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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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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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International knowledge spillover through trade : a time-varying spatial panel data approach
Ho, Chun-Yu; Wang, Wei; Yu, Jihai - In: Economics letters 162 (2018), pp. 30-33
Persistent link: https://www.econbiz.de/10011939744
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Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu; Yu, Jihai - In: Journal of econometrics 203 (2018) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
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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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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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Near unit root in the spatial autoregressive model
Lee, Lung-fei; Yu, Jihai - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 314-351
Persistent link: https://www.econbiz.de/10010202709
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QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei; Yang, Chao; Yu, Jihai - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
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Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Econometric reviews 42 (2023) 2, pp. 157-194
Persistent link: https://www.econbiz.de/10014305484