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- Sat Nov 07, 2020 11:18 am
- Forum: Estimation
- Topic: CSD test (pesaran 2007)
- Replies: 4
- Views: 12277
Re: CSD test (pesaran 2007)
The null hypothesis being tested is that there is no cross-section dependence or there is cross-section independence across individuals in the panel. If the probability value is less than the 0.05 alpha level, you reject the null, otherwise you cannot reject the null.