Hoyos, Rafael E. De; Sarafidis, Vasilis - In: Stata Journal 6 (2006) 4, pp. 482-496
This article describes a new Stata routine, xtcsd, to test for the presence of cross-sectional dependence in panels with many cross-sectional units and few time-series observations. The command executes three different test- ing procedures —namely, Friedman’s (Journal of the American...