Koh, Won; Baltagi, Badi H.; Song, Seuck Heun - Econometric Society - 2004
This paper considers a spatial panel data regression model with serial correlation on each spatial unit over time as … across the spatial units using random effects. The paper then derives several Lagrange Multiplier tests for this panel data … Bera (1998) and in the panel data context by Baltagi, Song and Koh (2003). The second is the LM tests for the error …