Dynamic spatial Durbin threshold with two-way fixed effects: model, method, and test

Xuanhui Wang, Xishu Zhang and Azhong Ye

Applied Economics Letters, 2024, vol. 31, issue 13, 1166-1171

Abstract: This study introduces a dynamic spatial Durbin threshold (DSDT) model with two-way fixed effects. The method of spatial 2SLS, threshold effects test, and confidence intervals for the DSDT model are suggested after fixed effects transformation. Simulation results show that the estimation and test perform well in finite samples.

Date: 2024
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DOI: 10.1080/13504851.2023.2176443

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