Residual Cross-Section Dependence Test | |||
Null hypothesis: No cross-section dependence (correlation) in weighted | |||
Residuals |
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Equation: Untitled |
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Periods included: 4 |
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Cross-sections included: 76 |
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Total panel observations: 304 |
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Cross-section effects were removed during estimation | |||
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Test | Statistic | d.f. | Prob. |
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Breusch-Pagan LM | 4146.216 | 2850 | 0.0000 |
Pesaran scaled LM | 17.16880 |
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Bias-corrected scaled LM | 4.502138 |
| 0.0000 |
Pesaran CD | 7.914354 |
| 0.0000 |
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