Estimation and inference of a partially linear panel threshold spatial model with individual fixed effects

Xishu Zhang, Xuanhui Wang and Azhong Ye

Applied Economics Letters, 2024, vol. 31, issue 21, 2271-2276

Abstract: We extend the panel threshold spatial model with individual fixed effects to the case where the model allows partial linearity. Local polynomial spatial two-stage least squares estimation (LPS2SLS) is proposed to obtain estimators of the model, and a test method for inferring the spatial threshold is suggested. The simulation studies demonstrate an acceptable finite sample performance of the estimator and an effective threshold inference.

Date: 2024
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DOI: 10.1080/13504851.2023.2219885

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