Testing for Spatial Autocorrelation in a Fixed Effects Panel Data Model

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A spatial panel data approach to estimating U.S. state-level energy emissions (2013, methodology): “To further test if a spatial effectsmodel outperforms amodelwithout any spatial interaction effects, one may use Lagrange Multiplier (LM) tests for a spatially lagged dependent variable and for spatial error autocorrelation — these tests contain robust counterparts as well (Debarsy and Ertur, 2010).”
Spatial weights matrix selection and model averaging for spatial autoregressive models (2017, background): “Debarsy and Ertur (2010) investigate how to distinguish two different spatial specifications in a panel data model setting, i.e., a spatial lag model or a spatial error model.”
Matlab Software for Spatial Panels (2014, unknown): “A mathematical derivation of these tests for a spatial panel data model with spatial fixed effects can be found in Debarsy and Ertur (2010). The difference between these robust and conditional LM tests is that the first are based on the residuals of nonspatial models and the second on the ML residua”
Large sample properties of the matrix exponential spatial specification with an application to FDI (2015, background): “This is what Debarsy and Ertur (2010) call interactive heterogeneity.”