Object Reference : Object View and Procedure Reference : Series
  
 
cdtest
Test for the presence of cross-sectional dependence in a panel series.
Computes the Breusch-Pagan (1980) LM, Pesaran (2004) scaled LM, Pesaran (2004) CD, and Baltagi, and Feng and Kao (2012) bias-corrected scaled LM test for a panel series.
Syntax
series_name.cdtest
Options
G
p
Print test results
Examples
ser1.cdtest
will compute and display the panel cross-section dependence test results.
Cross-references
See “Panel Cross-section Dependence Test” for discussion.