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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

-stage instrumental variable (2SIV) method, quasi-maximum likelihood estimation (QMLE) approach, and generalized method of moments (GMM …

Persistent link: https://www.econbiz.de/10011117423

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

Jin, Fei; Lee, Lung-fei - In: Regional Science and Urban Economics 42 (2012) 3, pp. 446-458

In this paper, we first generalize an approximate measure of spatial dependence, the APLE statistic (Li et al., 2007), to a spatial Durbin (SD) model. This generalized APLE takes into account exogenous variables directly and can be used to detect spatial dependence originating from either a...

Persistent link: https://www.econbiz.de/10010574119

Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model

Han, Xiaoyi; Lee, Lung-fei - In: Regional Science and Urban Economics 43 (2013) 2, pp. 250-271

(SAR) model and the matrix exponential spatial specification (MESS) model. The 2SLS and GMM methods are used to implement … the J-test procedure and derive several test statistics under the GMM framework. We investigate the behavior of those J …

Persistent link: https://www.econbiz.de/10010636461

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

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

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

Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model

Han, Xiaoyi; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 2, pp. 250-271

Persistent link: https://www.econbiz.de/10009736919

Theoretical foundations for spatial econometric research

Xu, Xingbai; Lee, Lung-fei - In: Regional science & urban economics 76 (2019), pp. 2-12

Persistent link: https://www.econbiz.de/10012267288

Sequential and efficient GMM estimation of dynamic short panel data models

Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Econometric reviews 40 (2021) 10, pp. 1007-1037

Persistent link: https://www.econbiz.de/10012624570