Description Usage Arguments Details Value Author(s) References Examples

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

1 | ```
Pesaran(resids)
``` |

`resids` |
a |

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

The function returns a list of class `"htest"`

containing:

`statistic` |
the test statistic. |

`parameter` |
the number |

`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

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

1 2 |

punitroots documentation built on May 31, 2017, 2:58 a.m.

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