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Dear friends, I am working on panel data model.(18 countries and 2005-2010) Unfortunately,I am confused about using Coef covariance method. I mean when I use white cross-section method in Coef covariance method : p - value in Hausman test will be :1 (I revived a warning message about evies set p vla...

Dear friends, I want to know about business cycle and monetary policy shock in oil exporting country .(quarterly data) i run a var model on filtered data(HP): GDP,m2,interest rate,oil price, oil production, exchange rate and inflation my proper lag is 3( according SC) but when i draw impels function...