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

author：

Wang, X. (Wang, X..) ^[1] | Zhang, X. (Zhang, X..) ^[2] | Ye, A. (Ye, A..) ^[3]

Indexed by：

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.　©　2023　Informa　UK　Limited,　trading　as　Taylor　&　Francis　Group.

Keyword：

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

Community：

[ 1 ] [Wang, X.]School of Economics and Management, Fuzhou University, Fujian, Fuzhou, China
[ 2 ] [Zhang, X.]School of Economics and Management, Fuzhou University, Fujian, Fuzhou, China
[ 3 ] [Ye, A.]School of Economics and Management, Fuzhou University, Fujian, Fuzhou, China

Reprint 's Address：

[Zhang, X.]School of Economics and Management, 2 Xue Yuan Road, University Town, Fujian, China

Email：

n190710015@fzu.edu.cn

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Related Keywords：

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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 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： 1

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