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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 estimation and model selection for spatial Durbin error model with finite distributed lags

Han, Xiaoyi; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 5, pp. 816-837

Persistent link: https://www.econbiz.de/10010181224

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/10010087788

The determination of moments of the doubly truncated multivariate normal Tobit model

Lee, Lung-Fei - In: Economics letters 11 (1983) 3, pp. 245-250

Persistent link: https://www.econbiz.de/10002467744

Estimation of limited dependent variable models by two stage method

Lee, Lung-Fei - 1976

Persistent link: https://www.econbiz.de/10002467754

Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data

Lee, Lung-Fei - In: Annals of applied econometrics (1981) 2, pp. 51-69

Persistent link: https://www.econbiz.de/10002467772

Health and wage : a simultaneous equation model with multiple discrete indicators

Lee, Lung-Fei - In: International economic review 23 (1982) 1, pp. 199-221

Persistent link: https://www.econbiz.de/10002467788

Identification and estimation in binary choice models with limited (censored) dependent variables

Lee, Lung-Fei - In: Econometrica : journal of the Econometric Society, an … 47 (1979) 4, pp. 977-996

Persistent link: https://www.econbiz.de/10002467797

The likelihood function and a test for serial correlation in a disequilibrium market model

Lee, Lung-Fei - In: Economics letters 14 (1984) 2/3, pp. 195-200

Persistent link: https://www.econbiz.de/10002467808

Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models

Lee, Lung-Fei - In: Journal of econometrics (1984) 1, pp. 159-179

Persistent link: https://www.econbiz.de/10002467832

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