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Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 180 (2014) 2, pp. 174-197
Persistent link: https://www.econbiz.de/10010433390
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Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Yu, Jihai; Jong, Robert M. de; Lee, Lung-fei - In: Journal of econometrics 146 (2008) 1, pp. 118-134
Persistent link: https://www.econbiz.de/10003778230
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Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 184 (2015) 1, pp. 174-192
Persistent link: https://www.econbiz.de/10011326795
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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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Estimation for spatial dynamic panel data with fixed effects : the case of spatial cointegration
Yu, Jihai; Jong, Robert M. de - In: Journal of econometrics 167 (2012) 1, pp. 16-37
Persistent link: https://www.econbiz.de/10009551450
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Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu; Yu, Jihai - In: Journal of econometrics 203 (2018) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
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Estimation of dynamic and ARCH Tobit models
Lee, Lung-fei - In: Journal of econometrics 92 (1999) 2, pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
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A numerically stable quadrature procedure for the one-factor random-component discrete choice model
Lee, Lung-fei - In: Journal of econometrics 95 (2000) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10001432521
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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
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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