Baltagi, Badi H.; Song, Seuck Heun; Koh, Won - International Conferences on Panel Data - 2002
This paper derives several Lagrange Multiplier tests for the panel data regression model with spatial error correlation … component panel data model discussed in Breusch and Pagan (1980) and Baltagi, Chang and Li (1992). The idea is to allow for both … spatial error correlation as well as random region effects in the panel data regression model and to test for their joint …