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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

Specification and estimation of social interaction models with network structures

Lee, Lung-fei; Liu, Xiaodong; Lin, Xu - In: The econometrics journal 13 (2010) 2, pp. 145-176

Persistent link: https://www.econbiz.de/10003978485

Binary choice under social interactions : an empirical study with and without subjective data on expectations

Li, Ji; Lee, Lung-fei - In: Journal of applied econometrics 24 (2009) 2, pp. 257-281

Persistent link: https://www.econbiz.de/10003817815

Binary Choice Models with Social Network under Heterogeneous Rational Expectations

Lee, Lung-fei; Li, Ji; Lin, Xu - In: The Review of Economics and Statistics 96 (2014) 3, pp. 402-417

This paper extends Brock and Durlauf's (2001a, 2001b) binary choice complete network (or group interaction) model with homogeneous rational expectations to a general network model with heterogeneous rational expectations. In our model, individuals will form expectations regarding peers'...

Persistent link: https://www.econbiz.de/10011009968