Panel Cross-section Dependence Test
You may test for cross-section dependence in a series in a panel structured workfile. There are a variety of tests for cross-section dependence in the literature, and EViews offers the following tests:
• Breusch-Pagan (1980) LM
• Pesaran (2004) scaled LM
• Baltagi, Feng, and Kao (2012) bias-corrected scaled LM
• Pesaran (2004) CD