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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

A unified estimation approach for spatial dynamic panel data models : stability, spatial co-integration, and explosive roots

Lee, Lung-fei; Yu, Jihai - In: Handbook of empirical economics and finance, (pp. 397-434). 2011

Persistent link: https://www.econbiz.de/10009130112

QML estimation of spatial dynamic panel data models with time varying spatial weights matrices

Lee, Lung-fei; Yu, Jihai - In: Spatial economic analysis : the journal of the Regional … 7 (2012) 1, pp. 31-74

Persistent link: https://www.econbiz.de/10009564237

Estimation of spatial panels

Lee, Lung-fei; Yu, Jihai - 2011

Persistent link: https://www.econbiz.de/10009124442

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

Identification of spatial durbin panel models

Lee, Lung-fei; Yu, Jihai - In: Journal of applied econometrics 31 (2016) 1, pp. 133-162

Persistent link: https://www.econbiz.de/10011642121

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

First difference estimation of spatial dynamic panel data models with fixed effects

Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Economics letters 189 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012228071

Estimating flow data models of international trade : dual gravity and spatial interactions

Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Econometric reviews 42 (2023) 2, pp. 157-194

Persistent link: https://www.econbiz.de/10014305484

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