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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

Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances

Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 4, pp. 590-616

Persistent link: https://www.econbiz.de/10009783751

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

Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances

Jin, Fei; Lee, Lung-fei - In: Economics letters 194 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012509367

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

Asymptotic properties of a spatial autoregressive stochastic frontier model

Jin, Fei; Lee, Lung-fei - 2020

Persistent link: https://www.econbiz.de/10012249706

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

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

GEL estimation and tests of spatial autoregressive models

Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 208 (2019) 2, pp. 585-612

Persistent link: https://www.econbiz.de/10012149371

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