panel data cross-sectional autocorrelation and slope homogeneity tests

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vasco66
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Joined: Fri Jan 13, 2017 8:28 am

panel data cross-sectional autocorrelation and slope homogeneity tests

Postby vasco66 » Fri Jan 13, 2017 9:31 am

How do I test for cross-sectional dependence and slope homogeneity in panel data? In terms of cross-sectional dependence tests, I'm interested in LM (Breush and Pangan), CD (Pesaran), and LM (Pesaran, et al.) tests. For slope homogeneity, the tests proposed by Swamy and Pesaran and Yamagata.

Any guidance will be greatly appreciated

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