An Extension of the J‐Test to a Spatial Panel Data Framework |
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| Authors: | Harry H Kelejian Gianfranco Piras |
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| Institution: | 1. University of Maryland, College Park, MD, USA;2. Regional Research Institute, West Virginia University, Morgantown, WV, USA |
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| Abstract: | Kelejian (Letters in Spatial and Resources Sciences; 1 : 3–11) extended the J‐test procedure to a spatial framework. Although his suggested test was computationally simple and intuitive, it did not use the available information in an efficient manner. Kelejian and Piras (Regional Science and Urban Economics; 41 : 281–292) generalized and modified Kelejian's test to account for all the available information. However, neither Kelejian ( 2008 ) nor Kelejian & Piras ( 2011 ) considered a panel data framework. In this paper we generalize these earlier works to a panel data framework with fixed effects and additional endogenous variables. We give theoretical as well as Monte Carlo results relating to our suggested tests. An empirical application on a crime model for North Carolina is also estimated. Copyright © 2015 John Wiley & Sons, Ltd. |
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