Σύγκριση μεθόδων

	Δοκιμή Pesaran CD: Διαγνωστικός Έλεγχος Εξάρτησης Διατομών για Δεδομένα Πάνελ	Δοκιμή Frees για Εξάρτηση Διατομικής Τομής σε Δεδομένα Πάνελ
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Hypothesis test	Hypothesis test
Έτος προέλευσης	2021	1995
Δημιουργός	M. Hashem Pesaran	Edward Frees
Τύπος	Non-parametric diagnostic test	Non-parametric panel diagnostic test
Θεμελιώδης πηγή	Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50.	Frees, E. W. (1995). Assessing cross-sectional correlation in panel data. Journal of Econometrics, 69(2), 393–414.
Εναλλακτικές ονομασίες	CD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi	Frees CD Test, Frees Q-statistic Test, Cross-Sectional Dependence Test (Frees), Frees Bağımlılık Testi
Συναφείς	3	3
Σύνοψη	The Pesaran CD test is a general diagnostic procedure for detecting cross-sectional dependence in panel data models. Developed by M. Hashem Pesaran (2021), it is applicable to both balanced and unbalanced panels with large N and T, and retains validity under heterogeneous slope coefficients. The test is widely adopted in empirical economics, finance, and political economy as a prerequisite check before selecting appropriate estimators or unit-root tests for panel datasets.	The Frees test, introduced by Edward Frees in 1995, is a non-parametric diagnostic procedure for detecting cross-sectional dependence in panel data. It is designed for settings where N (number of units) is large and T (time periods) is moderate, making it a standard pre-estimation check before applying panel regression methods that assume cross-sectional independence. Applied economists and social scientists routinely use it to verify whether units in the panel share common shocks or spatial linkages.