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Estimation for the spatial autoregressive threshold model

Author:
Deng, Ying
Source:
Economics letters 2018 v.171 pp. 172-175
ISSN:
0165-1765
Subject:
economics, least squares, threshold models
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.
Agid:
6104092