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Two-step estimation of endogenous and exogenous group effects

Shang, Qingyan; Lee, Lung-fei - In: Econometric reviews 30 (2011) 2, pp. 173-207

Persistent link: https://www.econbiz.de/10008990444

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

Estimating a spatial autoregressive model with an endogenous spatial weight matrix

Qu, Xi; Lee, Lung-fei - In: Journal of econometrics 184 (2015) 2, pp. 209-232

Persistent link: https://www.econbiz.de/10011339357

A spatial autoregressive model with a nonlinear transformation of the dependent variable

Xu, Xingbai; Lee, Lung-fei - In: Journal of econometrics 186 (2015) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011348914

Estimation of fixed effects panel regression models with separable and nonseparable space-time filters

Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 184 (2015) 1, pp. 174-192

Persistent link: https://www.econbiz.de/10011326795

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

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

Spatial panels : random components versus fixed effects

Lee, Lung-fei; Yu, Jihai - In: International economic review 53 (2012) 4, pp. 1369-1412

Persistent link: https://www.econbiz.de/10009696268

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

LM tests for spatial correlation in spatial models with limited dependent variables

Qu, Xi; Lee, Lung-fei - In: Regional science & urban economics 42 (2012) 3, pp. 430-445

Persistent link: https://www.econbiz.de/10009621614