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Bayesian analysis of spatial panel autoregressive models with time-varying endogenous spatial weight matrices, common factors, and random coefficients

Han, Xiaoyi; Lee, Lung-fei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 642-660

Persistent link: https://www.econbiz.de/10011692445

Estimation and model selection of higher-order spatial autoregressive model : an efficient Bayesian approach

Han, Xiaoyi; Hsieh, Chih-sheng; Lee, Lung-fei - In: Regional science & urban economics 63 (2017), pp. 97-120

Persistent link: https://www.econbiz.de/10011792584

Large sample properties of bayesian estimation of spatial econometric models

Han, Xiaoyi; Lee, Lung-fei; Xu, Xingbai - In: Econometric theory 37 (2021) 4, pp. 708-746

Persistent link: https://www.econbiz.de/10012618199

Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model

Han, Xiaoyi; Lee, Lung-fei - In: Regional Science and Urban Economics 43 (2013) 2, pp. 250-271

We consider using the J-test procedure for the non-nested model selection problem between the spatial autoregressive (SAR) model and the matrix exponential spatial specification (MESS) model. The 2SLS and GMM methods are used to implement the J-test procedure and derive several test statistics...

Persistent link: https://www.econbiz.de/10010636461

Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices : a reparameterized approach

Cai, Zhengzheng; Zhu, Yanli; Han, Xiaoyi - In: Economics letters 217 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013465499

Bayesian Lassos for spatial durbin error model with smoothness prior : application to detect spillovers of China's treaty ports

Li, Jianan; Han, Xiaoyi - In: Regional science & urban economics 77 (2019), pp. 38-74

Persistent link: https://www.econbiz.de/10012267388

Spatial modeling approach for dynamic network formation and interactions

Han, Xiaoyi; Hsieh, Chih-Sheng; Ko, Stanley Iat-Meng - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 120-135

Persistent link: https://www.econbiz.de/10012424503

Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates

Han, Xiaoyi; Peng, Bin; Yang, Yanrong; Zhu, Huanjun - In: Economics letters 202 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012607177

Bayesian estimation and model selection of threshold spatial Durbin model

Zhu, Yanli; Han, Xiaoyi; Chen, Ying - In: Economics letters 188 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012227846

Semiparametric instrumental variable estimation of simultaneous equation sample selection models

Lee, Lung-Fei - 1994

The identification and estimation of a semiparametric simultaneous equation model with selectivity have been considered. The identification of structural parameters from reduced form parameters in the semiparametric model requires stronger conditions than the usual rank condition in the...

Persistent link: https://www.econbiz.de/10009476601