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	Provedor de dados AgEcon (2) Autor De Hoyos, Rafael E. (1) Persyn, Damiaan (1) Sarafidis, Vasilis (1) Westerlund, Joakim (1) Palavra-chave Cross-sectional dependence (2) Research Methods/ Statistical Methods (2) Common-factor restriction (1) Health-care expenditures (1) Panel cointegration test (1) Panel data (1) Xtcsd (1) Xtwest (1) Mais... Tipo do documento Article (2) Ano 2008 (1) 2006 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Testing for cross-sectional dependence in panel-data models AgEcon De Hoyos, Rafael E.; Sarafidis, Vasilis. 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 testing procedures—namely, Friedman’s (Journal of the American Statistical Association 32: 675–701) (FR) test statistic, the statistic proposed by Frees (Journal of Econometrics 69: 393–414), and the cross-sectional dependence (CD) test of Pesaran (General diagnostic tests for cross-section dependence in panels [University of Cambridge, Faculty of Economics, Cambridge Working Papers in Economics, Paper No. 0435]). We illustrate the command with an empirical example. Tipo: Article Palavras-chave: Xtcsd; Panel data; Cross-sectional dependence; Research Methods/ Statistical Methods. Ano: 2006 URL: http://purl.umn.edu/119240 Error–correction–based cointegration tests for panel data AgEcon Persyn, Damiaan; Westerlund, Joakim. This article describes a new Stata command called xtwest, which implements the four error-correction–based panel cointegration tests developed by Westerlund (2007). The tests are general enough to allow for a large degree of heterogeneity, both in the long-run cointegrating relationship and in the short-run dynamics, and dependence within as well as across the cross-sectional units. Tipo: Article Palavras-chave: Xtwest; Panel cointegration test; Common-factor restriction; Cross-sectional dependence; Health-care expenditures; Research Methods/ Statistical Methods. Ano: 2008 URL: http://purl.umn.edu/122588 Registros recuperados: 2 Primeira ... 1 ... Última

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