22. Cross Sectional Dependence-Second Generation-Unit Root Test using Eviews|| Dr. Dhaval Maheta

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#econometrics, #paneldata, #cross, #section, #dependence, #unit, #root, #breusch, #pagan, #pesaran

  1. Dhaval Maheta (DM)
  2. #econometrics
  3. #paneldata
  4. #cross
  5. #section
  6. #dependence
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Комментарии
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Sir what if there is cross sectional dependence

missioneconomics
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i have done all step right but i keep on getting NA results, CDtest add on is installed
and suggestions?

aminaahmedalibelal
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i have done all step right but i keep on getting NA results, CDtest add on is installed
and suggestions? Thank you

aminaahmedalibelal
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I do not have the 2nd generation unit root tests in my reviews version. How do I install the packages? only adf and pp tests are available

anuradhasaikia
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Sir, how to do the 2nd generation unit root test if the data is cross sectionally dependent. In my case, i found cross sectional dependence as all 3 tests showed values less than 0.05. so how will I conduct the 2nd generation unit root test now?

jijnashikashyap