Re: [Gretl-devel] modtest option --xdepend
Am 12.08.2016 um 17:30 schrieb Allin Cottrell:
Following up on
http://lists.wfu.edu/pipermail/gretl-devel/2016-August/006890.html
The new --xdepend option to the modtest command -- which computes
Pesaran's "CD" test for cross-sectional dependence in panel-data models
-- is now documented and available via the GUI (in git and snapshots).
That's great of course; in relation to the feature request
(https://sourceforge.net/p/gretl/feature-requests/97/) I'm not sure
whether Pesaran's statistic should remain the only one available, though.
I have to admit I'm not up to date on this particular topic, i.e.
whether there's a consensus view or diffferent preferences. Does anybody
know more about these tests?
thanks,
sven