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GMM estimation of social interaction models with centrality
Liu, Xiaodong; Lee, Lung-fei - In: Journal of econometrics 159 (2010) 1, pp. 99-115
Persistent link: https://www.econbiz.de/10008839937
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An efficient GMM estimator of spatial autoregressive models
Liu, Xiaodong; Lee, Lung-fei; Bollinger, Christopher R. - In: Journal of econometrics 159 (2010) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10008840476
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Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
Liu, Xiaodong; Lee, Lung-fei - In: Econometric reviews 32 (2013) 5/6, pp. 734-753
Persistent link: https://www.econbiz.de/10009758624
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Simulated maximum likelihood estimation of discrete models with group data
Lee, Lung-fei - 1993
Persistent link: https://www.econbiz.de/10000890219
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Rational expectations in limited dependent variable models
Lee, Lung-fei - 1993
Persistent link: https://www.econbiz.de/10000890254
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Pooling estimates with different rates of convergence : a minimum X 2 approach with emphasis on a social interactions model
Lee, Lung-fei - In: Econometric theory 26 (2010) 1, pp. 260-299
Persistent link: https://www.econbiz.de/10003968575
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Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Lee, Lung-fei - In: Econometric theory 18 (2002) 2, pp. 252-277
Persistent link: https://www.econbiz.de/10001661293
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Interpolation, quadrature, and stochastic integration
Lee, Lung-fei - In: Econometric theory 17 (2001) 5, pp. 933-961
Persistent link: https://www.econbiz.de/10001609168
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Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
Lee, Lung-fei - In: Journal of econometrics 61 (1994) 2, pp. 305-344
Persistent link: https://www.econbiz.de/10001155767
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Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
Lee, Lung-fei - In: Journal of econometrics 65 (1995) 2, pp. 381-428
Persistent link: https://www.econbiz.de/10001173052