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
panel data cross-sectional autocorrelation and slope homogeneity tests
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