Narrow search
Showing 1 - 10 of 29
Cover Image
Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
Lee, Lung-fei; Liu, Xiaodong - In: Econometric theory 26 (2010) 1, pp. 187-230
Persistent link: https://www.econbiz.de/10003968542
Cover Image
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
Cover Image
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
Cover Image
GMM identification and estimation of peer effects in a system of simultaneous equations
Liu, Xiaodong - 2020
Persistent link: https://www.econbiz.de/10012249705
Cover Image
GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
Lee, Lung-fei - In: Journal of econometrics 137 (2007) 2, pp. 489-514
Persistent link: https://www.econbiz.de/10003441944
Cover Image
The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
Lee, Lung-fei - In: Journal of econometrics 140 (2007) 1, pp. 155-189
Persistent link: https://www.econbiz.de/10003579955
Cover Image
GMM estimation of SAR models with endogenous regressors
Liu, Xiaodong; Saraiva, Paulo - In: Regional science & urban economics 55 (2015), pp. 68-79
Persistent link: https://www.econbiz.de/10011479847
Cover Image
GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity
Liu, Xiaodong; Saraiva, Paulo - In: Econometric reviews 38 (2019) 4, pp. 359-385
Persistent link: https://www.econbiz.de/10012181305
Cover Image
Estimation of spatial panel data models with randomly missing data in the dependent variable
Wang, Wei; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 3, pp. 521-538
Persistent link: https://www.econbiz.de/10009746418
Cover Image
The C(α)-type gradient test for spatial dependence in spatial autoregressive models
Lee, Lung-fei; Yu, Jihai - In: Letters in spatial and resource sciences : LSRS 5 (2012) 3, pp. 119-135
Persistent link: https://www.econbiz.de/10009712694