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Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 72 (2018), pp. 35-57
Persistent link: https://www.econbiz.de/10012108383
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GMM estimation of spatial panel data models with common factors and a general space-time filter
Wang, Wei; Lee, Lung-fei - In: Spatial economic analysis : the journal of the Regional … 13 (2018) 2, pp. 247-269
Persistent link: https://www.econbiz.de/10011870750
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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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Estimation of spatial panel data models with randomly missing data in the dependent variable
Wang, Wei; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 3, pp. 521-538
Persistent link: https://www.econbiz.de/10009746418
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Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 180 (2014) 2, pp. 174-197
Persistent link: https://www.econbiz.de/10010433390
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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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Bayesian analysis of spatial panel autoregressive models with time-varying endogenous spatial weight matrices, common factors, and random coefficients
Han, Xiaoyi; Lee, Lung-fei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 642-660
Persistent link: https://www.econbiz.de/10011692445
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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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The C(α)-type gradient test for spatial dependence in spatial autoregressive models
Lee, Lung-fei; Yu, Jihai - In: Letters in Spatial and Resource Sciences 5 (2012) 3, pp. 119-135
This paper proposes the C(α)-type test in the GMM framework to test the possible presence of spatial correlation through the spatial lag in the spatial autoregressive (SAR) model. This test statistics is especially useful for the SAR model with disturbances under unknown heteroskedasticity. We...
Persistent link: https://www.econbiz.de/10010995248
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Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Lee, Lung-fei; Liu, Xiaodong - In: Econometric theory 26 (2010) 1, pp. 187-230
Persistent link: https://www.econbiz.de/10003968542