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Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei; Yu, Jihai - In: The econometrics journal 23 (2020) 1, pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
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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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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
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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
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First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
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Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
Xu, Xingbai; Lee, Lung-fei - In: Journal of econometrics 203 (2018) 1, pp. 96-112
Persistent link: https://www.econbiz.de/10011974620
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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
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Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags
Han, Xiaoyi; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 5, pp. 816-837
Persistent link: https://www.econbiz.de/10010237462
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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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Estimation of spatial autoregressive models for origin-destination flows : a partial likelihood approach
Jeong, Hanbat; Lin, Yanli; Lee, Lung-fei - In: Economics letters 229 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014456221