Cross-Sectional Dependence|| Second Generation Unit Root Test|| EViews

This video explains how to run cross-sectional dependence test in EViews.
Cross- Sectional dependence test is one of the important tests carried out in panel analysis to detect cross- sectional dependence among cross-section units.

If there is a presence of Cross-sectional dependence in the data set, then second generation unit root test is run to check the stationarity of the variables instead of first generation unit root test.

To check the cross-sectional dependence the THUMB rule is to check the probability value of the test statistics.

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Happy Learning!!

[NATURE__Photography]

I will always remember you with the deepest respect and affection for your efforts in making each session enjoyable and educational.👍🥳

[Ganieirfan]

Thank you mam for this video. I tried to run cross section dependence test on unbalanced panel set of 23 years and 822 firms with no missing values. I however get NA for all the values in the table except for d.f . Can you please help?

[alineb]

Thank you so much for your videos! I have a question please: after the hausman test, and the cross-section dependence test, if everything is ok, do we have to check the other basic assumptions of the panel model (multicollinearity, hetroscadacity, autocorrelation and normality)? If yes, which tests do you recommend on eviews. Thank you in advance

[amandeepsidhu]

Thank you for uploading video on this topic mam ... I was eagerly waiting for this Very interesting session ... 😍😍

[Varneshghildiyalvibhu]

thanku for this video maam. Ma'am can you please tell me why we are taking the log form of the data. it is bit confusing that when to take log form and whwn not to take log form. please revert .

[aniksaha]

For heteroscedasticity, autocorrelation, cross sectional dependence issue, can i run
1. [xtpcse] (corrected panels corrected standard errors(PCSEs)
2. [xtscc] (Driscoll-Kraay standard errors)
#which one should i run? Or, should i run both?
#how to interpret their results? (Assume, i got panel corrected standard errors data and p values)

[aminaahmedalibelal]

Thanx for your great videos, it helped me a lot. I have a question plz, i have done the same steps as explained but in the Statistic and Prob. columns i got NA results, why is that? Thanx in advanced

[dyahkusumaningrum]

Is this method the same as looking for a heteroscedasticity test on panel data?

[omorfaruq]

can you pls upload a vedio on how to run the rolling regression in eviews

[eimon]

Thank you very much and it is very interesting. Could you explain and upload second generation unit root test for cross section dependence as a second video. Can we also remove cross section dependence?

[udeshnaburagohain]

Ma’am when are you going to upload the next video on second generation unit test.

[omorfaruq]

thank you, when we will get the vedio on 2nd generation panel unit root test

[saeedahussain]

Maam I'm facing problem In testing the unit root testing of variable with cross sectional dependence, i don't have option for ir

[SONALISINGH-djjg]

thanks a lot Maam is 2nd generation unit root test video is available?

[ramsharma]

Respected mam, Please share second generation unit root test🙏

[Imrangrp]

If there exists CD problem, then what method we use for panel cointegration test ?

[aniksaha]

I don't find it in eviews 10, nor in eviews 12sv lite

[rizwanmunir]

please can you tell me how can download free latest vesrion of eviews? please send me link

[boukhrisazhar]

Hello thank you .. but tell me what is the difference between the unit root with ADF and this ??