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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Spatial economic analysis : the journal of the Regional Studies Association"
~person:"Gao, Jiti"
~person:"Lee, Lung-fei"
~subject:"Asymptotic theory"
~subject:"Estimation theory"
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Share price
Asymptotic theory
Estimation theory
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Maximum likelihood estimation
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dynamic panels
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generalized method of moments (GMM) estimation
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Stambaugh, Robert F.
Gao, Jiti
Lee, Lung-fei
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Mur, Jésus
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Spatial economic analysis : the journal of the Regional Studies Association
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Journal of econometrics
34
Econometric theory
18
Econometric reviews
9
Regional science & urban economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Economics letters
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Cowles Foundation Discussion Paper
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The econometrics journal
5
Center for Research on Economic and Social Theory and Department of Economics working paper serie
4
Cowles Foundation discussion paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Cambridge working papers in economics
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Discussion paper series
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Econometrics : open access journal
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School of Accounting, Finance and Economics & FEMARC working paper series
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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CREATES research paper
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Cahier de recherche
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Cambridge-INET working papers
1
Contributions to statistics
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper series / IZA
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Discussion papers in economics
1
Essays in honor of Joon Y. Park : econometric theory
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Essays in honor of Peter C. B. Phillips
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Foundations and trends in econometrics
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Handbook of empirical economics and finance
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Journal of banking & finance
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Journal of financial economics
1
Journal of productivity analysis
1
Monash Econometrics and Business Statistics Working Paper Series
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NBER Working Paper
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NBER working paper series
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Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Quantitative economics : QE ; journal of the Econometric Society
1
Rodney L. White Center for Financial Research
1
Technical working paper / National Bureau of Economic Research
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The Japanese economic review : the journal of the Japanese Economic Association
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GMM estimation of spatial panel data models with common factors and a general space-time filter
Wang, Wei
;
Lee, Lung-fei
- In:
Spatial economic analysis : the journal of the Regional …
13
(
2018
)
2
,
pp. 247-269
Persistent link: https://www.econbiz.de/10011870750
Saved in:
2
QML estimation of spatial dynamic panel data models with time varying spatial weights matrices
Lee, Lung-fei
;
Yu, Jihai
- In:
Spatial economic analysis : the journal of the Regional …
7
(
2012
)
1
,
pp. 31-74
Persistent link: https://www.econbiz.de/10009564237
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