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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

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

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

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

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

Estimation of Spatial Panels

Lee, Lung-fei; Yu, Jihai - In: Foundations and Trends(R) in Econometrics 4 (2011) 1–2, pp. 1-164

Spatial panel models have panel data structures to capture spatial interactions across spatial units and over time. There are static as well as dynamic models. This text provides some recent developments on the specification and estimation of such models. The first part will consider estimation...

Persistent link: https://www.econbiz.de/10010693674

Estimation of unit root spatial dynamic panel data models

Yu, Jihai; Lee, Lung-fei - In: Econometric theory 26 (2010) 5, pp. 1332-1362

Persistent link: https://www.econbiz.de/10008662668