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