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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