How to perform the cross-sectional dependence test (Pesaran)

For questions about EViews Add-ins available from the EViews Add-ins webpage. Note each add-in available on our webpage will have its own individual thread.

Moderators: EViews Gareth, EViews Moderator, EViews Esther

Cathy Roger
Posts: 5
Joined: Tue Aug 26, 2014 2:36 am

How to perform the cross-sectional dependence test (Pesaran)

Postby Cathy Roger » Fri Aug 29, 2014 3:46 am

Hi!

I would like to compute the cross-sectional dependence test of Pesaran (2004) on a panel dols equation. How to do this? I found an addin to be downloaded but the program is empty. I dont have any experience with installing and using addins so I probably just dont know how to correctly install and use it.

Can you help me with this?

Thank you very much in advance!
Catherine

EViews Esther
EViews Developer
Posts: 149
Joined: Fri Sep 03, 2010 7:57 am

Re: How to perform the cross-sectional dependence test (Pesa

Postby EViews Esther » Fri Aug 29, 2014 8:47 am

Can you be more specific?

When you download the CDtest addin, EViews will lead you to save the CDtest addin in your *EViews Addins* (default) folder. Can you see the following four files in your *CDtest* folder?
Attachments
pic.PNG
pic.PNG (3.97 KiB) Viewed 16479 times

Cathy Roger
Posts: 5
Joined: Tue Aug 26, 2014 2:36 am

Re: How to perform the cross-sectional dependence test (Pesa

Postby Cathy Roger » Mon Sep 01, 2014 1:37 am

No. Following the path \\shares\data\Users\crog\Docs\Documents\EViews Addins\CDtest I can only find the file "cdtest installer.prg", which is an empty program. I think that something went wrong with the installation. Maybe its a problem because of admin rights?

EViews Esther
EViews Developer
Posts: 149
Joined: Fri Sep 03, 2010 7:57 am

Re: How to perform the cross-sectional dependence test (Pesa

Postby EViews Esther » Tue Sep 02, 2014 8:16 am

Can you download the CDtest addin from our website (http://www.eviews.com/Addins/addins.shtml)? Please let me know if you still see the problem.


Return to “Add-in Support”

Who is online

Users browsing this forum: No registered users and 17 guests