Harry H. Kelejian
Gianfranco Piras

an extension of the<i>j</i>-test to a spatial panel data framework (replication data)

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.

Data and Resources

Suggested Citation

Kelejian, Harry H.; Piras, Gianfranco (2016): An Extension of the<i>J</i>-Test to a Spatial Panel Data Framework (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022326.0657840725