Estimation for the spatial autoregressive threshold model

DOI10.1016/J.ECONLET.2018.07.041MaRDI QIDQ1788014zbMATH OpenOpenAlexWikidataFDO

Authors 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 Carlospatial autoregressive modelspatial two-stage least squaresthreshold model

Mathematics Subject Classification ID

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

Recommendations

• Bayesian estimation and model selection of threshold spatial Durbin model
• Panel threshold spatial Durbin models with individual fixed effects
• Estimating a spatial autoregressive model with an endogenous spatial weight matrix
• Statistical inference of partially specified spatial autoregressive model
• Spatial quantile estimation of multivariate threshold time series models

Cites work

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

Cited in

(10)

• Spatial quantile estimation of multivariate threshold time series models
• Bayesian estimation and model selection of threshold spatial Durbin model
• Panel threshold spatial Durbin models with individual fixed effects
• Estimation of spatial quantile autoregressive model via EM algorithm
• The Bayes estimation of parameters of spatial autoregressive model
• Social threshold regression
• Simultaneous outlier detection and variable selection for spatial Durbin model
• Threshold spatial autoregressive model
• Dynamic panel threshold spatial durbin model with an application to the relationship between financial development and Green growth
• A novel double-banded-threshold mixture autoregressive model

This page was built for publication: Estimation for the spatial autoregressive threshold model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1788014)