  In a spatial-temporal model, structural change and/or spatial heterogeneity
can easily affect estimation of parameters. Following the spatial-temporal
model in [1], we develop a nonparametric procedure for test-ing the presence of
structural change and spatial heterogeneity using bootstrap techniques and the
forward search algorithm. The time series bootstrap can filter the effect of
temporary structural change in the con-struction of a confidence interval for
the temporal parameter. The forward search will also facilitate the
construction of a robust confidence interval for the spatial parameter. These
confidence intervals are then used in deciding on the null hypothesis that
there is no structural change/spatial heterogeneity. Simulation studies
illustrate the ability of the proposed test procedure in detecting presence of
structural change and spatial heterogeneity under certain conditions.
