Kelejian (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.
An Extension of the J-test to a Spatial Panel Data FrameworkHarry H. Kelejian and Gianfranco Piras ,
2( 31 )
Journal of Applied Econometrics