Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Pesaran 2013, 2015 cross sectional dependence

    Pls i need to know how the "average joint T" of the pesaran Xtcdf crosssectional dependence test is interpretated or in general interpretation ofthe entire output
    This is the sample of my output
    ​​​​​​​------------------------------------------------------------------------------+
    Variable | CD-test p-value average joint T | mean ρ mean abs(ρ) |
    ----------------+--------------------------------------+----------------------|
    fdlim + 1.995 0.046 52.81 + 0.01 0.14 |
    fdldy + 12.698 0.000 53.00 + 0.08 0.15 |
    fdlfy + 110.87 0.000 53.00 + 0.71 0.71 |
    fdlreer + 11.142 0.000 53.00 + 0.07 0.17 |
    fdldpc + 4.36 0.000 53.00 + 0.03 0.12
    Last edited by Sebil Oshota; 16 Dec 2017, 00:49.

  • #2
    Sebil:
    welcome to this forum.
    Please repost your query on the General forum, as this one is for practicing purposes only. Thanks.
    Kind regards,
    Carlo
    (Stata 18.0 SE)

    Comment

    Working...
    X