Lung-fei Lee

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Person:276927

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zbMath Open lee.lung-feiMaRDI QIDQ276927

List of research outcomes

PublicationDate of PublicationType
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units2024-03-05Paper
Estimation of spatial autoregressive models for origin-destination flows: a partial likelihood approach2023-09-12Paper
Estimating flow data models of international trade: dual gravity and spatial interactions2023-07-25Paper
Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights whenTis small2022-08-02Paper
Estimation of spatial autoregressive models with randomly missing data in the dependent variable2022-07-26Paper
A social interaction model with an extreme order statistic2022-07-26Paper
Initial conditions of dynamic panel data models: on within and between equations2022-06-22Paper
Sequential and efficient GMM estimation of dynamic short panel data models2022-03-09Paper
Consistency without compactness of the parameter space in spatial econometrics2022-01-21Paper
Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks2021-11-16Paper
LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS2021-09-10Paper
Specification and estimation of network formation and network interaction models with the exponential probability distribution2021-06-03Paper
Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration2021-03-24Paper
Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables2021-02-04Paper
Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances2020-11-04Paper
Spatial dynamic models with intertemporal optimization: specification and estimation2020-06-18Paper
First difference estimation of spatial dynamic panel data models with fixed effects2020-05-13Paper
Social interactions under incomplete information with heterogeneous expectations2020-02-11Paper
A likelihood ratio test for spatial model selection2019-12-19Paper
GEL estimation and tests of spatial autoregressive models2019-04-29Paper
SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS*2019-02-07Paper
Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model2018-10-12Paper
Sieve maximum likelihood estimation of the spatial autoregressive Tobit model2018-03-22Paper
Semiparametric estimation of nonlinear errors-in-variables models with validation study2017-12-22Paper
QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices2017-03-10Paper
Spatial dynamic panel data models with interactive fixed effects2017-03-10Paper
Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models2016-11-17Paper
Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration2016-08-15Paper
GMM estimation of spatial autoregressive models with unknown heteroskedasticity2016-08-01Paper
Estimation of spatial autoregressive panel data models with fixed effects2016-07-25Paper
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large2016-06-13Paper
The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models2016-05-09Paper
GMM and 2SLS estimation of mixed regressive, spatial autoregressive models2016-05-04Paper
Maximum likelihood estimation of a spatial autoregressive Tobit model2015-09-01Paper
Maximum likelihood estimation of a spatial autoregressive Tobit model2015-07-27Paper
Large sample properties of the matrix exponential spatial specification with an application to FDI2015-07-27Paper
A spatial autoregressive model with a nonlinear transformation of the dependent variable2015-05-29Paper
Estimating a spatial autoregressive model with an endogenous spatial weight matrix2015-05-06Paper
On the bootstrap for Moran's \(I\) test for spatial dependence2015-05-06Paper
Estimation of fixed effects panel regression models with separable and nonseparable space-time filters2014-11-24Paper
Efficient GMM estimation of spatial dynamic panel data models with fixed effects2014-06-04Paper
The determination of moments of the doubly truncated multivariate normal Tobit model2013-10-24Paper
The likelihood function and a test for serial correlation in a disequilibrium market model2013-10-24Paper
Identification and estimation of econometric models with group interactions, contextual factors and fixed effects2012-09-23Paper
Estimation of Spatial Panels2011-06-17Paper
Two-Step Estimation of Endogenous and Exogenous Group Effects2011-03-30Paper
ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS2010-10-14Paper
A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS2010-04-23Paper
POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ2 APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL2010-02-26Paper
Estimation of spatial autoregressive panel data models with fixed effects2010-02-01Paper
A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS2009-08-18Paper
Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models2006-06-16Paper
Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers2005-01-06Paper
Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances2003-11-06Paper
A numerically stable quadrature procedure for the one-factor random-component discrete choice model2003-06-10Paper
INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION2003-05-18Paper
CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS2003-05-18Paper
Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results2003-04-21Paper
STATISTICAL INFERENCE WITH SIMULATED LIKELIHOOD FUNCTIONS2002-05-23Paper
ON THE RANGE OF CORRELATION COEFFICIENTS OF BIVARIATE ORDERED DISCRETE RANDOM VARIABLES2001-05-16Paper
Estimation of dynamic and ARCH Tobit models1999-11-08Paper
https://portal.mardi4nfdi.de/entity/Q27046921999-01-01Paper
The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations1997-12-14Paper
Simulation estimation of dynamic switching regression and dynamic disequilibrium models - some Monte Carlo results1997-08-12Paper
A smooth likelihood simulator for dynamic disequilibrium models1997-08-12Paper
Semiparametric maximum likelihood estimation of polychotomous and sequential choice models1995-06-29Paper
Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data1995-06-21Paper
Semiparametric instrumental variable estimation of simultaneous equation sample selection models1995-06-18Paper
Rational expectations in limited dependent variable models1995-01-12Paper
Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules1994-10-16Paper
Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables1993-04-01Paper
Discrete/continuous models of consumer demand with binding nonnegativity constraints1993-02-04Paper
https://portal.mardi4nfdi.de/entity/Q40157271993-01-16Paper
Non-parametric testing of discrete panel data models1987-01-01Paper
The specification of multi-market disequilibrium econometric models1986-01-01Paper
Specification testing when score test statistics are identically zero1986-01-01Paper
Microeconometric Demand System with Binding Nonnegativity Constraints: The Dual Approach1986-01-01Paper
Specification Test for Poisson Regression Models1986-01-01Paper
The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model1985-01-01Paper
Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models1984-01-01Paper
Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity1984-01-01Paper
Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability1984-01-01Paper
Testing the Normality Assumption in Limited Dependent Variable Models1984-01-01Paper
A test for distributional assumptions for the stochastic frontier functions1983-01-01Paper
Generalized Econometric Models with Selectivity1983-01-01Paper
Test for normality in the econometric disequilibrium markets model1982-01-01Paper
Specification error in multinomial logit models. Analysis of the omitted variable bias1982-01-01Paper
Some Approaches to the Correction of Selectivity Bias1982-01-01Paper
Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33131711981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39454491981-01-01Paper
Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity1980-01-01Paper
Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent Variables1979-01-01Paper
Estimation of some limited dependent variable models with application to housing demand1978-01-01Paper
Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables1978-01-01Paper
The Theorems of Debreu and Peleg for Ordered Topological Spaces1972-01-01Paper

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