Dear Researchers and Scholars around the world, hope you all are doing well, and I hope I get a satisfactory answer to my question from you.
Well, i am working on panel data, and i have following questions:
Q1: which tests are mandatory prior estimations?
Q2: I have T=6, and N=33, T>N, do I still need to apply the Unit root test?
Q3: what to do when panel data suffer from autocorrelation and heteroskedasticity problem?
Thanks in anticipation,
Regards.