Testing Panel Data Regression Models with Spatial Error Correlation

@inproceedings{Baltagi2002TestingPD,
  title={Testing Panel Data Regression Models with Spatial Error Correlation},
  author={Badi H. Baltagi},
  year={2002}
}
This paper derives several Lagrange Multiplier tests for the panel data regression model wih spatial error correlation. These tests draw upon two strands of earlier work. The ...rst is the LM tests for the spatial error correlation model discussed in Anselin (1988, 1999) and Anselin, Bera, Florax and Yoon (1996), and the second is the LM tests for the error component panel data model discussed in Breusch and Pagan (1980) and Baltagi, Chang and Li (1992). The idea is to allow for both spatial… CONTINUE READING
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