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Estimation for spatial dynamic panel data with fixed effects : the case of spatial cointegration
Yu, Jihai; Jong, Robert M. de - In: Journal of econometrics 167 (2012) 1, pp. 16-37
Persistent link: https://www.econbiz.de/10009551450
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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
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Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 180 (2014) 2, pp. 174-197
Persistent link: https://www.econbiz.de/10010433390
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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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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
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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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Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei; Yu, Jihai - In: The econometrics journal 23 (2020) 1, pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
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Bias correction and refined inferences for fixed effects spatial panel data models
Yang, Zhenlin; Yu, Jihai; Liu, Shew Fan - In: Regional science & urban economics 61 (2016), pp. 52-72
Persistent link: https://www.econbiz.de/10011638864
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QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei; Yang, Chao; Yu, Jihai - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 550-562
Persistent link: https://www.econbiz.de/10014448355