st: -xtcsd- revised in SSC

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

Thanks to Kit Baum, a new version of the command -xtcsd- is available on the 
SSC archives. To download this new version:

 ssc install xtcsd, replace

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.

The revised version of -xtcsd- fixes a bug on some of the p-values reported 
(they were greater than 1). We are grateful to Prof. Bob Reed (University of 
Canterbury) and Prof. Lucio Picci (University of Bologna) for reporting this 
problem.

Thanks,
Rafa
_______________________
Rafael E. De Hoyos
Development Prospects Group
The World Bank
Washington, DC 20433
rdehoyos@worldbank.org 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/