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person:"Lee, Lung-fei"
subject:"Schätztheorie"
~subject:"GMM"
~subject:"Monte-Carlo-Simulation"
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Schätztheorie
GMM
Monte-Carlo-Simulation
Theorie
58
Theory
58
Estimation theory
20
Räumliche Interaktion
16
Spatial interaction
16
Autocorrelation
14
Autokorrelation
14
Regional economics
14
Regionalökonomik
14
Method of moments
11
Momentenmethode
11
Panel
11
Panel study
11
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Estimation
5
Schätzung
5
Simulation
5
Statistical test
5
Statistischer Test
5
Time series analysis
5
Zeitreihenanalyse
5
Microeconometrics
4
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Spatial autoregressive model
4
Ökonometrie
4
Monte Carlo simulation
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Rational expectations
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Rationale Erwartung
3
Social relations
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Soziale Beziehungen
3
Statistical theory
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Statistische Methodenlehre
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2
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25
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Lee, Lung-fei
Pesaran, M. Hashem
78
Härdle, Wolfgang
69
Phillips, Peter C. B.
54
Gouriéroux, Christian
50
Franses, Philip Hans
45
Newey, Whitney K.
45
Andrews, Donald W. K.
44
Swanson, Norman R.
40
McAleer, Michael
38
Koopman, Siem Jan
36
Giles, David E. A.
35
Imbens, Guido
35
Kohn, Robert
35
Dijk, Herman K. van
33
Robert, Christian P.
32
Robinson, Peter M.
32
King, Maxwell L.
31
Baltagi, Badi H.
30
Heckman, James J.
30
Horowitz, Joel
29
Lucas, André
29
Koop, Gary
28
Bera, Anil K.
27
Li, Qi
27
Ohtani, Kazuhiro
27
Brännäs, Kurt
26
Chib, Siddhartha
26
Dufour, Jean-Marie
26
Granger, C. W. J.
26
Diebold, Francis X.
25
Hendry, David F.
25
Kapetanios, George
25
Maravall Herrero, Agustín
25
Winkelmann, Rainer
25
Zakoïan, Jean-Michel
25
Krämer, Walter
24
Stahlecker, Peter
24
Tsionas, Efthymios G.
24
Ullah, Aman
24
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Journal of econometrics
8
Econometric theory
7
Regional science & urban economics
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
Econometric reviews
1
Economics letters
1
Letters in spatial and resource sciences : LSRS
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The review of economics and statistics
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ECONIS (ZBW)
25
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1
Theoretical foundations for spatial econometric research
Xu, Xingbai
;
Lee, Lung-fei
- In:
Regional science & urban economics
76
(
2019
),
pp. 2-12
Persistent link: https://www.econbiz.de/10012267288
Saved in:
2
Estimating a spatial autoregressive model with an endogenous spatial weight matrix
Qu, Xi
;
Lee, Lung-fei
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 209-232
Persistent link: https://www.econbiz.de/10011339357
Saved in:
3
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas
;
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
Saved in:
4
Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model
Han, Xiaoyi
;
Lee, Lung-fei
- In:
Regional science & urban economics
43
(
2013
)
2
,
pp. 250-271
Persistent link: https://www.econbiz.de/10009736919
Saved in:
5
The C(α)-type gradient test for spatial dependence in spatial autoregressive models
Lee, Lung-fei
;
Yu, Jihai
- In:
Letters in spatial and resource sciences : LSRS
5
(
2012
)
3
,
pp. 119-135
Persistent link: https://www.econbiz.de/10009712694
Saved in:
6
Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Lee, Lung-fei
- In:
Econometric theory
18
(
2002
)
2
,
pp. 252-277
Persistent link: https://www.econbiz.de/10001661293
Saved in:
7
Interpolation, quadrature, and stochastic integration
Lee, Lung-fei
- In:
Econometric theory
17
(
2001
)
5
,
pp. 933-961
Persistent link: https://www.econbiz.de/10001609168
Saved in:
8
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
Lahiri, Kajal
;
Lee, Lung-fei
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10000668001
Saved in:
9
Estimation of dynamic limited-dependent rational expectations models
Lee, Lung-fei
- In:
Analysis of panels and limited dependent variable …
,
(pp. 79-113)
.
1999
Persistent link: https://www.econbiz.de/10001445102
Saved in:
10
Semiparametric estimation of simulataneous-equation microeconometric models with index restrictions
Lee, Lung-fei
- In:
The Japanese economic review : the journal of the …
49
(
1998
)
4
,
pp. 343-380
Persistent link: https://www.econbiz.de/10001470104
Saved in:
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