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st: xttest2 for N<T

From   "Terzopoulou, Eleftheria" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: xttest2 for N<T
Date   Mon, 15 Aug 2011 16:04:51 +0100

Dear Statalisters,

I have a panel of N=20 and T=28 and I want to test for cross sectional dependence. I read that Pesaran's test is valid only for N>T and LM test is applicable in my case. However, I have a problem after estimating with FE. I take the following:


Correlation matrix of residuals is singular.
not possible with test

What to do?

Kind regards,


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