Threshold spatial autoregressive model
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DOI: 10.1016/j.jeconom.2024.105841
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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:
- 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
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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