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subject:"Schätztheorie"
~person:"Lee, Lung-fei"
~person:"Srivastava, Virendra K."
~person:"Winkelmann, Rainer"
~subject:"Autokorrelation"
~type:"article"
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Search: subject_exact:"Theory"
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Schätztheorie
Autokorrelation
Theorie
85
Theory
85
Estimation theory
42
Räumliche Interaktion
15
Spatial interaction
15
Autocorrelation
12
Regional economics
12
Regionalökonomik
12
Panel
11
Panel study
11
Method of moments
10
Momentenmethode
10
Estimation
8
Schätzung
8
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Simulation
6
Time series analysis
6
Zeitreihenanalyse
6
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5
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5
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Spatial autoregressive model
4
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3
Rationale Erwartung
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Social relations
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Soziale Beziehungen
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Statistical theory
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52
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Lee, Lung-fei
Srivastava, Virendra K.
Winkelmann, Rainer
Phillips, Peter C. B.
39
Andrews, Donald W. K.
31
Gouriéroux, Christian
28
Newey, Whitney K.
28
Baltagi, Badi H.
27
Li, Qi
25
Pesaran, M. Hashem
24
Krämer, Walter
22
Ohtani, Kazuhiro
22
McAleer, Michael
21
Franses, Philip Hans
20
Giles, David E. A.
20
Horowitz, Joel
20
King, Maxwell L.
20
Robinson, Peter M.
20
Lesage, James P.
19
Ullah, Aman
19
Granger, C. W. J.
18
Wooldridge, Jeffrey M.
18
Kelejian, Harry H.
17
Lütkepohl, Helmut
16
Schmidt, Peter
16
Smith, Richard J.
16
Teräsvirta, Timo
16
Dufour, Jean-Marie
15
Hahn, Jinyong
15
Maddala, Gangadharrao S.
15
Saikkonen, Pentti
15
Anselin, Luc
14
Bai, Jushan
14
Griffith, Daniel A.
14
Hansen, Bruce E.
14
Hendry, David F.
14
Arellano, Manuel
13
Bera, Anil K.
13
Ghysels, Eric
13
Godfrey, L. G.
13
Hill, Rufus Carter
13
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Journal of econometrics
14
Econometric theory
7
Econometric reviews
5
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Regional science & urban economics
4
Statistical papers
4
Economics letters
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Health economics
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economic surveys
1
Journal of population economics
1
Metrika : international journal for theoretical and applied statistics
1
Spatial economic analysis : the journal of the Regional Studies Association
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The review of economics and statistics
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ECONIS (ZBW)
53
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53
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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
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
Saved in:
3
Testing endogeneity of spatial and social networks
Cheng, Wei
;
Lee, Lung-fei
- In:
Regional science & urban economics
64
(
2017
),
pp. 81-97
Persistent link: https://www.econbiz.de/10011792602
Saved in:
4
An econometric model of healthcare demand with nonlinear pricing
Kunz, Johannes
;
Winkelmann, Rainer
- In:
Health economics
26
(
2017
)
6
,
pp. 691-702
Persistent link: https://www.econbiz.de/10011815733
Saved in:
5
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas
;
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
Saved in:
6
Estimating a spatial autoregressive model with an endogenous spatial weight matrix
Qu, Xi
;
Lee, Lung-fei
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 209-232
Persistent link: https://www.econbiz.de/10011339357
Saved in:
7
Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 174-197
Persistent link: https://www.econbiz.de/10010433390
Saved in:
8
Near unit root in the spatial autoregressive model
Lee, Lung-fei
;
Yu, Jihai
- In:
Spatial economic analysis : the journal of the Regional …
8
(
2013
)
3
,
pp. 314-351
Persistent link: https://www.econbiz.de/10010202709
Saved in:
9
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
Saved in:
10
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
Saved in:
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