************************************************************************
*	Testing for Cross-sectional dependence in Panel Data Models
*	
*	Objectives: (1) Illustrate the use of a new Stata command, -xtcsd-,
*			 with the use of an example.	
*		      (2) Generate log file in LaTeX format to include in 
*		  	 SJ paper.	
*
*	R.E. De Hoyos and V. Sarafidis
*	10/Apr/2006
************************************************************************

version 9.2
clear
set memory 10m
set more off

sjlog using xtcsd_example1, replace
use http://www.econ.cam.ac.uk/phd/red29/xtcsd_baltagi.dta
tsset id t
sjlog close, replace

sjlog using xtcsd_example2, replace
xtreg lngsp lnpcap lnpc lnemp unemp, fe
sjlog close, replace

sjlog using xtcsd_example3, replace
xtcsd, pesaran abs
sjlog close, replace

sjlog using xtcsd_example4, replace
xtcsd, frees
xtcsd, friedman
sjlog close, replace

sjlog using xtcsd_example5, replace
xtreg lngsp lnpcap lnpc lnemp unemp, re
sjlog close, replace

sjlog using xtcsd_example6, replace
xtcsd, pesaran
xtcsd, frees
xtcsd, friedman
sjlog close, replace