[Gretl-devel] Re: Pesaran cross-dependence panel test
On Mon, 29 Jun 2020, Sven Schreiber wrote:
- add a remark about the native 'modtest ... --xdepend'
(actually I
don't remember whether it's the same test, why the paper reference given
in the command doc is different [Pesaran, M. H. (2004) “General
diagnostic tests for cross section dependence in panels”. Cambridge
Working Papers in Economics (CWPE 0435)]
It is!
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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