Similar Search Results

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

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

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

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

Large sample properties of the matrix exponential spatial specification with an application to FDI

Debarsy, Nicolas; Jin, Fei; Lee, Lung-Fei - HAL - 2013

This paper studies large sample properties of the matrix exponential spatial specification (MESS). We find that the quasi-maximum likelihood estimator (QMLE) for the MESS is consistent under heteroskedasticity, a property not shared by the QMLE of the SAR model. For the general model that has...

Persistent link: https://www.econbiz.de/10010935045

Large Sample properties of the matrix exponential spatial specification with an application to FDI

DEBARSY, Nicolas; JIN, Fei; LEE, Lung-fei - Laboratoire d'Économie d'Orléans (LEO), Faculté de … - 2014

Persistent link: https://www.econbiz.de/10010938395

Large sample properties of the matrix exponential spatial specification with an application to FDI

Debarsy, Nicolas; Jin, Fei; Lee, Lung-Fei - HAL - 2014

Persistent link: https://www.econbiz.de/10010930191

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

We consider using the J-test procedure for the non-nested model selection problem between the spatial autoregressive (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...

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