Panel threshold spatial Durbin models with individual fixed effects

Lili Wei, Chunli Zhang, Jen-Je Su and Lixiong Yang

Economics Letters, 2021, vol. 201, issue C

Abstract: This paper introduces a new panel threshold spatial Durbin (PTSD) model. A within-group spatial two-stage least squares estimator and a threshold test of the PTSD model are suggested. Simulation results show that the proposed estimator and test work well in finite samples

Keywords: Spatial Durbin model; Threshold model; Spatial two-stage least squares; Monte Carlo simulations (search for similar items in EconPapers)
JEL-codes: C12 C13 C15 C33 (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000550

DOI: 10.1016/j.econlet.2021.109778

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