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GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors

Jin, Fei; Wang, Yuqin - In: Econometric reviews 41 (2022) 6, pp. 652-674

Persistent link: https://www.econbiz.de/10013364900

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

QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity

Zhang, Yuanqing; Feng, Shuhui; Jin, Fei - In: Economics letters 180 (2019), pp. 1-5

Persistent link: https://www.econbiz.de/10012121730

Outer-product-of-gradients tests for spatial autoregressive models

Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 72 (2018), pp. 35-57

Persistent link: https://www.econbiz.de/10012108383

Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model

Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 206 (2018) 2, pp. 336-358

Persistent link: https://www.econbiz.de/10012110393

On the bootstrap for Moran’s I test for spatial dependence

Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 184 (2015) 2, pp. 295-314

Persistent link: https://www.econbiz.de/10011339326

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

Lasso maximum likelihood estimation of parametric models with singular information matrices

Jin, Fei; Lee, Lung-fei - In: Econometrics : open access journal 6 (2018) 1, pp. 1-24

An information matrix of a parametric model being singular at a certain true value of a parameter vector is irregular. The maximum likelihood estimator in the irregular case usually has a rate of convergence slower than the √n-rate in a regular case. We propose to estimate such models by the...

Persistent link: https://www.econbiz.de/10011823268

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

Generalized spatialt two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many instrume...

Jin, Fei; Lee, Lung-fei - In: Econometrics : open access journal 1 (2013) 1, pp. 71-114

This paper studies the generalized spatial two stage least squares (GS2SLS) estimation of spatial autoregressive models with autoregressive disturbances when there are endogenous regressors with many valid instruments. Using many instruments may improve the efficiency of estimators...

Persistent link: https://www.econbiz.de/10009754510