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

In splm: Econometric Models for Spatial Panel Data

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

Description

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

Usage

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

Value

an object of class htest

Author(s)

Giovanni Millo

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.

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")

splm documentation built on July 26, 2023, 5:44 p.m.