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Consistency without compactness of the parameter space in spatial econometrics
Liu, Tuo; Xu, Xingbai; Lee, Lung-fei - In: Economics letters 210 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013171162
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Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model
Qu, Xi; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 2, pp. 307-321
Persistent link: https://www.econbiz.de/10009736892
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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
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Estimation of spatial panels
Lee, Lung-fei; Yu, Jihai - 2011
Persistent link: https://www.econbiz.de/10009124442
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A unified estimation approach for spatial dynamic panel data models : stability, spatial co-integration, and explosive roots
Lee, Lung-fei; Yu, Jihai - In: Handbook of empirical economics and finance, (pp. 397-434). 2011
Persistent link: https://www.econbiz.de/10009130112
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Spatial dynamic models with intertemporal optimization : specification and estimation
Jeong, Hanbat; Lee, Lung-fei - In: Journal of econometrics 218 (2020) 1, pp. 82-104
Persistent link: https://www.econbiz.de/10012482931
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GMM estimation of spatial autoregressive models with unknown heteroskedasticity
Lin, Xu; Lee, Lung-fei - In: Journal of econometrics 157 (2010) 1, pp. 34-52
Persistent link: https://www.econbiz.de/10008661869
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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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A likelihood ratio test for spatial model selection
Liu, Tuo; Lee, Lung-fei - In: Journal of econometrics 213 (2019) 2, pp. 434-458
Persistent link: https://www.econbiz.de/10012304571
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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