Salīdzināt metodes

	Frees šķērsgriezuma atkarības tests panelu datiem	Driscoll-Kraay standart kļūdas
Nozare	Ekonometrija	Ekonometrija
Saime	Hypothesis test	Regression model
Izcelsmes gads	1995	1998
Autors	Edward Frees	John Driscoll & Aart Kraay
Tips	Non-parametric panel diagnostic test	Nonparametric heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for panel data
Pirmavots	Frees, E. W. (1995). Assessing cross-sectional correlation in panel data. Journal of Econometrics, 69(2), 393–414.	Driscoll, J. C., & Kraay, A. C. (1998). Consistent covariance matrix estimation with spatially dependent panel data. Review of Economics and Statistics, 80(4), 549–560.
Citi nosaukumi	Frees CD Test, Frees Q-statistic Test, Cross-Sectional Dependence Test (Frees), Frees Bağımlılık Testi	DK Standard Errors, Driscoll-Kraay Covariance Estimator, Spatial-Temporal HAC Standard Errors, Driscoll-Kraay Standart Hatalar
Saistītās	3	2
Kopsavilkums	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.	Driscoll-Kraay standard errors provide a nonparametric, heteroskedasticity- and autocorrelation-consistent (HAC) covariance estimator for balanced and unbalanced panel datasets. Introduced by Driscoll and Kraay in 1998, the method corrects inference when residuals exhibit cross-sectional dependence, serial autocorrelation, and heteroskedasticity simultaneously—problems common in macroeconomic and international finance panels where units such as countries or industries share common shocks.