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  • Panel threshold spatial Durbin models with individual fixed effects

    Author(s)
    Wei, L
    Zhang, C
    Su, JJ
    Yang, L
    Griffith University Author(s)
    Su, Jen-Je
    Year published
    2021
    Metadata
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    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 samplesThis 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
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    Journal Title
    Economics Letters
    Volume
    201
    DOI
    https://doi.org/10.1016/j.econlet.2021.109778
    Subject
    Economics
    Publication URI
    http://hdl.handle.net/10072/402922
    Collection
    • Journal articles

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