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subject:"Theorie"
~person:"Cubeddu, C."
~person:"King, Maxwell L."
~person:"Lee, Lung-fei"
~subject:"Multicollinearity"
~subject:"Near-epoch dependence"
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Search: subject_exact:"Estimation theory"
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Theorie
Multicollinearity
Near-epoch dependence
Estimation theory
120
Schätztheorie
120
Theory
47
Autocorrelation
28
Autokorrelation
28
Räumliche Interaktion
26
Spatial interaction
26
Regional economics
24
Regionalökonomik
24
Maximum likelihood estimation
21
Maximum-Likelihood-Schätzung
21
Panel
20
Panel study
20
Method of moments
12
Momentenmethode
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Estimation
9
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9
Spatial autoregressive model
9
Simulation
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4
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4
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English
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Cubeddu, C.
King, Maxwell L.
Lee, Lung-fei
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Phillips, Peter C. B.
54
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
Kleibergen, Frank
20
Lütkepohl, Helmut
20
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Journal of econometrics
14
Econometric theory
7
Econometric reviews
4
Economics letters
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
The review of economics and statistics
2
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
Discussion paper / School of Economics, The University of New South Wales
1
Journal of forecasting
1
Statistical papers
1
The Japanese economic review : the journal of the Japanese Economic Association
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The review of economic studies
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ECONIS (ZBW)
51
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1
A likelihood ratio test for spatial model selection
Liu, Tuo
;
Lee, Lung-fei
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 434-458
Persistent link: https://www.econbiz.de/10012304571
Saved in:
2
Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
Xu, Xingbai
;
Lee, Lung-fei
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 96-112
Persistent link: https://www.econbiz.de/10011974620
Saved in:
3
Maximum likelihood estimation of a spatial autoregressive Tobit model
Xu, Xingbai
;
Lee, Lung-fei
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 264-280
Persistent link: https://www.econbiz.de/10011500347
Saved in:
4
A spatial autoregressive model with a nonlinear transformation of the dependent variable
Xu, Xingbai
;
Lee, Lung-fei
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011348914
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
Selecting the order of an ARCH model
Hughes, Anthony W.
;
King, Maxwell L.
;
Teng, Kwek Kian
-
1999
Persistent link: https://www.econbiz.de/10000998602
Saved in:
8
A quadratic approximation for Jackknife estimators of the variance of sample mean functions
Cubeddu, C.
;
Targhetta, M. L.
- In:
Statistical papers
40
(
1999
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001389127
Saved in:
9
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
Lahiri, Kajal
;
Lee, Lung-fei
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10000668001
Saved in:
10
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
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