Launch of Cross Sectional Dependence Tests in Stata

[Sidra Ilyas]

Hi Dear,

Can you please tell me when or in which year and month Stata introduced cross sectional dependence tests (e.g. xtcsd, xtcd etc.) for panel data? Due to some historical developments of different procedures I am working on, I need this information on some urgent basis.

Please mention if xtcsd and xtcd had different launch dates.

Thank you.

[William Lisowski]

You need to understand that the xtcd and xtscd commands were not introduced by Stata. They are user-written extensions to Stata, written by different authors.

When I search xtcd and then install it from SSC and run the command viewsource xtcd.ado I see that the first line is

*!version 1.0.0 5Feb2011

When I search xtcd2 I see that it was first announced in The Stata Journal (2018), Volume 18 Number 3, pp. 585–617.

When I search xtcsd I see that it was first announced in The Stata Journal (2006) Volume 6, Number 4, pp. 482–496.