feb 2007 15:13:59 +0100

Hi everybody.
Kit Baum suggests an instrumental variable estimator to dela with endogeneity. But in this case what is the better estimator between IVfixed effect (xtivreg2, fe) and IV first-difference (xtivreg2, fd with, optionally, gmm)?
I've the same problem and I'm dealing with a small sample (14 countries, 6 years)
Thank you!
Andrea Sisto,
University of Turin (Italy)

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