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~isPartOf:"Journal of econometrics"
~language:"afr"
~language:"ell"
~language:"eng"
~language:"kaz"
~language:"nor"
~language:"und"
~person:"Lee, Lung-fei"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
~subject:"Multinationales Unternehmen"
~subject:"Regionalökonomik"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Transnational corporation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Deutschland
Kapitaleinkommen
Multinationales Unternehmen
Regionalökonomik
Schätzung
Theory
Transnational corporation
Estimation theory
21
Schätztheorie
21
Theorie
16
Autocorrelation
14
Autokorrelation
14
Räumliche Interaktion
14
Spatial interaction
14
Regional economics
12
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Method of moments
8
Momentenmethode
8
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7
Panel study
7
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6
Near-epoch dependence
4
Estimation
3
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26
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Lee, Lung-fei
Phillips, Peter C. B.
41
Linton, Oliver
23
Gouriéroux, Christian
18
Koop, Gary
17
Bollerslev, Tim
16
Ghysels, Eric
16
Tauchen, George Eugene
16
Todorov, Viktor
16
Yu, Jun
16
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Diebold, Francis X.
14
Hsiao, Cheng
14
Xiao, Zhijie
14
Aït-Sahalia, Yacine
13
Schmidt, Peter
13
Taylor, Robert
13
Baltagi, Badi H.
12
Corradi, Valentina
12
McAleer, Michael
12
Park, Joon Y.
12
Robinson, Peter M.
12
Chib, Siddhartha
11
Gao, Jiti
11
Granger, C. W. J.
11
Li, Qi
11
Renault, Eric
11
Steel, Mark F. J.
11
Su, Liangjun
11
Timmermann, Allan
11
White, Halbert
11
Barnett, William A.
10
Dufour, Jean-Marie
10
Hong, Yongmiao
10
Maasoumi, Esfandiar
10
Mykland, Per A.
10
Patton, Andrew J.
10
Shin, Yongcheol
10
Andersen, Torben
9
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Journal of econometrics
Regional science & urban economics
13
Econometric theory
11
Economics letters
6
Econometric reviews
5
The econometrics journal
5
Journal of applied econometrics
4
Spatial economic analysis : the journal of the Regional Studies Association
3
The Oxford handbook of panel data
2
Analysis of data on health
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
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)
26
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1
Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables
Qu, Xi
;
Lee, Lung-fei
;
Yang, Chao
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 180-197
Persistent link: https://www.econbiz.de/10012618814
Saved in:
2
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:
3
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:
4
Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 336-358
Persistent link: https://www.econbiz.de/10012110393
Saved in:
5
Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 196-214
Persistent link: https://www.econbiz.de/10011743798
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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