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cross-sectional-dependence

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ahaghnejad / CSED

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This repository contains the Matlab code for performing the cross-sectional error dependence tests in panel data models, including the Lagrange multiplier (LM) test by Breusch and Pagan (1980), the cross-sectional dependence (CD) and scaled LM (CD_LM) tests by Pesaran (2004, 2015), the bias‐adjusted LM test by Pesaran, Ullah, and Yamagata (2008)…

panel-data cross-sectional-dependence
  • Updated Mar 11, 2021
  • MATLAB

chirindaopensource / governments_reaction_public_debt_accumulation

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End-to-end Python implementation, based on Canofari et al. (2025), of sovereign fiscal reaction function estimation using Dynamic Common Correlated Effects Mean Group (DCCEMG) methods. Designed for analyzing government debt sustainability across 52 countries with advanced panel econometrics.

python time-series pandas econometrics quantitative-finance statsmodels panel-data macroeconomics statistical-modeling public-finance replication-study research-software fiscal-policy cross-sectional-dependence government-policy sovereign-debt unit-root-testing dccemg fiscal-sustainability cross-country-analysis
  • Updated Jul 19, 2025
  • Jupyter Notebook

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