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subject:"Estimation theory"
subject:"Schätzung"
~person:"Lee, Lung-fei"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Statistik"
~type_genre:"Working Paper"
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Estimation theory
Schätzung
Theorie
54
Theory
54
Schätztheorie
19
Räumliche Interaktion
15
Spatial interaction
15
Autocorrelation
12
Autokorrelation
12
Regional economics
12
Regionalökonomik
12
Method of moments
10
Momentenmethode
10
Panel
9
Panel study
9
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Simulation
5
Statistical test
5
Statistischer Test
5
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
GMM
4
Microeconometrics
4
Mikroökonometrie
4
Spatial autoregressive model
4
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Rational expectations
3
Rationale Erwartung
3
Social relations
3
Soziale Beziehungen
3
Statistical theory
3
Statistische Methodenlehre
3
Discrete choice
2
Diskrete Entscheidung
2
Endogenous spatial weight matrix
2
Fixed effects
2
Heteroscedasticity
2
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Article
22
Book / Working Paper
1
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Article in journal
Aufsatz im Buch
Statistik
Working Paper
Aufsatz in Zeitschrift
21
Arbeitspapier
1
Aufsatzsammlung
1
Book section
1
Festschrift
1
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1
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1
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Language
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English
23
Author
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Lee, Lung-fei
Härdle, Wolfgang
109
Pesaran, M. Hashem
100
Caporale, Guglielmo Maria
73
Gil-Alaña, Luis A.
71
Phillips, Peter C. B.
71
Heckman, James J.
57
Franses, Philip Hans
56
McAleer, Michael
54
Gouriéroux, Christian
53
Marcellino, Massimiliano
46
Blundell, Richard W.
44
Newey, Whitney K.
44
Andrews, Donald W. K.
43
Swanson, Norman R.
43
Koopman, Siem Jan
40
Hautsch, Nikolaus
38
Imbens, Guido
38
Lucas, André
38
Lütkepohl, Helmut
38
Kilian, Lutz
37
Berg, Gerard J. van den
36
Robinson, Peter M.
36
Giles, David E. A.
35
Baltagi, Badi H.
34
Diebold, Francis X.
34
Egger, Peter
34
Ghysels, Eric
34
Engle, Robert F.
33
Kumbhakar, Subal
33
Linton, Oliver
33
Granger, C. W. J.
32
Timmermann, Allan
32
Breitung, Jörg
31
Koop, Gary
31
Serletis, Apostolos
31
Barnett, William A.
30
Bera, Anil K.
30
Mittnik, Stefan
30
Ullah, Aman
30
Polasek, Wolfgang
29
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Econometric theory
7
Journal of econometrics
7
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Regional science & urban economics
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
The review of economics and statistics
1
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ECONIS (ZBW)
23
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
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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