This paper derives Lagrangian Multiplier tests to jointly test for functional form and spatial error correlation. In particular, this paper tests for linear and loglinear models with no spatial error dependence against a more general Box-Cox model with spatial error correlation. Conditional LM...

This paper considers a spatial panel data regression model with serial correlation on each spatial unit over time as well as spatial dependence between the spatial units at each point in time. In addition, the model allows for heterogeneity across the spatial units using random effects. The...

This paper considers a spatial panel data regression model with serial correlation on each spatial unit over time as well as spatial dependence between the spatial units at each point in time. In addition, the model allows for heterogeneity across the spatial units using random effects. The...