Testing Panel Data Regression Models with Spatial Error Correlation



J23  = E h ^ @|2Làil∏e = 1 trh(Iτ  (W0B + B'W)(B0B)~1 )((¾°)^1 Jt

Bb0Bb


μ'-'z' ,-tx0      "

1T

=  —2 tr[Jτ  (W 0B + Bb0W )] =   2 tr[W 0B + Bb0W ] ;

2¾                        2¾

Jμ =


TN

2¾°


2t2 tr[(W 0Bb + Bb0W )(B0Bb)~1]
T tr°[((W 0Bb + Bb'°W )(B0B)~1 )2]


rr „ ^. ^-

2T° tr[B B]
2TT2 tr[W 0Bb + Bb0W ]
σ'2T∣
tr[(B0B)2]


(A.31)


26




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