The country is Japan, the period is 1972-2020, and the data is annual information.
The current account over GDP ratio(cay_t), the net foreign assets over GDP ratio(nfay_t), the fiscal deficit over GDP ratio(fdy_t), the real interest rate(rir_t) and the weighted sum of the current account over GDP ratio(cay*_t) of a sample of countries with which Japan trades. The vector of variables Y_t = (cay_t, nfay_t, fdy_t, rir_t, cay*_t).
What I would to know is three things. One is the purpose of the estimated model along with the assumptions that are done one the stochastic variables that define Y_t.
Secondly, the statistical inference that these estimations results allow to do, indicating the null and alternative hypothesis.
Thirdly, whether it is possible to obtain a consistent and efficient estimate of the parameters that define the current account determinants function.