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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

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/10010237462

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

A social interactions model with endogenous friendship formation and selectivity

Hsieh, Chih-sheng; Lee, Lung-fei - In: Journal of applied econometrics 31 (2016) 2, pp. 301-319

Persistent link: https://www.econbiz.de/10011644324

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

Specification and estimation of network formation and network interaction models with the exponential probability distribution

Hsieh, Chih-Sheng; Lee, Lung-fei; Boucher, Vincent - In: Quantitative economics : QE ; journal of the … 11 (2020) 4, pp. 1349-1390

We model network formation and interactions under a unified framework by considering that individuals anticipate the effect of network structure on the utility of network interactions when choosing links. There are two advantages of this modeling approach: first, we can evaluate whether network...

Persistent link: https://www.econbiz.de/10012316718