Unit Root Test Panel Data - Cross-Section Dependence

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gftiryaki
Posts: 8
Joined: Sat Oct 05, 2013 9:35 am

Unit Root Test Panel Data - Cross-Section Dependence

Postby gftiryaki » Wed May 28, 2014 6:32 am

Is it possible to run Pesaran (2007) test of unit root in panel data, which controls for cross-section dependence? If so, how should I do it? I am using Eviews 8. Thanks!
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Max
Posts: 8
Joined: Thu Aug 20, 2015 7:46 am

Re: Unit Root Test Panel Data - Cross-Section Dependence

Postby Max » Tue Sep 29, 2015 8:41 am

I have the same question.
Any ideas?
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