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st: Pesaran (2004) Cross dependence test


From   Sara Barcenilla <[email protected]>
To   [email protected]
Subject   st: Pesaran (2004) Cross dependence test
Date   Thu, 08 Jan 2009 11:27:16 +0100

When Pesaran´s CD test is calculated in Stata it gives just one value for each regression . I think the test would be applied to each variable so the logical result will be to obtain one value for each of the variables. Am I correct?


 Best regards
Sara Barcenilla Visús
Departamento de Estructura e Historia Económica y Economía Pública
Facultad de Económicas
Gran Vía 4, Zaragoza, 50005
TLFNO: 976-761813
FAX: 976-761840


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