Estimation and inference of a partially linear panel threshold spatial model with individual fixed effects

被引：0
|
作者：
Zhang, Xishu [1 ]
Wang, Xuanhui [1 ,2 ,3 ]
Ye, Azhong [1 ]
机构：
[1] Fuzhou Univ, Sch Econ & Management, Fuzhou, Fujian, Peoples R China
[2] Fujian Prov Inst Capital Operating Res, Fuzhou, Fujian, Peoples R China
[3] Fuzhou Univ, Sch Econ & Management, 2 Xue Yuan Rd,Univ Town, Fuzhou 350108, Fujian, Peoples R China
来源：
APPLIED ECONOMICS LETTERS | 2023年
基金：
中国国家自然科学基金;
关键词：
Partially Linear; Panel threshold spatial model; LPS2SLS; Monte carlo simulation;
D O I：
10.1080/13504851.2023.2219885
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We extend the panel threshold spatial model with individual fixed effects to the case where the model allows partial linearity. Local polynomial spatial two-stage least squares estimation (LPS2SLS) is proposed to obtain estimators of the model, and a test method for inferring the spatial threshold is suggested. The simulation studies demonstrate an acceptable finite sample performance of the estimator and an effective threshold inference.
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页数：6
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