st: Pesaran (2004) Cross dependence test

[Sara Barcenilla <sbarceni@unizar.es>]

When  Pesaran´s CD test is calculated in Stata it 
gives just one value for each regression . I 
think  the test would be applied to each variable 
so the logical result will be to obtain one value 
for each of the variables. Am I correct?


 Best regards
Sara Barcenilla Visús
Departamento de Estructura e Historia Económica y Economía Pública
Facultad de Económicas
Gran Vía 4, Zaragoza, 50005
TLFNO: 976-761813
FAX: 976-761840


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