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Wei, Lili; Zhang, Chunli; Su, Jen-Je; Yang, Lixiong

Panel threshold spatial Durbin models with individual fixed effects. (English) Zbl 1462.62080

Econ. Lett. 201, Article ID 109778, 4 p. (2021).
Summary: 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

MSC:

62D20 Causal inference from observational studies
62M30 Inference from spatial processes
62H15 Hypothesis testing in multivariate analysis

Keywords:

spatial Durbin model; threshold model; spatial two-stage least squares; Monte Carlo simulations
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References:

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