Test for cross-sectional dependence

Questions related to panel (pooled cross-section time series) data.
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sanjeev
Posts: 191
Joined: Mon Jun 18, 2012 6:51 am

Test for cross-sectional dependence

Unread post 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.
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Test for cross-sectional dependence

Unread post by TomDoan »

Didn't you just ask that?

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