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Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models

Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 42 (2012) 3, pp. 446-458

Persistent link: https://www.econbiz.de/10009621610

Large sample properties of the matrix exponential spatial specification with an application to FDI

Debarsy, Nicolas; Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 188 (2015) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10011500241

Lasso maximum likelihood estimation of parametric models with singular information matrices

Jin, Fei; Lee, Lung-fei - In: Econometrics : open access journal 6 (2018) 1, pp. 1-24

An information matrix of a parametric model being singular at a certain true value of a parameter vector is irregular. The maximum likelihood estimator in the irregular case usually has a rate of convergence slower than the √n-rate in a regular case. We propose to estimate such models by the...

Persistent link: https://www.econbiz.de/10011823268

Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model

Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 206 (2018) 2, pp. 336-358

Persistent link: https://www.econbiz.de/10012110393

Asymptotic properties of a spatial autoregressive stochastic frontier model

Jin, Fei; Lee, Lung-fei - 2020

Persistent link: https://www.econbiz.de/10012249706

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

Consistent non-Gaussian pseudo maximum likelihood estimators of spatial autoregressive models

Jin, Fei; Wang, Yuqin - In: Econometric theory 40 (2024) 5, pp. 1120-1158

Persistent link: https://www.econbiz.de/10015154319

QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity

Zhang, Yuanqing; Feng, Shuhui; Jin, Fei - In: Economics letters 180 (2019), pp. 1-5

Persistent link: https://www.econbiz.de/10012121730

An approximated exponentially tilted empirical likelihood estimator of moment condition models

Jin, Fei; Wang, Yuqin - In: Econometric reviews 43 (2024) 6, pp. 405-433

Persistent link: https://www.econbiz.de/10014551538

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