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| Fixed Effect Tests of Spatial Panel Model |
| WANG Yun,LONG Zhi he,CHEN Qing qing |
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Abstract Fixed effect test is one of the important areas in panel data model. This paper extends fixed effect test to spatial panel models and studies the fixed tests before model estimation of spatial panel models using LM test method. We make mathematical derivations of fixed effect marginal test and conditional test, and through Monte Carlo simulation experiments, study finite sample performance of these test statistics. The result shows that, the tests we proposed have idle size tortuosity and power, especially conditional test, which is effective test statistics in empirical research.
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Received: 10 October 2012
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Corresponding Authors:
CHEN Qing qing
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2012, Vol. 1 
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