. 2022 Jan 14;9:816697. doi: 10.3389/fpubh.2021.816697

Table 3.

Tests for cross-sectional dependence in residuals.

Test	Statistic	Value
$C D_{N T}^{2015}$	$\sqrt{\frac{2}{N (N - 1)}} \sum_{i = 1}^{N - 1} \sum_{j = i + 1}^{N} \frac{1}{\sqrt{T}} \sum_{t = 1}^{T} ξ_{i t} ξ_{j}$	6.194^a
CD _BKP	$\sqrt{\frac{T N (N - 1)}{2}} {\hat{\bar{ρ}}}_{N}$	20.563^a

represents statistical significance at 1%.

Authors' estimates.