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Amemiya's generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
Lee, Lung-fei - In: Econometric reviews 11 (1992) 3, pp. 319-328
Persistent link: https://www.econbiz.de/10001133933
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On efficiency of methods of simulated moments and maximum simulated likelihood estimation of discrete response models
Lee, Lung-fei - In: Econometric theory 8 (1992) 4, pp. 518-552
Persistent link: https://www.econbiz.de/10001137693
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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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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
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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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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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Simulated maximum likelihood estimation of dynamic discrete choice statistical models : some Monte Carlo results
Lee, Lung-fei - In: Journal of econometrics 82 (1998) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10001228501
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A simulated likelihood estimator for qualitative response models with sufficient statistics
Lee, Lung-fei - In: Economics letters 57 (1997) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10001229596
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Asymptotic bias in simulated maximum likelihood estimation of discrete choice models
Lee, Lung-fei - In: Econometric theory 11 (1995) 3, pp. 437-483
Persistent link: https://www.econbiz.de/10001186558
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The computation of opportunity costs in polychotomous choice models with selectivity
Lee, Lung-fei - In: The review of economics and statistics 77 (1995) 3, pp. 423-435
Persistent link: https://www.econbiz.de/10001192713