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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
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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
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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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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
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Semiparametric minimum-distance estimation
Lee, Lung-fei - 1991
Persistent link: https://www.econbiz.de/10000919761
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Simulated maximum likelihood estimation of dynamic discrete choice statistical models : some Monte Carlo results
Lee, Lung-fei - 1994
Persistent link: https://www.econbiz.de/10000905613
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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
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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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Asymptotic bias in simulated maximum likelihood estimation of discrete choice models
Lee, Lung-fei - In: Econometric theory 11 (1995) 3, pp. 437-483
Persistent link: https://www.econbiz.de/10001186558
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Asymptotic distribution of the maximum likelihood estimator for a stochastic frontier function model with a singular information matrix
Lee, Lung-fei - In: Econometric theory 9 (1993) 3, pp. 413-430
Persistent link: https://www.econbiz.de/10001151126