bayespecon.diagnostics.lmtests.bayesian_panel_lm_flow_dest_test¶

bayespecon.diagnostics.lmtests.bayesian_panel_lm_flow_dest_test(model)[source]¶

Panel analogue of bayesian_lm_flow_dest_test() operating on a fitted OLSFlowPanel.

The score is summed over the demeaned panel stack (length \(n^{2}\cdot T\)); the information matrix scales the Kronecker trace block by \(T\) to reflect i.i.d. within-period contributions under \(H_0\). Spatial-flow gravity construction follows LeSage and Pace [2008]; panel-data treatment follows Elhorst [2014] and Anselin et al. [2008]. The Bayesian LM statistic is computed per posterior draw following Doğan et al. [2021].