Generalized Method of Moment Estimation Method Lagrange Multiplier Test for Simultaneous Spatial of Dynamic Panel Data

Abstract

In recent developments, the panel data spatial model has penetrated into simultaneous models that do not only move in single models, where the development of this model also indirectly makes the parameter estimation method move in a more complex direction in terms of mathematical proof, also in terms of proof empirically. This paper presents a Generalized Method of Moment (GMM) Lagrange Multiplier (LM) Test for simultaneous spatial modelling for dynamic panel. This is a spatial dependencies test for spatial models.