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Efficient GMM estimation of sp...
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Estimation theory
Schätztheorie
100
Räumliche Interaktion
73
Spatial interaction
73
Theorie
68
Theory
68
Regional economics
60
Regionalökonomik
60
Autocorrelation
44
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44
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43
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43
Estimation
31
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31
Method of moments
30
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30
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30
Maximum likelihood estimation
28
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28
Spatial autoregressive model
19
Statistik
19
Ökonometrik Schätzung
18
Schätzmethodik und Testmethodik
14
Social network
14
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14
Soziale Beziehungen
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Soziales Netzwerk
14
Spatial autoregression
14
Modelle
13
Fixed effects
12
GMM
12
Crime
10
Regression analysis
10
Regressionsanalyse
10
Zeitreihenanalyse
9
Bayes-Statistik
8
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8
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8
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100
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Lee, Lung-fei
84
Yu, Jihai
16
Jin, Fei
14
Lee, Lung-Fei
12
Qu, Xi
5
Xu, Xingbai
5
Han, Xiaoyi
4
Liu, Xiaodong
4
Wang, Wei
4
Yang, Kai
4
Jeong, Hanbat
3
Boucher, Vincent
2
Chesher, Andrew
2
Hsiao, Cheng
2
Hsieh, Chih-sheng
2
Lahiri, Kajal
2
Lin, Yanli
2
Liu, Tuo
2
Pitt, Mark M.
2
Shi, Wei
2
Bollinger, Christopher R.
1
Bun, Maurice
1
Chang, Hsuan-Yu
1
Chen, Songnian
1
Hsieh, Chih-Sheng
1
Jong, Robert M. de
1
Lin, Xu
1
Liu, Shew Fan
1
Maddala, Gangadharrao S.
1
Pesaran, M. Hashem
1
Porter, Robert H.
1
Song, Xiaojun
1
Tao, Ji
1
Wang, Xiaoliang
1
Yang, Chao
1
Yang, Zhenlin
1
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Journal of econometrics
24
Econometric theory
12
Regional science & urban economics
10
Discussion paper
8
Economics letters
6
Discussion paper series
5
The econometrics journal
5
Center for Research on Economic and Social Theory and Department of Economics working paper serie
4
Econometric reviews
4
Spatial economic analysis : the journal of the Regional Studies Association
3
Econometrics : open access journal
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Bulletin
1
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1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Foundations and trends in econometrics
1
Handbook of empirical economics and finance
1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
The Japanese economic review : the journal of the Japanese Economic Association
1
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
Near unit root in the spatial autoregressive model
Lee, Lung-fei
;
Yu, Jihai
- In:
Spatial economic analysis : the journal of the Regional …
8
(
2013
)
3
,
pp. 314-351
Persistent link: https://www.econbiz.de/10010202709
Saved in:
4
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
Saved in:
5
Estimation of spatial panels
Lee, Lung-fei
;
Yu, Jihai
-
2011
Persistent link: https://www.econbiz.de/10009124442
Saved in:
6
Estimation of spatial autoregressive panel data models with fixed effects
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10003940092
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Sequential and efficient GMM estimation of dynamic short panel data models
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10012624570
Saved in:
10
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
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