Testing Cross-Section Correlation in Panel Data Using Spacings

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A test of cross section dependence for a linear dynamic panel model with regressors (2009, background): “However, under the alternative hypothesis given in (11), (33) holds but (32) does not.”
Panel data stochastic convergence analysis of the Mexican regions (2009, unknown): “As before, we base our inference on the Pesaran (2004) and Ng (2006) statistics. In order to isolate the correlation from the dependence issue, we have estimated an ADF-type regression equation that includes the dummy variables to capture the presence of the structural breaks estimated previously wi”