Economics at your fingertips  

Estimation for the spatial autoregressive threshold model

Ying Deng

Economics Letters, 2018, vol. 171, issue C, 172-175

Abstract: 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)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

Page updated 2019-01-26
Handle: RePEc:eee:ecolet:v:171:y:2018:i:c:p:172-175