A simple test for stability of a spatial model

This paper suggests a simple test to check if spatial model’s specifications hold for the entire sample period, that is, see model is stable. Our general in it allows possible unknown changes, one or more times, weighting matrix, exogenous variables and/or parameters. These changes may occur cross-sectionally at points time. The also additional endogenous regressors, and error terms are non-parametrically specified. However, instabilities detected, our does not indicate which set of components responsible it. Monte Carlo results suggest has extremely high power almost all experiments considered. size low small sizes when regressors part model.