Statalist

Dynamic Panel- GMM or Fixed Effects

classic Classic list List threaded Threaded
♦
♦
 1 message Options
ajjee
Reply | Threaded
Open this post in threaded view
♦
♦
|

Dynamic Panel- GMM or Fixed Effects

ajjee
This post has NOT been accepted by the mailing list yet.
Dear All

I am going to estimate a model of panel data which have lagged dependent variable. My N=150 and T=33. I have learned from the literature that GMM should be should when N is large but T is small. Now I am confused. Should I use GMM or Fixed(Random) Effcets model of panel data.

Ajjee
Free forum by Nabble Edit this page