please help me, what is the best model or method of estimation?

[sebyan tarik]

hello ,
i have panel data unbalanced
N=25
T=9 for 20 cross-section and 7 for 5 cross-section
all observation = 215
the aim of the study is to know the impact and forecasting,
what is the best model or method?
is the 'GMM' useful in this case?
i use stata
Please help me..
thanx for all

[Phil Bromiley]

You didn't get a quick answer. You'll increase your chances of a useful answer by following the FAQ on asking questions.
It sounds like xtreg, but that assumes your model does not need a lagged dependent variable. Forecasting with panel data is tricky due to the fixed or random effects.

[sebyan tarik]

Phil Bromiley

Ok, thank you,
because i have micro panel data i want use GMM, but before the estimate I wanted help from you to know if was the method useful.