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Test for cross-sectional dependence

https://estima.com/forum/viewtopic.php?t=2657

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Test for cross-sectional dependence

Posted: Tue May 03, 2016 10:07 am
by sanjeev
Dear Tom,
Does RATS offer a program to test for cross-sectional dependence of a variable before we test the unit root properties of the variable?

Thanks.
Regards.

Re: Test for cross-sectional dependence

Posted: Tue May 03, 2016 11:19 am
by TomDoan
Didn't you just ask that?

https://estima.com/forum/viewtopic.php?p=12309#p12309
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