Cross sectional dependence test.

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Fatema19
Posts: 12
Joined: Mon Nov 25, 2019 6:37 am

Cross sectional dependence test.

Postby Fatema19 » Mon May 04, 2020 5:58 pm

Hello,

To observe cross-sectional dependence in panels (usually Pesaran CD “Cross-Sectional Dependence Test”) is used. I want to know after having the results of the test how can i know if i have cross-sectional dependence in my variables ?

Thank in advance
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