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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

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

Lee, Lung-fei - 1994

Persistent link: https://www.econbiz.de/10000905613

Simulated maximum likelihood estimation of discrete models with group data

Lee, Lung-fei - 1993

Persistent link: https://www.econbiz.de/10000890219

Large sample properties of the matrix exponential spatial specification with an application to FDI

Debarsy, Nicolas; Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 188 (2015) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10011500241

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

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

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

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

Lasso maximum likelihood estimation of parametric models with singular information matrices

Jin, Fei; Lee, Lung-fei - In: Econometrics : open access journal 6 (2018) 1, pp. 1-24

An information matrix of a parametric model being singular at a certain true value of a parameter vector is irregular. The maximum likelihood estimator in the irregular case usually has a rate of convergence slower than the √n-rate in a regular case. We propose to estimate such models by the...

Persistent link: https://www.econbiz.de/10011823268

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