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st: First-difference vs Fixed effect


From   "sistoand80" <[email protected]>
To   "stata statta" <[email protected]>
Subject   st: First-difference vs Fixed effect
Date   Fri, 19 Jan 2007 15:46:04 +0100

Dear all,
I'm estimating a linear panel data model (6 years and 14 countries) where the assumption of strict exogeneity is failing only for one regressor. As I've found good instruments for it, what kind of estimator do you suggest? First-difference instrumental variable or fixed effect instrumental variable?
Thanks for your suggestion

Andrea Sisto
University of Turin
Italy


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