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I have series that contains "na"s and I am looking to find what decile each observation falls into. The series undated. Any help would be appreciated Here's an easier method...use the series "Proc/Generate by Classification". Choose Method = "Quantile Values" and enter...
- Fri Oct 17, 2008 2:01 pm
- Forum: Estimation
- Topic: the cross section dependence (cd) test
- Replies: 11
- Views: 12154
how can I go through the cross section dependence (cd) test for panel data? The question is a bit vague, but I'm assuming that you mean the Pesaran (2004) CD test. There are two variants, an ordered (p) and non-ordered one. I'm only going to be discussing the non-ordered one here, but the extension...