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- Fri Jan 13, 2017 9:31 am
- Forum: Econometric Discussions
- Topic: panel data cross-sectional autocorrelation and slope homogeneity tests
- Replies: 0
- Views: 6458
panel data cross-sectional autocorrelation and slope homogeneity tests
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 gui...