An Extension of the J‐Test to a Spatial Panel Data Framework
将Kelejian和Piras的空间J检验扩展到包含固定效应和内生变量的面板数据框架，并通过蒙特卡洛模拟和北卡罗来纳州犯罪模型实证验证。
Summary 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 ( ) nor Kelejian & Piras ( ) 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. Copyright © 2015 John Wiley & Sons, Ltd.