Threshold spatial autoregressive model

Cites Work

Weak convergence and empirical processes. With applications to statistics
Expectation of quadratic forms in normal and nonnormal variables with applications
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
Central limit theorems and uniform laws of large numbers for arrays of random fields
Peer effects and social networks in education
On spatial processes and asymptotic inference under near-epoch dependence
Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
Title not available (Why is that?)
Estimation of spatial autoregressive panel data models with fixed effects
Tests for Parameter Instability and Structural Change With Unknown Change Point
Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
A method for simulating non-normal distributions
Identification of peer effects through social networks
Identification of Endogenous Social Effects: The Reflection Problem
Title not available (Why is that?)
Tests for High-Dimensional Covariance Matrices
Testing for Threshold Effects in Regression Models
Cube root asymptotics
Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
Limiting properties of the least squares estimator of a continuous threshold autoregressive model
Sample Splitting and Threshold Estimation
Testing and Modeling Multivariate Threshold Models
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
The second-order bias and mean squared error of estimators in time-series models
Testing and Modeling Threshold Autoregressive Processes
Dynamic panels with threshold effect and endogeneity
Multilinear estimation of skewness and kurtosis in linear models
Panel threshold models with interactive fixed effects
Estimation for the spatial autoregressive threshold model
Robust inference for threshold regression models
Dynamic spatial panel data models with common shocks
Fixed-effects dynamic spatial panel data models and impulse response analysis
Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
Regression Kink With an Unknown Threshold

This page was built for publication: Threshold spatial autoregressive model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6664620)