ScholarGate
Msaidizi
Hypothesis testCross-sectional dependence

Frees Cross-Sectional Dependence Test for Panel Data

Kipimo cha Frees, kilichoanzishwa na Edward Frees mwaka 1995, ni utaratibu wa uchunguzi usio wa kigezo (non-parametric) kwa kugundua utegemezi wa pande za msalaba (cross-sectional dependence) katika data za paneli. Kimeundwa kwa ajili ya mazingira ambapo N (idadi ya vitengo) ni kubwa na T (vipindi vya muda) ni vya wastani, hivyo kukifanya kiwe ni ukaguzi wa kawaida wa kabla ya kuendesha makadirio (pre-estimation check) kabla ya kutumia mbinu za urejeshaji wa paneli (panel regression methods) zinazodhania uhuru wa pande za msalaba. Wanauchumi wanaotumia na wanasayansi wa jamii hukitumia mara kwa mara ili kuthibitisha kama vitengo katika paneli vinashiriki mshtuko wa pamoja (common shocks) au viungo vya anga (spatial linkages).

Tumia kupitia EconMindHivi karibuniVideoHivi karibuniDownload slides

Soma mbinu kamili

Kwa wanachama pekee

Ingia kwa akaunti ya bure ili kusoma sehemu hii.

Ingia

Method map

The neighbourhood of related methods — select a node to explore.

Vyanzo

  1. Frees, E. W. (1995). Assessing cross-sectional correlation in panel data. Journal of Econometrics, 69(2), 393–414. DOI: 10.1016/0304-4076(94)01658-M

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Frees Cross-Sectional Dependence Test. ScholarGate. https://scholargate.app/sw/econometrics/frees-test

Which method?

Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.

Compare side by side

Imerejelewa na

ScholarGateFrees Test (Frees Cross-Sectional Dependence Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/frees-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026