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Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model

Han, Xiaoyi; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 2, pp. 250-271

Persistent link: https://www.econbiz.de/10009736919

Bayesian Lassos for spatial durbin error model with smoothness prior : application to detect spillovers of China's treaty ports

Li, Jianan; Han, Xiaoyi - In: Regional science & urban economics 77 (2019), pp. 38-74

Persistent link: https://www.econbiz.de/10012267388

Bayesian Analysis of Spatial Dynamic Panel Data Model with Convex Combinations of Different Spatial Weight Matrices : A Reparameterized Approach ⋆

Cai, Zhengzheng; Zhu, Yanli; Han, Xiaoyi - 2022

This paper brings forward a novel Bayesian estimation and model selection method for spatial dynamic panel data model with convex combinations of different spatial weight matrices. We reparameterize the model as a high order spatial panel model, and recover the importance weights by a...

Persistent link: https://www.econbiz.de/10014082308

Statistical inference with simulated likelihood functions

Lee, Lung-fei - In: Econometric theory 15 (1999) 3, pp. 337-360

Persistent link: https://www.econbiz.de/10001434307

Estimation of dynamic limited-dependent rational expectations models

Lee, Lung-fei - In: Analysis of panels and limited dependent variable …, (pp. 79-113). 1999

Persistent link: https://www.econbiz.de/10001445102

Estimation of dynamic and ARCH Tobit models

Lee, Lung-fei - In: Journal of econometrics 92 (1999) 2, pp. 355-390

Persistent link: https://www.econbiz.de/10001400177

A numerically stable quadrature procedure for the one-factor random-component discrete choice model

Lee, Lung-fei - In: Journal of econometrics 95 (2000) 1, pp. 117-129

Persistent link: https://www.econbiz.de/10001432521

Semiparametric minimum-distance estimation

Lee, Lung-fei - 1991

Persistent link: https://www.econbiz.de/10000919761

Simulated maximum likelihood estimation of dynamic discrete choice statistical models : some Monte Carlo results

Lee, Lung-fei - In: Journal of econometrics 82 (1998) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10001228501

A simulated likelihood estimator for qualitative response models with sufficient statistics

Lee, Lung-fei - In: Economics letters 57 (1997) 1, pp. 23-32

Persistent link: https://www.econbiz.de/10001229596

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