Hello,

Dpes anyone have an idea about howto analyse my panel data of exchange rate and stock markets of six countries spread over ten years. My panel data set is actually long (T greater than N) and is unbalanced. I'm initially using the pooled regression and fixed effects models and the Wald test. But while reading, I come to notice that panel data models are applied according to panel data structure. So I'm a bit confused. I will be glad if I could have more insight on which model best fit my data structure. Thanks in advance.