bsjktest function

Baltagi, Song, Jung and Koh LM test for spatial panels

Baltagi, Song, Jung and Koh LM test for spatial panels

Baltagi, Song, Jung and Koh joint or conditional LM test for spatial error correlation or serial correlation sub spatial, serial correlation and random effects in panel models

bsjktest(x,...) ## S3 method for class 'formula' bsjktest(x, data, index=NULL, listw, test=c("C.1","C.2","C.3","J"), ...)

Arguments

  • x: an object of class formula
  • data: a data.frame or pdata.frame containing the variables in the model
  • index: either NULL (default) or a character vector to identify the indexes among the columns of the data.frame
  • listw: either a matrix or a listw representing the spatial structure
  • test: one of c("C.1","C.2","C.3","J"), the test to be performed.
  • ...: additional arguments to be passed

Returns

an object of class htest

References

Baltagi, B.H., Song, S.H., Jung B. and Koh, W. (2007) Testing panel data regression models with spatial and serial error correlation. Journal of Econometrics, 140 , 5-51.

Author(s)

Giovanni Millo

See Also

bsktest

Examples

data(Produc, package="plm") data(usaww) fm <- log(gsp)~log(pcap)+log(pc)+log(emp)+unemp bsjktest(fm, data=Produc, listw = usaww, test="C.1")
  • Maintainer: Giovanni Millo
  • License: GPL-2
  • Last published: 2023-12-20

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