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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

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 analysis of spatial panel autoregressive models with time-varying endogenous spatial weight matrices, common factors, and random coefficients

Han, Xiaoyi; Lee, Lung-fei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 642-660

Persistent link: https://www.econbiz.de/10011692445

Estimation and model selection of higher-order spatial autoregressive model : an efficient Bayesian approach

Han, Xiaoyi; Hsieh, Chih-sheng; Lee, Lung-fei - In: Regional science & urban economics 63 (2017), pp. 97-120

Persistent link: https://www.econbiz.de/10011792584

Large sample properties of bayesian estimation of spatial econometric models

Han, Xiaoyi; Lee, Lung-fei; Xu, Xingbai - In: Econometric theory 37 (2021) 4, pp. 708-746

Persistent link: https://www.econbiz.de/10012618199

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

Han, Xiaoyi; Lee, Lung-fei - In: Regional Science and Urban Economics 43 (2013) 2, pp. 250-271

We consider using the J-test procedure for the non-nested model selection problem between the spatial autoregressive (SAR) model and the matrix exponential spatial specification (MESS) model. The 2SLS and GMM methods are used to implement the J-test procedure and derive several test statistics...

Persistent link: https://www.econbiz.de/10010636461

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/10010181224

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/10010087788

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 - In: Economics letters 217 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013465499

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