Panel Extension to Moran's I Test?

[Doug Bujakowski]

I have a panel dataset (data from provinces over time) and I want to determine whether values of a given variable are spatially dependent. The traditional Moran test in Stata is cross-sectional, so in my paper, I ran the test for each year and reported the results. However, a reviewer mentioned that I should employ a panel version of the test. Is anyone aware of such a test in Stata?

[Justin Niakamal]

I think spregxt (from SSC) might do what you ask. See the output in the second post of this thread.