splm (version 1.6-5)

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 formula
bsjktest(x, data, index=NULL, listw,
test=c("C.1","C.2","C.3","J"), ...)

Value

an object of class htest

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

Author

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")