Threshold spatial autoregressive model
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More about this item
Keywords
Spatial autoregressive models; Spillover effects; Threshold effect; Maximum likelihood estimation; Inferential theory.;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-08-15 (Econometrics)
- NEP-URE-2022-08-15 (Urban and Real Estate Economics)
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