Codes for cross sectional dependence tests (i.e. Baltagi (2012); Biased-adj LM (Pesaran et al., 2006) Pesaran CDLM

[Elina Kim]

Please, let me know what are the commands to run Baltagi et al. (2012) CD, Bias-adjusted LM test (Pesaran et al., 2006), Pesaran CDLM (2004) tests.

[FernandoRios]

Hi Elina
Two points:
1. When citing a paper, just as when writing an article, it is advisable to provide the whole reference, not just names and years.
2. If nothing appears on Stata when typing "help baltagi or search Peseran", chances are that noone has ever written and made their codes publicly available. This just means you may need to do something different, or take the opportunity to be the first one to program those tests in Stata.
HTH

[Elina Kim]

Hello, FernandoRios! Well noted. Thank you, really appreciate it.