Dynamic spatial Durbin threshold with two-way fixed effects: model, method, and test - Details

author：

Wang, Xuanhui (Wang, Xuanhui.) ^[1] | Zhang, Xishu (Zhang, Xishu.) ^[2] | Ye, Azhong (Ye, Azhong.) ^[3] (Scholars：叶阿忠)

Indexed by：

SSCI Scopus

Abstract：

This　study　introduces　a　dynamic　spatial　Durbin　threshold　(DSDT)　model　with　two-way　fixed　effects.　The　method　of　spatial　2SLS,　threshold　effects　test,　and　confidence　intervals　for　the　DSDT　model　are　suggested　after　fixed　effects　transformation.　Simulation　results　show　that　the　estimation　and　test　perform　well　in　finite　samples.

Keyword：

Dynamic spatial model Monte carlo simulation Spatial 2SLS spatial threshold model

Community：

[ 1 ] [Wang, Xuanhui]Fuzhou Univ, Sch Econ & Management, Fuzhou, Fujian, Peoples R China
[ 2 ] [Zhang, Xishu]Fuzhou Univ, Sch Econ & Management, Fuzhou, Fujian, Peoples R China
[ 3 ] [Ye, Azhong]Fuzhou Univ, Sch Econ & Management, Fuzhou, Fujian, Peoples R China
[ 4 ] [Zhang, Xishu]Fuzhou Univ, Sch Econ & Management, 2 Xue Yuan Rd,Univ Town, Fuzhou 350108, Fujian, Peoples R China

Reprint 's Address：

[Zhang, Xishu]Fuzhou Univ, Sch Econ & Management, 2 Xue Yuan Rd,Univ Town, Fuzhou 350108, Fujian, Peoples R China;;

Email：

n190710015@fzu.edu.cn

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Version：

Dynamic spatial Durbin threshold with two-way fixed effects: model, method, and test
2023，Applied Economics Letters

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Source ：

APPLIED ECONOMICS LETTERS

ISSN： 1350-4851

Year： 2023

Issue： 13

Volume： 31

Page： 1166-1171

1 . 2

JCR@2023

1 . 2 0 0

JCR@2023

ESI Discipline： ECONOMICS & BUSINESS;

ESI HC Threshold：29

JCR Journal Grade：3

CAS Journal Grade：4

Cited Count：

WoS CC Cited Count：

SCOPUS Cited Count： 1

ESI Highly Cited Papers on the List： 0 Unfold All

WanFang Cited Count：

Chinese Cited Count：

30 Days PV： 7

Affiliated Colleges：

经济与管理学院本学院/部未明确归属的数据

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