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Simultaneous dependence between firm-level stock returns

Moon, Kenneth P.; Lesage, James P. - In: Journal of economics and finance 37 (2013) 4, pp. 479-494

Persistent link: https://www.econbiz.de/10010345822

A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel price rivalry

Lesage, James P.; Vance, Colin; Chih, Yao-Yu - 2016

We apply a heterogenous coefficient spatial autoregressive panel model from Aquaro, Bailey and Pesaran (2015) to explore competition/cooperation by Berlin fueling stations in setting prices for diesel and E5 fuel. Unlike the maximum likelihood estimation method set forth by Aquaro, Bailey and...

Persistent link: https://www.econbiz.de/10011460317

Cross-sectional dependence model specifications in a static trade panel data setting

Lesage, James P.; Fischer, Manfred M. - In: Journal of geographical systems : geographical … 22 (2020) 1, pp. 5-46

Persistent link: https://www.econbiz.de/10012237476

Fast MCMC estimation of multiple W-matrix spatial regression models and Metropolis-Hastings Monte Carlo log-marginal likelihoods

Lesage, James P. - In: Journal of geographical systems : geographical … 22 (2020) 1, pp. 47-75

Persistent link: https://www.econbiz.de/10012237480

A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel duopoly pricing

Lesage, James P.; Vance, Colin; Chih, Yao-Yu - 2016

Persistent link: https://www.econbiz.de/10011569493

Flexible dependence modeling using convex combinations of different types of connectivity structures

Debarsy, Nicolas; Lesage, James P. - In: Regional science & urban economics 69 (2018), pp. 48-68

Persistent link: https://www.econbiz.de/10012108138

A Bayesian spatial panel model with heterogeneous coefficients

Lesage, James P.; Chih, Yao-Yu - In: Regional science & urban economics 72 (2018), pp. 58-73

Persistent link: https://www.econbiz.de/10012108385

Spatial econometric Monte Carlo studies: raising the bar

Lesage, James P.; Pace, R. Kelley - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 17-34

Persistent link: https://www.econbiz.de/10011949744

MCMC estimation of panel gravity models in the presence of network dependence

Lesage, James P.; Fischer, Manfred M. - 2018

Persistent link: https://www.econbiz.de/10011926408

A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel duopoly pricing

Lesage, James P.; Vance, Colin; Chih, Yao-Yu - In: Regional science & urban economics 62 (2017), pp. 46-55

Persistent link: https://www.econbiz.de/10011740529