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Spatial nonstationarity and spurious regression : the case with row-normalized spatial weights matrix

Lee, Lung-fei; Yu, Jihai - In: Spatial economic analysis : the journal of the Regional … 4 (2009) 3, pp. 301-327

Persistent link: https://www.econbiz.de/10003888736

Some recent developments in spatial panel data models

Lee, Lung-fei; Yu, Jihai - In: Regional science & urban economics 40 (2010) 5, pp. 255-271

Persistent link: https://www.econbiz.de/10008905779

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

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

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

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

Generalized spatialt two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many instrume...

Jin, Fei; Lee, Lung-fei - In: Econometrics : open access journal 1 (2013) 1, pp. 71-114

This paper studies the generalized spatial two stage least squares (GS2SLS) estimation of spatial autoregressive models with autoregressive disturbances when there are endogenous regressors with many valid instruments. Using many instruments may improve the efficiency of estimators...

Persistent link: https://www.econbiz.de/10009754510

Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models

Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 42 (2012) 3, pp. 446-458

Persistent link: https://www.econbiz.de/10009621610

LM tests for spatial correlation in spatial models with limited dependent variables

Qu, Xi; Lee, Lung-fei - In: Regional science & urban economics 42 (2012) 3, pp. 430-445

Persistent link: https://www.econbiz.de/10009621614

Estimation of spatial autoregressive models with randomly missing data in the dependent variable

Wang, Wei; Lee, Lung-fei - In: The econometrics journal 16 (2013) 1, pp. 73-102

Persistent link: https://www.econbiz.de/10009722511