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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

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

Spatial nonstationarity and spurious regression : the case with row-normalized spatial weights matrix

Lee, Lung-fei; Yu, Jihai - In: Spatial economic analysis : the journal of the Regional … 4 (2009) 3, pp. 301-327

Persistent link: https://www.econbiz.de/10003888736

Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances

Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 4, pp. 590-616

Persistent link: https://www.econbiz.de/10009783751

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

Generalized spatialt two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many instruments

Jin, Fei; Lee, Lung-fei - In: Econometrics : open access journal 1 (2013) 1, pp. 71-114

This paper studies the generalized spatial two stage least squares (GS2SLS) estimation of spatial autoregressive models with autoregressive disturbances when there are endogenous regressors with many valid instruments. Using many instruments may improve the efficiency of estimators...

Persistent link: https://www.econbiz.de/10009754510

Switching regression models with imperfect sample separation information - with an application on cartel stability

Lee, Lung-Fei; Porter, Robert H. - 1982

Persistent link: https://www.econbiz.de/10003527702

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

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

GEL estimation and tests of spatial autoregressive models

Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 208 (2019) 2, pp. 585-612

Persistent link: https://www.econbiz.de/10012149371