IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s458385.html
 

XTCDF: Stata module to perform Pesaran's CD-test for cross-sectional dependence in panel context

Author

Listed:
  • Jesse Wursten

    (KU Leuven)

Programming Language

Stata

Abstract

xtcdf calculates the CD-test for cross-sectional dependence described in Pesaran (2004) and Pesaran (2015) for a varlist of any length. The test can best be seen as an investigation of the mean correlation between panel units. The main insight of Pesaran (2004) is that a transformation of the sum of pairwise correlations between panel units is standardnormally distrubuted. The null hypothesis is either strict cross-sectional independence (Pesaran, 2004) or weak cross-sectional dependence (Pesaran, 2015).

Suggested Citation

  • Jesse Wursten, 2017. "XTCDF: Stata module to perform Pesaran's CD-test for cross-sectional dependence in panel context," Statistical Software Components S458385, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458385
    Note: This module should be installed from within Stata by typing "ssc install xtcdf". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtcdf.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtcdf.sthlp
    File Function: help file
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jan Ditzen, 2021. "Panel-data models with large N and large T: An overview," Economics Virtual Symposium 2021 2, Stata Users Group.
    2. Kais Mtar & Walid Belazreg, 2021. "Causal Nexus Between Innovation, Financial Development, and Economic Growth: the Case of OECD Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 12(1), pages 310-341, March.
    3. Miao Wang & Hong Zhuang, 2021. "FDI and educational outcomes in developing countries," Empirical Economics, Springer, vol. 61(6), pages 3505-3539, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s458385. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.