Cross sectional dependence test.
Posted: 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
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