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

Posted: Fri Aug 29, 2014 3:46 am
by Cathy Roger
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

Re: How to perform the cross-sectional dependence test (Pesa

Posted: Fri Aug 29, 2014 8:47 am
by EViews Esther
Can you be more specific?

When you download the CDtest addin, EViews will lead you to save the CDtest addin in your *EViews Addins* (default) folder. Can you see the following four files in your *CDtest* folder?

Re: How to perform the cross-sectional dependence test (Pesa

Posted: Mon Sep 01, 2014 1:37 am
by Cathy Roger
No. Following the path \\shares\data\Users\crog\Docs\Documents\EViews Addins\CDtest I can only find the file "cdtest installer.prg", which is an empty program. I think that something went wrong with the installation. Maybe its a problem because of admin rights?

Re: How to perform the cross-sectional dependence test (Pesa

Posted: Tue Sep 02, 2014 8:16 am
by EViews Esther
Can you download the CDtest addin from our website (http://www.eviews.com/Addins/addins.shtml)? Please let me know if you still see the problem.