SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS*
研究了空间面板数据模型中随机效应与固定效应的估计，提出了Hausman型和拉格朗日乘子检验来比较两种设定，适合从事空间计量或面板数据分析的学者判断是否阅读原文。
This article investigates spatial panel data models with a space–time filter in disturbances. We consider their estimation by both fixed effects and random effects specifications. With a between equation properly defined, the difference of the random versus fixed effects models can be highlighted. We show that the random effects estimate is a pooling of the within and between estimates. A Hausman‐type specification test and an Lagrangian multiplier test are proposed for the testing of the random components specification versus the fixed effects specification.