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Estimation of dynamic and ARCH Tobit models
Lee, Lung-fei - In: Journal of econometrics 92 (1999) 2, pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
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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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Covergence : a spatial dynamic panel data approach
Yu, Jihai; Lee, Lung-fei - In: Global journal of economics 1 (2012) 1, pp. 601-636
Persistent link: https://www.econbiz.de/10009670819
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Large sample properties of bayesian estimation of spatial econometric models
Han, Xiaoyi; Lee, Lung-fei; Xu, Xingbai - In: Econometric theory 37 (2021) 4, pp. 708-746
Persistent link: https://www.econbiz.de/10012618199
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Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai; Lee, Lung-fei - In: Journal of econometrics 221 (2021) 2, pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
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Estimation of spatial panels
Lee, Lung-fei; Yu, Jihai - 2011
Persistent link: https://www.econbiz.de/10009124442
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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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Identification and estimation of spatial dynamic panel simultaneous equations models
Yang, Kai; Lee, Lung-fei - In: Regional science & urban economics 76 (2019), pp. 32-46
Persistent link: https://www.econbiz.de/10012267307
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Identification of spatial durbin panel models
Lee, Lung-fei; Yu, Jihai - In: Journal of applied econometrics 31 (2016) 1, pp. 133-162
Persistent link: https://www.econbiz.de/10011642121
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A social interactions model with endogenous friendship formation and selectivity
Hsieh, Chih-sheng; Lee, Lung-fei - In: Journal of applied econometrics 31 (2016) 2, pp. 301-319
Persistent link: https://www.econbiz.de/10011644324