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| Freesov test priečnej závislosti pre panelové dáta× | Test CD Pesaran: Diagnostika priečnej závislosti pre panelové dáta× | |
|---|---|---|
| Odbor | Ekonometria | Ekonometria |
| Rodina | Hypothesis test | Hypothesis test |
| Rok vzniku≠ | 1995 | 2021 |
| Tvorca≠ | Edward Frees | M. Hashem Pesaran |
| Typ≠ | Non-parametric panel diagnostic test | Non-parametric diagnostic test |
| Pôvodný zdroj≠ | Frees, 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 ↗ |
| Ďalšie názvy | 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 |
| Príbuzné | 3 | 3 |
| Zhrnutie≠ | 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. |
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