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~isPartOf:"Discussion papers in economics and econometrics"
~isPartOf:"Econometric theory"
~person:"Franchi, Massimo"
~person:"Lee, Lung-fei"
~subject:"Autocorrelation"
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Franchi, Massimo
Lee, Lung-fei
Cavaliere, Giuseppe
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3
Hayakawa, Kazuhiko
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Pitarakis, Jean-Yves
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Roknossadati, S. M.
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Discussion papers in economics and econometrics
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ECONIS (ZBW)
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Cointegration in functional autoregressive processes
Franchi, Massimo
;
Paruolo, Paolo
- In:
Econometric theory
36
(
2020
)
5
,
pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
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2
Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Lee, Lung-fei
;
Liu, Xiaodong
- In:
Econometric theory
26
(
2010
)
1
,
pp. 187-230
Persistent link: https://www.econbiz.de/10003968542
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3
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
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