splm: bsjktest – R documentation

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bsjktest

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.

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

Econometric Models for Spatial Panel Data

v1.4-11

GPL-2

Authors

Giovanni Millo [aut, cre], Gianfranco Piras [aut]

Initial release

2018-07-13