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subject:"Theorie"
~person:"Lee, Lung-fei"
~subject:"Matrix exponential spatial specification"
~subject:"Panel study"
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Search: subject_exact:"Estimation theory"
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Theorie
Matrix exponential spatial specification
Panel study
Estimation theory
77
Schätztheorie
77
Autocorrelation
28
Autokorrelation
28
Räumliche Interaktion
26
Spatial interaction
26
Regional economics
24
Regionalökonomik
24
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Panel
20
Theory
20
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12
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12
Spatial autoregressive model
9
Estimation
8
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8
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6
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42
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Lee, Lung-fei
Pesaran, M. Hashem
110
Baltagi, Badi H.
88
Phillips, Peter C. B.
74
Härdle, Wolfgang
68
Gouriéroux, Christian
50
Andrews, Donald W. K.
45
Newey, Whitney K.
43
Franses, Philip Hans
42
Gao, Jiti
39
Hsiao, Cheng
39
Hayakawa, Kazuhiko
38
Imbens, Guido
38
Robinson, Peter M.
37
Swanson, Norman R.
36
Giles, David E. A.
35
McAleer, Michael
35
Li, Qi
33
Bai, Jushan
30
Heckman, James J.
30
Hahn, Jinyong
29
Horowitz, Joel
29
Wooldridge, Jeffrey M.
29
Kao, Chihwa
28
Winkelmann, Rainer
28
Bera, Anil K.
27
Kiviet, J. F.
27
Su, Liangjun
27
Ullah, Aman
27
Weidner, Martin
27
Brännäs, Kurt
26
King, Maxwell L.
26
Linton, Oliver
26
Ohtani, Kazuhiro
26
Windmeijer, Frank
26
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Krämer, Walter
25
Moon, Hyungsik Roger
25
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Journal of econometrics
13
Econometric theory
8
Regional science & urban economics
4
Econometric reviews
2
Economics letters
2
Spatial economic analysis : the journal of the Regional Studies Association
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
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper series
1
Foundations and trends in econometrics
1
Handbook of empirical economics and finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The econometrics journal
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ECONIS (ZBW)
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1
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
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
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:
4
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:
5
Identification and estimation of spatial dynamic panel simultaneous equations models
Yang, Kai
;
Lee, Lung-fei
- In:
Regional science & urban economics
76
(
2019
),
pp. 32-46
Persistent link: https://www.econbiz.de/10012267307
Saved in:
6
A likelihood ratio test for spatial model selection
Liu, Tuo
;
Lee, Lung-fei
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 434-458
Persistent link: https://www.econbiz.de/10012304571
Saved in:
7
A spatial panel data model with time varying endogenous weights matrices and common factors
Shi, Wei
;
Lee, Lung-fei
- In:
Regional science & urban economics
72
(
2018
),
pp. 6-34
Persistent link: https://www.econbiz.de/10012108373
Saved in:
8
Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 336-358
Persistent link: https://www.econbiz.de/10012110393
Saved in:
9
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:
10
QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
Qu, Xi
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 173-201
Persistent link: https://www.econbiz.de/10011818351
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