مقایسهٔ روش‌ها

	آزمون CD پساران: تشخیص وابستگی مقطعی برای داده‌های پانل	آزمون ضریب لاگرانژ (LM) برِيش-گادفری برای همبستگی سریالی
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Hypothesis test	Regression model
سال پیدایش	2021	1978
پدیدآور	M. Hashem Pesaran	Trevor Breusch & Leslie Godfrey
نوع	Non-parametric diagnostic test	Lagrange-multiplier test for serial correlation
منبع بنیادین	Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50.	Godfrey, L. G. (1978). Testing against general autoregressive and moving average error models when the regressors include lagged dependent variables. Econometrica, 46(6), 1293–1301.
نام‌های دیگر	CD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi	BG test, LM test for autocorrelation, Breusch-Godfrey serial correlation test, Breusch-Godfrey otokorelasyon testi
مرتبط	3	3
خلاصه	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 Breusch-Godfrey test is a Lagrange-multiplier test for serial correlation in regression residuals, developed independently by Trevor Breusch (1978) and Leslie Godfrey (1978). Unlike the Durbin-Watson test, it detects autocorrelation up to any chosen order p, remains valid when the model includes lagged dependent variables, and produces a definite chi-square p-value rather than an inconclusive region — making it the modern standard for autocorrelation testing.