Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth
نویسندگان
چکیده
منابع مشابه
Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth
This paper considers a functional-coefficient spatial Durbin model with nonparametric spatial weights. Applying the series approximation method, we estimate the unknown functional coefficients and spatial weighting functions via a nonparametric two-stage least squares (or 2SLS) estimation method. To further improve estimation accuracy, we also construct a second-step estimator of the unknown fu...
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ژورنال
عنوان ژورنال: Econometrics
سال: 2016
ISSN: 2225-1146
DOI: 10.3390/econometrics4010006