So sánh phương pháp

	Sai số chuẩn HAC Newey-West	Kiểm định Pesaran CD: Chẩn đoán sự phụ thuộc chéo cho dữ liệu bảng
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Hypothesis test
Năm ra đời	1987	2021
Người khởi xướng	Whitney Newey & Kenneth West	M. Hashem Pesaran
Loại	Covariance matrix estimator	Non-parametric diagnostic test
Công trình gốc	Newey, W. K., & West, K. D. (1987). A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica, 55(3), 703–708.	Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50.
Tên gọi khác	HAC standard errors, Heteroskedasticity and Autocorrelation Consistent covariance, Bartlett kernel HAC estimator, HAC düzeltmeli standart hatalar	CD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi
Liên quan	1	3
Tóm tắt	Newey-West HAC standard errors, introduced by Whitney Newey and Kenneth West in 1987, provide a covariance matrix estimator for OLS regression that remains valid under both heteroskedasticity and serial autocorrelation of unknown form. They are the standard tool for correcting inference in time-series and panel regression when residuals are not i.i.d., requiring no specification of the error structure beyond choosing a bandwidth parameter.	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.