Panel threshold spatial Durbin models with individual fixed effects
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Wei, L
Zhang, C
Su, JJ
Yang, L
Zhang, C
Su, JJ
Yang, L
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2021
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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 samples
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Economics Letters
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201
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Econometrics
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Wei, L; Zhang, C; Su, JJ; Yang, L, Panel threshold spatial Durbin models with individual fixed effects, Economics Letters, 2021, 201, pp. 109778