bayespecon.diagnostics.lmtests.bayesian_panel_lm_flow_joint_test¶

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

Panel analogue of bayesian_lm_flow_joint_test() on OLSFlowPanel. The joint score over \((\rho_d, \rho_o, \rho_w)\) is \(\chi^2_3\) under \(H_0\). See bayesian_panel_lm_flow_dest_test() for additional details and references ([LeSage and Pace, 2008], [Elhorst, 2014], [Doğan et al., 2021]).