Abstract:
xtcsd tests for cross-sectional dependence in Fixed Effects or Random Effects models. xtcsd tests the hypothesis of cross-sectional independence in panel data models with small T and large N by implementing two semi-parametric tests proposed by Friedman (1937) and Frees (1995, 2004), as well as the parametric testing procedure proposed by Pesaran (2004). xtcsd with option pesaran can handle balanced as well as unbalanced panels.
Language: Stata Requires: Stata version 6 Keywords:panel data; fixed effects; random effects; cross sectional dependence (search for similar items in EconPapers) Date: 2006-06-13 Note: This module may be installed from within Stata by typing "ssc install xtcsd". Windows users should not attempt to download these files with a web browser.
More software in Statistical Software Components from Boston College Department of Economics Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Contact information at EDIRC. Series data maintained by Christopher F Baum ().
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