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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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Interpolation, quadrature, and stochastic integration
Lee, Lung-fei - In: Econometric theory 17 (2001) 5, pp. 933-961
Persistent link: https://www.econbiz.de/10001609168
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Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
Lee, Lung-fei - In: Journal of econometrics 61 (1994) 2, pp. 305-344
Persistent link: https://www.econbiz.de/10001155767
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Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
Lee, Lung-fei - In: Journal of econometrics 65 (1995) 2, pp. 381-428
Persistent link: https://www.econbiz.de/10001173052
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A smooth likelihood simulator for dynamic disequilibrium models
Lee, Lung-fei - In: Journal of econometrics 78 (1997) 2, pp. 257-294
Persistent link: https://www.econbiz.de/10001219976
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Simulation estimation of dynamic switching regression and dynamic disequilibrium models : some Monte Carlo results
Lee, Lung-fei - In: Journal of econometrics 78 (1997) 2, pp. 179-204
Persistent link: https://www.econbiz.de/10001219990
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Semiparametric nonlinear least-squares estimation of truncated regression models
Lee, Lung-fei - In: Econometric theory 8 (1992) 1, pp. 52-94
Persistent link: https://www.econbiz.de/10001126808
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Asymptotic distribution of the maximum likelihood estimator for a stochastic frontier function model with a singular information matrix
Lee, Lung-fei - In: Econometric theory 9 (1993) 3, pp. 413-430
Persistent link: https://www.econbiz.de/10001151126
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Efficient semiparametric scoring estimation of sample selection models
Chen, Songnian - In: Econometric theory 14 (1998) 4, pp. 423-462
Persistent link: https://www.econbiz.de/10001248240
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The specification of multi-market disequilibrium econometric models
Lee, Lung-fei - In: Journal of econometrics 3 (1986), pp. 297-332
Persistent link: https://www.econbiz.de/10001036193