st: New command in SSC: -xtcsd-

["R.E. De Hoyos" <redeho@hotmail.com>]

A new Stata post-estimation command is available from the SSC 
archives--thanks to Prof. Baum who manages the SSC archives. To install 
type:

   ssc install xtcsd

TITLE
     XTCSD: Test for cross-sectional dependence in panel data models

DESCRIPTION/AUTHOR(S)
     -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.

     Authors: Rafael E. De Hoyos and Vasilis Sarafidis
     Support: red29@cam.ac.uk or V.Sarafidis@econ.usyd.edu.au


ACKNOWLEDGEMENTS:
   Our code benefited greatly from Christopher Baum's xttest2.
   Thanks to David Drukker for very useful suggestions.


Best,
Rafa
________________________
Rafael E. De Hoyos
Faculty of Economics
University of Cambridge
CB3 9DE, UK
www.econ.cam.ac.uk/phd/red29/ 
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