Abstract
SummaryKelejian (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.
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