Panel threshold spatial Durbin models with individual fixed effects

DOI10.1016/j.econlet.2021.109778zbMath1462.62080OpenAlexW3131187264MaRDI QIDQ2660020

Chunli Zhang, Lili Wei, Lixiong Yang, Jen-je Su

Publication date: 29 March 2021

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109778

zbMATH Keywords

Monte Carlo simulationsthreshold modelspatial two-stage least squaresspatial Durbin model

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Threshold effects in non-dynamic panels: Estimation, testing, and inference
• Estimation for the spatial autoregressive threshold model
• Fixed effects spatial panel data models with time-varying spatial dependence
• Bayesian estimation and model selection of threshold spatial Durbin model
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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