Moran's I Test for Spatial Panel Data

[Maxence Morlet]

Hi all,

Would anyone know if a procedure exists in Stata for the implementation of the Fast Double Bootstrap Moran's I test described in this paper: https://www.sciencedirect.com/scienc...6499931400162X ?

Or perhaps any command testing for spatial autocorrelation that is adapted to panel data?

I know estat moran exists, however I've also seen that the test has serious shortcomings in panel data (e.g. Yang, 2011).

Many thanks in advance!

[FRANK OSEI-KUSI]

I don't know, probably you have the answer already, but have you tried xtmoran?