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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
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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
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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
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An efficient GMM estimator of spatial autoregressive models
Liu, Xiaodong; Lee, Lung-fei; Bollinger, Christopher R. - In: Journal of econometrics 159 (2010) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10008840476
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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
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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
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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
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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
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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
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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