EViews.com

Posted: **Tue Jun 28, 2011 11:21 am**

A crucial assumption when applying the LLC Unit Root Test in panel data is the cross sectional independence of the error term.
How do I check in EViews, whether this assumption is satisfied?
Thank you

Posted: **Tue Jun 28, 2011 1:25 pm**

There are some issues about doing this on the residual terms, but the following thread describes one approach to testing...

http://forums.eviews.com/viewtopic.php? ... p=215#p201

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LLC Unit Root Test

LLC Unit Root Test

Re: LLC Unit Root Test