Estimation for the spatial autoregressive threshold model
Economics Letters, 2018, vol. 171, issue C, 172-175
This paper extends the threshold model to the spatial framework, which allows for different spatial lag coefficients for different regimes. We suggest a spatial two-stage least squares estimator for the threshold and slope parameters.
Keywords: Spatial autoregressive model; Threshold model; Spatial two-stage least squares; Monte Carlo (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:171:y:2018:i:c:p:172-175
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