Hi - I have received this result and with the negative CD value I am confused over its interpretation.
xdcd2 DADILL
Pesaran (2015) test for weak cross sectional dependence.
Unbalanced panel, test adjusted.
H0: errors are weakly cross sectional dependent.
CD=-0.133
p-value = 0.894
Also - with my dataset having many individuals (c.2500) and only 3 rounds in the panel - is autocorrelation a huge concern for analysis anyway?
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