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Best spatial two-stage least squares estimators for a spatial autoregressive model with autoregressive disturbances
Lee, Lung-fei - In: Econometric reviews 22 (2003) 4, pp. 307-335
Persistent link: https://www.econbiz.de/10001843547
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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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Asymptotic distributions of quasi-maximum likelihood estimators for spatial autoregressive models
Lee, Lung-fei - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 6, pp. 1899-1925
Persistent link: https://www.econbiz.de/10002435617
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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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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
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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
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Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags
Han, Xiaoyi; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 5, pp. 816-837
Persistent link: https://www.econbiz.de/10010237462
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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
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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