Panel threshold spatial Durbin models with individual fixed effects
Author(s)
Wei, L
Zhang, C
Su, JJ
Yang, L
Griffith University Author(s)
Year published
2021
Metadata
Show full item recordAbstract
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
Subject
Economics