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.