Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth

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...

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Bibliographic Details
Main Authors: Mustafa Koroglu, Yiguo Sun
Format: Article
Language:English
Published: MDPI AG 2016-02-01
Series:Econometrics
Subjects:
functional coefficients
local linear regression
nonparametric 2SLS estimator
series estimator
Solow economic growth convergence model
spatial Durbin model
Online Access:http://www.mdpi.com/2225-1146/4/1/6

Internet

http://www.mdpi.com/2225-1146/4/1/6

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