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subject:"Theorie"
~person:"Lee, Lung-fei"
~person:"Bera, Anil K."
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Estimation theory
150
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150
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44
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35
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35
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31
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31
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Lee, Lung-fei
Bera, Anil K.
Härdle, Wolfgang
68
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57
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53
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50
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44
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35
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35
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35
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30
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30
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29
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28
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26
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26
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26
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25
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25
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25
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25
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24
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24
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24
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23
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23
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23
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23
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22
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22
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22
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21
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21
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21
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21
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20
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8
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8
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7
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4
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2
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2
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ECONIS (ZBW)
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1
The MM, ME, ML, EL, EF, and GMM approaches to estimation : a synthesis
Bera, Anil K.
;
Bilias, Yannis
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10001651261
Saved in:
2
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:
3
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:
4
The MM, ME, ML, EL, EF and GMM approaches to estimation : a synthesis
Bera, Anil K.
;
Bilias, Yannis
-
2001
Persistent link: https://www.econbiz.de/10001580210
Saved in:
5
On some heteroskedasticity-robust estimators of variance-covariance matrix of the least squares estimators
Bera, Anil K.
;
Suprayitno, Totok
;
Premaratne, Gamini
-
2000
Persistent link: https://www.econbiz.de/10001545282
Saved in:
6
On some optimality properties of Fisher-Rao score function in testing and estimation
Bera, Anil K.
;
Bilias, Yannis
-
2000
Persistent link: https://www.econbiz.de/10001534265
Saved in:
7
Information matrix tests for the composed error frontier model
Bera, Anil K.
;
Mallick, Naresh C.
-
1999
Persistent link: https://www.econbiz.de/10001376760
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
Estimating production uncertainty in stochastic frontier production function models
Bera, Anil K.
;
Sharma, Subhash Chandra
- In:
Journal of productivity analysis
12
(
1999
)
3
,
pp. 187-210
Persistent link: https://www.econbiz.de/10001435281
Saved in:
11
Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches
Bera, Anil K.
;
García, Philip
;
Roh, Jae-sun
-
1998
Persistent link: https://www.econbiz.de/10000988606
Saved in:
12
Efficient semiparametric scoring estimation of sample selection models
Chen, Songnian
- In:
Econometric theory
14
(
1998
)
4
,
pp. 423-462
Persistent link: https://www.econbiz.de/10001248240
Saved in:
13
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:
14
Rao's score, Neyman's C (a [alpha]) and Silvey's LM tests : an essay on historical developments and some new results
Bera, Anil K.
;
Bilias, Yannis
-
1997
Persistent link: https://www.econbiz.de/10000968422
Saved in:
15
Simulated maximum likelihood estimation of dynamic discrete choice statistical models : some Monte Carlo results
Lee, Lung-fei
- In:
Journal of econometrics
82
(
1998
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001228501
Saved in:
16
A simulated likelihood estimator for qualitative response models with sufficient statistics
Lee, Lung-fei
- In:
Economics letters
57
(
1997
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10001229596
Saved in:
17
ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10001214314
Saved in:
18
A smooth likelihood simulator for dynamic disequilibrium models
Lee, Lung-fei
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001219976
Saved in:
19
Simulation estimation of dynamic switching regression and dynamic disequilibrium models : some Monte Carlo results
Lee, Lung-fei
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 179-204
Persistent link: https://www.econbiz.de/10001219990
Saved in:
20
Spatial dependence in linear regression models with an introduction to spatial econometrics
Anselin, Luc
;
Bera, Anil K.
-
1996
Persistent link: https://www.econbiz.de/10000954357
Saved in:
21
Estimating production uncertainty in stochastic frontier production function models
Bera, Anil K.
;
Sharma, Subhash Chander
-
1996
Persistent link: https://www.econbiz.de/10000957329
Saved in:
22
Asymptotic bias in simulated maximum likelihood estimation of discrete choice models
Lee, Lung-fei
- In:
Econometric theory
11
(
1995
)
3
,
pp. 437-483
Persistent link: https://www.econbiz.de/10001186558
Saved in:
23
A test for the presence of conditional heteroskedasticity within ARCH-M framework
Bera, Anil K.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 473-485
Persistent link: https://www.econbiz.de/10001189078
Saved in:
24
The computation of opportunity costs in polychotomous choice models with selectivity
Lee, Lung-fei
- In:
The review of economics and statistics
77
(
1995
)
3
,
pp. 423-435
Persistent link: https://www.econbiz.de/10001192713
Saved in:
25
Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
Lee, Lung-fei
- In:
Journal of econometrics
65
(
1995
)
2
,
pp. 381-428
Persistent link: https://www.econbiz.de/10001173052
Saved in:
26
Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
Lee, Lung-fei
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 305-344
Persistent link: https://www.econbiz.de/10001155767
Saved in:
27
Information matrix test, parameter heterogeneity and ARCH : a synthesis
Bera, Anil K.
