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person:"White, Halbert"
subject:"Theory"
~person:"Lee, Lung-fei"
~person:"Steel, Mark F. J."
~subject:"Method of moments"
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Search: subject_exact:"Estimation theory"
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Theory
Method of moments
Estimation theory
194
Schätztheorie
194
Theorie
61
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28
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28
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26
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26
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24
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24
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23
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23
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22
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21
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White, Halbert
Lee, Lung-fei
Steel, Mark F. J.
Andrews, Donald W. K.
77
Pesaran, M. Hashem
74
Härdle, Wolfgang
68
Phillips, Peter C. B.
58
Newey, Whitney K.
54
Gouriéroux, Christian
52
Franses, Philip Hans
42
Baltagi, Badi H.
39
Imbens, Guido
37
Swanson, Norman R.
37
Giles, David E. A.
35
McAleer, Michael
35
Smith, Richard J.
34
Robinson, Peter M.
31
Heckman, James J.
30
Hsiao, Cheng
30
Horowitz, Joel
29
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28
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28
Kiviet, J. F.
27
Dufour, Jean-Marie
26
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kleibergen, Frank
25
Kohn, Robert
25
Ullah, Aman
25
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Windmeijer, Frank
24
Wooldridge, Jeffrey M.
24
Lütkepohl, Helmut
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
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22
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Econometric theory
14
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12
Discussion paper / Center for Economic Research, Tilburg University
9
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5
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5
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4
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4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The review of economics and statistics
2
Advances in econometrics
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annales d'économie et de statistique
1
CORE discussion paper : DP
1
Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
Discussion paper series / LSE Financial Markets Group
1
Journal of productivity analysis
1
Maximum likelihood estimation of misspecified models : twenty years later
1
Regional science & urban economics
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The Japanese economic review : the journal of the Japanese Economic Association
1
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ECONIS (ZBW)
73
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1
QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei
;
Yang, Chao
;
Yu, Jihai
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
Saved in:
2
Sequential and efficient GMM estimation of dynamic short panel data models
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10012624570
Saved in:
3
Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei
;
Lee, Lung-fei
- In:
Econometric theory
37
(
2021
)
3
,
pp. 573-612
Persistent link: https://www.econbiz.de/10012593449
Saved in:
4
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
5
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
Saved in:
6
Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei
;
Lee, Lung-fei
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509367
Saved in:
7
GEL estimation and tests of spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 585-612
Persistent link: https://www.econbiz.de/10012149371
Saved in:
8
GMM estimation of spatial panel data models with common factors and a general space-time filter
Wang, Wei
;
Lee, Lung-fei
- In:
Spatial economic analysis : the journal of the Regional …
13
(
2018
)
2
,
pp. 247-269
Persistent link: https://www.econbiz.de/10011870750
Saved in:
9
Estimation of spatial panel data models with randomly missing data in the dependent variable
Wang, Wei
;
Lee, Lung-fei
- In:
Regional science & urban economics
43
(
2013
)
3
,
pp. 521-538
Persistent link: https://www.econbiz.de/10009746418
Saved in:
10
Essays in honor of Jerry Hausman
Baltagi, Badi H.
(
ed.
);
Hill, Rufus Carter
(
ed.
); …
-
2012
Persistent link: https://www.econbiz.de/10009706538
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