Package ‘splm’ November 29, 2016 Title Econometric Models for Spatial Panel Data Version 1.4-6 Date 2016-11-22 Author Giovanni Millo [aut, cre], Gianfranco Piras [aut] Maintainer Giovanni Millo Description ML and GM estimation and diagnostic testing of econometric models for spatial panel data. Depends R (>= 2.12.0), spdep Imports plm, maxLik, MASS, bdsmatrix, ibdreg, nlme, Matrix, spam, methods License GPL-2 LazyLoad yes Repository CRAN Repository/R-Forge/Project splm Repository/R-Forge/Revision 212 Repository/R-Forge/DateTimeStamp 2016-11-21 17:57:45 Date/Publication 2016-11-29 12:43:53 NeedsCompilation no

R topics documented: bsjktest . . . . . bsktest . . . . . . effects.splm . . . Insurance . . . . itaww . . . . . . listw2dgCMatrix print.splm . . . . RiceFarms . . . . riceww . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . . 1

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. . . . . . . . .

. 2 . 3 . 4 . 5 . 7 . 7 . 8 . 9 . 10

2

bsjktest rwtest . . . . slag . . . . . slmtest . . . . spgm . . . . . sphtest . . . . spml . . . . . spreml . . . . summary.splm usaww . . . . vcov.splm . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

Index

. . . . . . . . . .

. . . . . . . . . .

. . . . . . . . . .

10 13 14 15 18 20 22 24 25 26 27

bsjktest

Baltagi, Song, Jung and Koh LM test for spatial panels

Description Baltagi, Song, Jung and Koh joint or conditional LM test for spatial error correlation or serial correlation sub spatial, serial correlation and random effects in panel models Usage bsjktest(x,...) ## S3 method for class 'formula' bsjktest(x, data, index=NULL, listw, test=c("C.1","C.2","C.3","J"), ...) Arguments x

an object of class formula

data

a data.frame or pdata.frame containing the variables in the model

index

either NULL (default) or a character vector to identify the indexes among the columns of the data.frame

listw

either a matrix or a listw representing the spatial structure

test

one of c("C.1","C.2","C.3","J"), the test to be performed.

...

additional arguments to be passed

Value an object of class htest Author(s) Giovanni Millo

bsktest

3

References Baltagi, B.H., Song, S.H., Jung B. and Koh, W. (2007) Testing panel data regression models with spatial and serial error correlation. Journal of Econometrics, 140, 5-51. See Also bsktest Examples data(Produc, package="plm") data(usaww) fm