- In:
The review of economic studies
60
(
1993
)
1
,
pp. 229-240
Persistent link: https://www.econbiz.de/10001137213
Saved in:
28
Specification testing with locally misspecified alternatives
Bera, Anil K.
- In:
Econometric theory
9
(
1993
)
4
,
pp. 649-658
Persistent link: https://www.econbiz.de/10001156711
Saved in:
29
Asymptotic distribution of the maximum likelihood estimator for a stochastic frontier function model with a singular information matrix
Lee, Lung-fei
- In:
Econometric theory
9
(
1993
)
3
,
pp. 413-430
Persistent link: https://www.econbiz.de/10001151126
Saved in:
30
Robust tests for heteroskedasticity and autocorrelation using score function
Bera, Anil K.
;
Ng, Pin T.
-
1992
Persistent link: https://www.econbiz.de/10000848771
Saved in:
31
Amemiya's generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
Lee, Lung-fei
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 319-328
Persistent link: https://www.econbiz.de/10001133933
Saved in:
32
On efficiency of methods of simulated moments and maximum simulated likelihood estimation of discrete response models
Lee, Lung-fei
- In:
Econometric theory
8
(
1992
)
4
,
pp. 518-552
Persistent link: https://www.econbiz.de/10001137693
Saved in:
33
Joint tests of non-nested models and general error specifications
Bera, Anil K.
(
contributor
)
- In:
Econometric reviews
11
(
1992
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10001121979
Saved in:
34
Interaction between autocorrelation and conditional heteroscedasticity : a random-coefficient approach
Bera, Anil K.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
2
,
pp. 133-142
Persistent link: https://www.econbiz.de/10001124475
Saved in:
35
Semiparametric nonlinear least-squares estimation of truncated regression models
Lee, Lung-fei
- In:
Econometric theory
8
(
1992
)
1
,
pp. 52-94
Persistent link: https://www.econbiz.de/10001126808
Saved in:
36
Semiparametric minimum-distance estimation
Lee, Lung-fei
-
1991
Persistent link: https://www.econbiz.de/10000919761
Saved in:
37
Rao's score test in econometrics
Bera, Anil K.
;
Ullah, Aman
-
1991
Persistent link: https://www.econbiz.de/10000821164
Saved in:
38
Linearized limited information estimation of nonlinear simultaneous equations systems
Bera, Anil K.
- In:
Journal of quantitative economics : official journal of …
6
(
1990
)
2
,
pp. 289-309
Persistent link: https://www.econbiz.de/10001100166
Saved in:
39
A joint test for arch and bilinearity in the regression model
Higgins, Matthew Lawrence
- In:
Econometric reviews
7
(
1988
)
2
,
pp. 171-181
Persistent link: https://www.econbiz.de/10001064634
Saved in:
40
Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.
;
McAleer, Michael
-
1988
Persistent link: https://www.econbiz.de/10000753411
Saved in:
41
Conditional heteroscedasticity in the market model and efficient estimates of betas
Bera, Anil K.
- In:
The financial review : the official publication of the …
23
(
1988
)
2
,
pp. 201-214
Persistent link: https://www.econbiz.de/10001061436
Saved in:
42
Additivity and separability of the Lagrange multiplier, likehood ratio and Wald tests
Bera, Anil K.
- In:
Journal of quantitative economics : official journal of …
3
(
1987
)
1
,
pp. 53-63
Persistent link: https://www.econbiz.de/10001056563
Saved in:
43
An adjustment procedure for predicting systematic risk
Bera, Anil K.
- In:
Journal of applied econometrics
1
(
1986
)
4
,
pp. 317-332
Persistent link: https://www.econbiz.de/10001092326
Saved in:
44
The specification of multi-market disequilibrium econometric models
Lee, Lung-fei
- In:
Journal of econometrics
3
(
1986
),
pp. 297-332
Persistent link: https://www.econbiz.de/10001036193
Saved in:
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