# Pesaran: Pesaran's test for cross-correlation among panel units.

Description Usage Arguments Details Value Author(s) References Examples

### Description

This function implements the procedure for testing for the presence of cross-correlation among panel units using the test proposed in Pesaran (2004).

### Usage

 1  Pesaran(resids) 

### Arguments

 resids a T \times N matrix of residuals from N single-equation models over N time series of length T.

### Details

This function should be applied to residuals from individual tests regressions.

### Value

The function returns a list of class "htest" containing:

 statistic the test statistic. parameter the number N of time series and their length T. p.value the p-value of the test. null.value the specified hypothesized value under the null. alternative a character string describing the alternative hypothesis. method a character string indicating the type of test. data.name a character string giving the name of the vector of residuals.

Claudio Lupi

### References

Pesaran, MH (2004). General Diagnostic Tests for Cross Section Dependence in Panels, Department of Applied Economics, University of Cambridge, mimeo.

### Examples

 1 2  fake.resids <- matrix(rnorm(1000),100,10) Pesaran(fake.resids) 

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