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Eugene Kouassi and Lexi L Setlhare |
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''Asymptotic Properties of Pesaran's CD Test Revisited'' |
( 2016, Vol. 36 No.4 ) |
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In this paper we revisit and derive the asymptotic properties of Pesaran's CD test. |
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Keywords: C24 |
JEL: C2 - Single Equation Models; Single Variables: General C3 - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions |
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Manuscript Received : Mar 31 2016 | | Manuscript Accepted : Dec 29 2016 |
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