Hi,
I am trying to do the CD Pesaran Test on some panel data on Italian Provinces. For each unit I have 22 years, each one splitted in quarters (so 92 observation for each unit).
The variable "lag_lingua" has the same value for each quarters and years for one province, but it chagnes among provinces.
This is the code that I use:
library(plm)
A<-data[-2]
AA<-pdata.frame(A, index = c("id","time"))
pcdtest(AA$lag_lingua)
But I have this result:
Pesaran CD test for cross-sectional dependence in panels
data: AA$lag_lingua
z = NA, p-value = NA
alternative hypothesis: cross-sectional dependence
Warning message:
In cor(wideres, use = "pairwise.complete.obs") :
- la deviazione standard è zero*
I can imagine that this is due to the fact that the variable changes only between units and not "inside" them, but how can I solve this problem and test for CD?
Thanks a lot! 
