How to conduct cross-sectional dependence test and how to correct it

  Рет қаралды 10,165

Joseph lanre

Joseph lanre

Күн бұрын

Пікірлер
@taskiaakter9423
@taskiaakter9423 2 жыл бұрын
This is something I've been looking for like crazy on the internet. Many many thanks SIR!
@josephlanre
@josephlanre 2 жыл бұрын
I am sure you will love it🙏👍, Let me know in the comment section, what you learnt from the video✨✨
@taskiaakter9423
@taskiaakter9423 2 жыл бұрын
I have a deadline in my head for my thesis but by this deadline, my cross-section dependent was coming up which jeopardized my overall analysis. And I was searching like crazy for a solution. Even without getting a solution, I decided to change the topic. But fortunately, your video saved me
@josephlanre
@josephlanre 2 жыл бұрын
A simplified explanation of cross-sectional dependence test and how to rectify it.
@josephtokpah8238
@josephtokpah8238 2 жыл бұрын
Thanks for this video. It’s insightful. How do you take first difference in eviews for second generation unit root. Secondly, if you have cross section dependency problem and the instructions in this video is followed for correcting it, is it the corrected version you report in your article?
@nikolaizaicev9297
@nikolaizaicev9297 6 ай бұрын
Hi, what if one is using Panel ARDL-ECT with DFE? as ARDL (2 2 2 2 2 ), does one need to use xtpmg+dfe first to run this estimated model and to generate first residuals? And then use these residuals in xtcd? I see that many people use as an example xtreg + fe, but, not everyone is using linear fixed effects models, or that does not matter for CD tests?
@beatriceomo-ikirodah6792
@beatriceomo-ikirodah6792 2 жыл бұрын
An otherwise relatively complex procedure rendered in very plain and easy to comprehend language
@anuradhaagarwal9318
@anuradhaagarwal9318 Жыл бұрын
Which version of eview you have applied
@rizwanmunir7886
@rizwanmunir7886 Жыл бұрын
Sir please guide me in one paper he writes the CD test , Corr , abs corr and Im-Pesaran-Shin test for level in data table but in result Breusch Pagan LM, Pesaran Scaled LM and Pesarean CD test. please guide about it. thank you in anticipation
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