To be come Canadian Citizen, you must first obtain a permanent resident status either by applying to become a permanent residence or if you qualify by family sponsorship .
There are many types of Canadian Permanent Residence visas: Skilled worker, business immigration, investor and Canadian Experience class, the later allows you to flip your student or work permit and become permanent residence.
After spending three years of permanent residency, you can apply for citizenship and become Canadian. Every year about 170,000 people become new citizens of Canada.
USA has the same set of rules except for the immigration of skilled worker, it does not exist and the period required to obtain a residency ranges between one , three and five years depending if you were serviced in the US army, spouse of a US citizen or just a permanent residence immediately before filing.
work permit holders may have to wait six years before they become eligible for a green card.
Most of Europe have similar set of rules except for military service.
So the first step is to become a permanent residence, and live for a set number of years before you become eligible for citizenship. If a permanent residence route is not possible you will have to work your way through a temp residence permit, but it will take longer years to become a citizen.
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