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The likelihood function and a test for serial correlation in a disequilibrium market model

Lee, Lung-Fei - In: Economics Letters 14 (1984) 2-3, pp. 195-200

Persistent link: https://www.econbiz.de/10005355669

On the first and second moments of the truncated multi-normal distribution and a simple estimator

Lee, Lung-Fei - In: Economics Letters 3 (1979) 2, pp. 165-169

Persistent link: https://www.econbiz.de/10005355950

On the generalized Berkson's estimator in the general qualitative response model

Lee, Lung-Fei - In: Economics Letters 4 (1979) 3, pp. 243-249

Persistent link: https://www.econbiz.de/10005362135

Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results

Lee, Lung-Fei - In: Journal of Econometrics 82 (1997) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10005122609

Discrete/continuous models of consumer demand with binding nonnegativity constraints

Chiang, Jeongwen; Lee, Lung-Fei - In: Journal of Econometrics 54 (1992) 1-3, pp. 79-93

Persistent link: https://www.econbiz.de/10005122631

Recursive Systems Containing Qualitative Endogenous Variables: A Reply.

Lee, Lung-Fei; Maddala, G S - In: Econometrica 48 (1980) 3, pp. 765-765

Persistent link: https://www.econbiz.de/10005129958

Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity.

Lee, Lung-Fei - In: Econometrica 52 (1984) 4, pp. 843-63

Persistent link: https://www.econbiz.de/10005130107

Switching Regression Models with Imperfect Sample Separation Information-With an Application on Cartel Stability.

Lee, Lung-Fei; Porter, Robert H - In: Econometrica 52 (1984) 2, pp. 391-418

Persistent link: https://www.econbiz.de/10005332403

Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

Lee, Lung-Fei - In: Econometrica 72 (2004) 6, pp. 1899-1925

This paper investigates asymptotic properties of the maximum likelihood estimator and the quasi-maximum likelihood estimator for the spatial autoregressive model. The rates of convergence of those estimators may depend on some general features of the spatial weights matrix of the model. It is...

Persistent link: https://www.econbiz.de/10005332564

On comparisons of normal and logistic models in the bivariate dichotomous analysis

Lee, Lung-Fei - In: Economics Letters 4 (1979) 2, pp. 151-155

Persistent link: https://www.econbiz.de/10005275860