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آزمون فریس برای وابستگی مقطعی در داده‌های پنل×آزمون CD پساران: تشخیص وابستگی مقطعی برای داده‌های پانل×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهHypothesis testHypothesis test
سال پیدایش19952021
پدیدآورEdward FreesM. Hashem Pesaran
نوعNon-parametric panel diagnostic testNon-parametric diagnostic test
منبع بنیادینFrees, E. W. (1995). Assessing cross-sectional correlation in panel data. Journal of Econometrics, 69(2), 393–414. DOI ↗Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50. DOI ↗
نام‌های دیگرFrees CD Test, Frees Q-statistic Test, Cross-Sectional Dependence Test (Frees), Frees Bağımlılık TestiCD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi
مرتبط33
خلاصهThe 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.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.
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