Asymptotic Properties of Pesaran's CD Test Revisited

Eugene Kouassi () and Lexi Setlhare ()
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Eugene Kouassi: Department of Economics, University FHB, Abidjan Cocody
Lexi Setlhare: University of Botswana

Economics Bulletin, 2016, vol. 36, issue 4, 2569-2578

Abstract: In this paper we revisit and derive the asymptotic properties of Pesaran's CD test.

Keywords: C24 (search for similar items in EconPapers)
JEL-codes: C2 C3 (search for similar items in EconPapers)
Date: 2016-12-29
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Citations: View citations in EconPapers (2)

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