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An Extension of the J‐Test to a Spatial Panel Data Framework

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  • Harry H. Kelejian
  • Gianfranco Piras

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  • Harry H. Kelejian & Gianfranco Piras, 2016. "An Extension of the J‐Test to a Spatial Panel Data Framework," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 387-402, March.
    • Handle: RePEc:wly:japmet:v:31:y:2016:i:2:p:387-402
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    Cited by:

    1. Michele Costola & Matteo Iacopini & Casper Wichers, 2023. "Bayesian SAR model with stochastic volatility and multiple time-varying weights," Papers 2310.17473, arXiv.org.
    2. Rossi, Francesca & Lieberman, Offer, 2023. "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, vol. 235(2), pages 1770-1798.
    3. Marcos Herrera & Jesus Mur & Manuel Ruiz-Marin, 2017. "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix," Working Papers 18, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
    4. Jungyoon Lee & Peter C.B. Phillips & Francesca Rossi, 2020. "Consistent Misspecification Testing in Spatial Autoregressive Models," Cowles Foundation Discussion Papers 2256, Cowles Foundation for Research in Economics, Yale University.
    5. Deborah Gefang & Stephen G. Hall & George S. Tavlas, 2023. "Identifying spatial interdependence in panel data with large N and small T," Papers 2309.03740, arXiv.org.
    6. Harry H. Kelejian & Gianfranco Piras, 2018. "Important overlooked IVs in spatial models," Empirical Economics, Springer, vol. 55(1), pages 69-83, August.
    7. Costola, Michele & Iacopini, Matteo & Wichers, Casper, 2023. "Bayesian SAR model with stochastic volatility and multiple time-varying weights," SAFE Working Paper Series 407, Leibniz Institute for Financial Research SAFE.

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