cross sectional dependence in panel data

[matali mahajan]

hello everyone,
i have a balanced panel data of 4 countries for 32 years. i want to run a csd test but i am not sure as to which test to use.

[volkan kale]

Hello Matali, if you have smaller N and bigger t (T>N), you can run breusch pagan lm crossectional dependence test

[Jeff Wooldridge]

With N so small, just use the Driscoll-Kraay standard errors available from xtscc. Use two-way fixed effects and the DK standard errors. That's about all you can do.