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Estimation of spatial panel data models with randomly missing data in the dependent variable
Wang, Wei; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 3, pp. 521-538
Persistent link: https://www.econbiz.de/10009746418
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GMM estimation of spatial panel data models with common factors and a general space-time filter
Wang, Wei; Lee, Lung-fei - In: Spatial economic analysis : the journal of the Regional … 13 (2018) 2, pp. 247-269
Persistent link: https://www.econbiz.de/10011870750
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GMM estimation of the spatial autoregressive model in a system of interrelated networks
Wang, Wei; Lee, Lung-fei; Bao, Yan - In: Regional science & urban economics 69 (2018), pp. 167-198
Persistent link: https://www.econbiz.de/10012108158
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GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
Lee, Lung-fei - In: Journal of econometrics 137 (2007) 2, pp. 489-514
Persistent link: https://www.econbiz.de/10003441944
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The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
Lee, Lung-fei - In: Journal of econometrics 140 (2007) 1, pp. 155-189
Persistent link: https://www.econbiz.de/10003579955
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Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Lee, Lung-fei; Liu, Xiaodong - In: Econometric theory 26 (2010) 1, pp. 187-230
Persistent link: https://www.econbiz.de/10003968542
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GMM estimation of spatial autoregressive models with unknown heteroskedasticity
Lin, Xu; Lee, Lung-fei - In: Journal of econometrics 157 (2010) 1, pp. 34-52
Persistent link: https://www.econbiz.de/10008661869
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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
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The C(α)-type gradient test for spatial dependence in spatial autoregressive models
Lee, Lung-fei; Yu, Jihai - In: Letters in spatial and resource sciences : LSRS 5 (2012) 3, pp. 119-135
Persistent link: https://www.econbiz.de/10009712694
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Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 180 (2014) 2, pp. 174-197
Persistent link: https://www.econbiz.de/10010433390