Vertaile menetelmiä

	Freesin ristiinleikkaavan riippuvuuden testi paneelidatalle	Pesaranin CD-testi: Poikkileikkausriippuvuuden diagnostiikka paneelidatalle
Tieteenala	Ekonometria	Ekonometria
Menetelmäperhe	Hypothesis test	Hypothesis test
Syntyvuosi	1995	2021
Kehittäjä	Edward Frees	M. Hashem Pesaran
Tyyppi	Non-parametric panel diagnostic test	Non-parametric diagnostic test
Alkuperäislähde	Frees, E. W. (1995). Assessing cross-sectional correlation in panel data. Journal of Econometrics, 69(2), 393–414.	Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50.
Rinnakkaisnimet	Frees CD Test, Frees Q-statistic Test, Cross-Sectional Dependence Test (Frees), Frees Bağımlılık Testi	CD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi
Liittyvät	3	3
Tiivistelmä	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.	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.