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source:"econis"
subject:"Estimation"
~person:"Lee, Lung-fei"
~subject:"Estimation theory"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Estimation
Estimation theory
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52
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52
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18
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14
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14
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13
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13
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13
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13
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11
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11
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7
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7
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6
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Lee, Lung-fei
Härdle, Wolfgang
116
Pesaran, M. Hashem
98
McAleer, Michael
85
Caporale, Guglielmo Maria
80
Gil-Alaña, Luis A.
79
Phillips, Peter C. B.
76
Diebold, Francis X.
64
Koopman, Siem Jan
64
Bollerslev, Tim
63
Franses, Philip Hans
57
Marcellino, Massimiliano
56
Heckman, James J.
55
Lucas, André
54
Gouriéroux, Christian
52
Gupta, Rangan
48
Swanson, Norman R.
45
Linton, Oliver
44
Lütkepohl, Helmut
44
Andrews, Donald W. K.
43
Ghysels, Eric
43
Hautsch, Nikolaus
43
Newey, Whitney K.
43
Kilian, Lutz
42
Andersen, Torben
40
Blundell, Richard W.
40
Engle, Robert F.
40
Imbens, Guido
38
Timmermann, Allan
37
Berg, Gerard J. van den
36
Giles, David E. A.
36
Herwartz, Helmut
36
Robinson, Peter M.
36
Granger, C. W. J.
34
Pierdzioch, Christian
34
Kumbhakar, Subal
33
Mittnik, Stefan
33
Rubio-Ramírez, Juan Francisco
33
Serletis, Apostolos
33
Bauwens, Luc
32
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32
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7
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ECONIS (ZBW)
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1
Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties
Jin, Fei
;
Lee, Lung-fei
;
Yang, Kai
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 640-658
Persistent link: https://www.econbiz.de/10014562842
Saved in:
2
Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Regional science & urban economics
72
(
2018
),
pp. 35-57
Persistent link: https://www.econbiz.de/10012108383
Saved in:
3
The effects of gun control on crimes : a spatial interactive fixed effects approach
Shi, Wei
;
Lee, Lung-fei
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
1
,
pp. 233-263
Persistent link: https://www.econbiz.de/10011949773
Saved in:
4
Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small
Qu, Xi
;
Wang, Xiaoliang
;
Lee, Lung-fei
- In:
The econometrics journal
19
(
2016
)
3
,
pp. 261-290
Persistent link: https://www.econbiz.de/10011712274
Saved in:
5
Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Lee, Lung-fei
- In:
Econometric theory
18
(
2002
)
2
,
pp. 252-277
Persistent link: https://www.econbiz.de/10001661293
Saved in:
6
Interpolation, quadrature, and stochastic integration
Lee, Lung-fei
- In:
Econometric theory
17
(
2001
)
5
,
pp. 933-961
Persistent link: https://www.econbiz.de/10001609168
Saved in:
7
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
Saved in:
8
Efficient semiparametric scoring estimation of sample selection models
Chen, Songnian
- In:
Econometric theory
14
(
1998
)
4
,
pp. 423-462
Persistent link: https://www.econbiz.de/10001248240
Saved in:
9
Semiparametric estimation of simulataneous-equation microeconometric models with index restrictions
Lee, Lung-fei
- In:
The Japanese economic review : the journal of the …
49
(
1998
)
4
,
pp. 343-380
Persistent link: https://www.econbiz.de/10001470104
Saved in:
10
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
Saved in:
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