比如市场受到冲击，股票价格普遍下降，因变量之间是相关的，换言之，误差项也是相关的，如果是截面数据，怎么解决？或者需要解决吗？我看到有用伪回归的方法，但不大懂，谁帮忙看下？
A final econometric issue is that errors across firms may not be independent because returns are correlated in calendar time. As a diagnostic measure to address this issue, I run simulated regressions of the actual return data on a wide variety of randomly generated hypothetical variables. In 10,000 repetitions, the coefficients on the hypothetical variables are significant at the 1% level 1.1% of the time, at the 5% level 5.3% of the time, and at the 10% level 10.3% of the time. The lack of spuriously significant coefficients suggests that correlation of errors is not a serious problem in the data.

求高手！！！