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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
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Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model
Qu, Xi; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 2, pp. 307-321
Persistent link: https://www.econbiz.de/10009736892
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Maximum likelihood estimation of a spatial autoregressive Tobit model
Xu, Xingbai; Lee, Lung-fei - In: Journal of econometrics 188 (2015) 1, pp. 264-280
Persistent link: https://www.econbiz.de/10011500347
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Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
Xu, Xingbai; Lee, Lung-fei - In: Journal of econometrics 203 (2018) 1, pp. 96-112
Persistent link: https://www.econbiz.de/10011974620
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Tobit models with social interactions : complete vs incomplete information
Yang, Chao; Lee, Lung-fei; Qu, Xi - In: Regional science & urban economics 73 (2018), pp. 30-50
Persistent link: https://www.econbiz.de/10012108424
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Consistency without compactness of the parameter space in spatial econometrics
Liu, Tuo; Xu, Xingbai; Lee, Lung-fei - In: Economics letters 210 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013171162
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The determination of moments of the doubly truncated multivariate normal Tobit model
Lee, Lung-Fei - In: Economics letters 11 (1983) 3, pp. 245-250
Persistent link: https://www.econbiz.de/10002467744
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A specification test for normality assumption for the truncated and censored Tobit models
Lee, Lung-Fei - 1981
Persistent link: https://www.econbiz.de/10003528915
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Consistent estimation of a multivariate doubly truncated or censored Tobit model
Lee, Lung-Fei - 1981
Persistent link: https://www.econbiz.de/10003528963
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The common structure and tests for selectivity bias, serial correlation, heteroscedasticity and non-normality in the Tobit model
Lee, Lung-Fei; Maddala, G. S. - In: International economic review 26 (1985) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10002467726