bsjktest | R Documentation |
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"), ...)
x |
an object of class |
data |
a |
index |
either NULL (default) or a character vector to identify the indexes among the columns of the |
listw |
either a |
test |
one of |
... |
additional arguments to be passed |
an object of class htest
Giovanni Millo
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.
bsktest
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")
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