User’s Guide : Panel and Pooled Data : Panel Statistics : Panel Cross-section Dependence Test
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
See “Panel Cross-section Dependence Test” for discussion.