Estimation for the spatial autoregressive threshold model

DOI10.1016/J.ECONLET.2018.07.041zbMath1402.62198OpenAlexW2885138147WikidataQ129480329 ScholiaQ129480329MaRDI QIDQ1788014

Ying Deng

Publication date: 8 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.07.041

zbMATH Keywords

Monte Carlothreshold modelspatial autoregressive modelspatial two-stage least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Panel threshold spatial Durbin models with individual fixed effects ⋮ Social threshold regression ⋮ Simultaneous outlier detection and variable selection for spatial Durbin model ⋮ Bayesian estimation and model selection of threshold spatial Durbin model

Cites Work

• Threshold effects in non-dynamic panels: Estimation, testing, and inference
• Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
• The Geographic Determinants of Housing Supply^*
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
• Sample Splitting and Threshold Estimation
• INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

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