choosing the correct model estimation

[kwenga loic]

good evening everyone i have a big problem with my database already i was focused on the gmm estimators and in my reading i saw that the gmm estimators are not good when N is smaller than T it's exactly my problem my base in my database N=15 and T=16 I really don't know which estimating method to choose I had previously done stationarity tests and I discovered that my dependent variable was stionary in first difference and that there were variables that were sationary in difference 3 I(3) . with this data base i am stumped and i really don't know what to do!
I am indeed looking to estimate non linear model of the form :

ln TFRit = β0 ln TFRit-1 + β1 ln DFEXit + β2 ln DFEX^2it + β3 ln Xit + Vi + it


please help me by the way i speak english and french so ... thanks

[kwenga loic]

i am still waiting for help

[Maarten Buis]

Everybody who answers here does that as a volunteer. You asked your question during the weekend. Some people look at the Statalist during the weekend, but many have more important things to do, e.g. spent time with their significant other, (grand)children, other family members, friends. So don't start demanding help.