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~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"est"
~language:"ron"
~person:"Lee, Lung-fei"
~subject:"Behavioural finance"
~subject:"EU countries"
~subject:"Lieferkette"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Handbuch"
~type_genre:"Übersichtsarbeit"
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Behavioural finance
EU countries
Lieferkette
Nichtparametrisches Verfahren
Panel
Risiko
Schätzung
Theory
USA
Estimation theory
21
Schätztheorie
21
Theorie
16
Autocorrelation
14
Autokorrelation
14
Räumliche Interaktion
14
Spatial interaction
14
Regional economics
12
Regionalökonomik
12
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Method of moments
8
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8
Panel study
7
Spatial autoregressive model
6
Near-epoch dependence
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Estimation
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Fixed effects
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Endogenous spatial weight matrix
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GMM
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Matrix exponential spatial specification
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2
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Quasi-maximum likelihood estimation
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21
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Lee, Lung-fei
Phillips, Peter C. B.
44
Linton, Oliver
33
Su, Liangjun
24
Pesaran, M. Hashem
23
Li, Qi
21
Hsiao, Cheng
20
Chen, Xiaohong
19
Gao, Jiti
19
Koop, Gary
19
Robinson, Peter M.
19
Ghysels, Eric
18
Gouriéroux, Christian
18
Xiao, Zhijie
18
Baltagi, Badi H.
17
Lewbel, Arthur
17
Schmidt, Peter
17
Todorov, Viktor
17
White, Halbert
17
Yu, Jun
17
Bollerslev, Tim
16
Swanson, Norman R.
16
Park, Joon Y.
15
Simchi-Levi, David
15
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
14
Bai, Jushan
14
Diebold, Francis X.
14
McAleer, Michael
14
Simar, Léopold
14
Chen, Songnian
13
Chib, Siddhartha
13
Horowitz, Joel
13
Slottje, Daniel Jonathan
13
Timmermann, Allan
13
Cai, Zongwu
12
Corradi, Valentina
12
Florens, Jean-Pierre
12
Lee, Hau Leung
12
Maasoumi, Esfandiar
12
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Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Econometric theory
12
Regional science & urban economics
9
Econometric reviews
5
Spatial economic analysis : the journal of the Regional Studies Association
4
The econometrics journal
4
Economics letters
3
Journal of applied econometrics
3
Analysis of data on health
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
Foundations and trends in econometrics
1
Global journal of economics
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Letters in spatial and resource sciences : LSRS
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The review of economics and statistics
1
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ECONIS (ZBW)
21
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1
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
2
QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
Qu, Xi
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 173-201
Persistent link: https://www.econbiz.de/10011818351
Saved in:
3
Spatial dynamic panel data models with interactive fixed effects
Shi, Wei
;
Lee, Lung-fei
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 323-347
Persistent link: https://www.econbiz.de/10011818362
Saved in:
4
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:
5
Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 174-192
Persistent link: https://www.econbiz.de/10011326795
Saved in:
6
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:
7
On the bootstrap for Moran’s I test for spatial dependence
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 295-314
Persistent link: https://www.econbiz.de/10011339326
Saved in:
8
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:
9
Estimation of spatial autoregressive panel data models with fixed effects
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10003940092
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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