st: Thread-index: AQHPEe605MeHaOWVVE+LvYwpZ9gDCg==

[DAVID-ENRIQUE CASTELLS QUINTANA <dcastells@ub.edu>]

Hi,
I am trying to estimate a dynamic panel data model in which one of my key explanatory variables has few time observations.  Could someone give me some advice? I was considering hausman taylor estimator or system gmm but I am not sure which advantages would one each over the other.
To complicate the situation, tI want to interact this key (almost) time-invariant variable with another, time variant, explanatory variable. Both variables expected to be endogenous
Any suggestions?
Thanks
David


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