Article ID Journal Published Year Pages File Type
7348626 Economics Letters 2018 4 Pages PDF
Abstract
This paper extends the threshold model to the spatial framework, which allows for different spatial lag coefficients for different regimes. We suggest a spatial two-stage least squares estimator for the threshold and slope parameters.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Estimation for the spatial autoregressive threshold model
Authors
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