Zobrazeno 1 - 10
of 232
pro vyhledávání: '"Lung-Fei Lee"'
Autor:
Fei Jin, Lung-fei Lee
Publikováno v:
Econometrics, Vol 1, Iss 1, Pp 71-114 (2013)
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 impr
Externí odkaz:
https://doaj.org/article/1e286f3d444249ffa68e9c89bf0e78d6
Publikováno v:
Econometric Reviews. 42:157-194
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::24953b6e8c31bc89a2f40c79e4ad0095
https://doi.org/10.1080/07474938.2023.2178087
https://doi.org/10.1080/07474938.2023.2178087
Autor:
Kai Yang, Lung-fei Lee
Publikováno v:
Journal of Econometrics. 221:337-367
This paper introduces dynamic panel spatial vector autoregressive models. We study features of dynamics and spatial interactions that an SVAR model can generate and classify the model into stable or unstable cases by partitioning parameter spaces. Fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::493cbb61a58026cd94b6fa34a6d9c7ee
https://doi.org/10.1016/j.jeconom.2020.05.010
https://doi.org/10.1016/j.jeconom.2020.05.010
Publikováno v:
Journal of Econometrics. 221:180-197
This paper studies the estimation of a cross-sectional spatial autoregressive (SAR) model with spatial weights constructed by bilateral variables like the trade or investment between regions. We model the possible endogeneity in spatial weights due t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fbac77790dd3b5d9f2483c4ae2dcae47
https://doi.org/10.1016/j.jeconom.2020.05.011
https://doi.org/10.1016/j.jeconom.2020.05.011
Autor:
Hanbat Jeong, Lung-fei Lee
Publikováno v:
Journal of Econometrics. 218:82-104
In this paper, we introduce a dynamic spatial interaction econometric model. There are n forward-looking agents of whom each has a parametric linear-quadratic payoff, and they interact with their neighbors through a spatial network. Considering a Mar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7753dbaba984a5e0ff33d97c0e17c093
https://doi.org/10.1016/j.jeconom.2019.10.012
https://doi.org/10.1016/j.jeconom.2019.10.012
Publikováno v:
Econometric Theory. 37:708-746
This paper studies asymptotic properties of a posterior probability density and Bayesian estimators of spatial econometric models in the classical statistical framework. We focus on the high-order spatial autoregressive model with spatial autoregress
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1f26e276930f1fbdf187f1c7e253eca7
https://doi.org/10.1017/s0266466620000286
https://doi.org/10.1017/s0266466620000286
EFFICIENT TWO-STEP GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION AND TESTS WITH MARTINGALE DIFFERENCES
Autor:
Fei Jin, Lung-fei Lee
Publikováno v:
Econometric Theory. 37:573-612
This paper considers two-step generalized empirical likelihood (GEL) estimation and tests with martingale differences when there is a computationally simple $\sqrt n$-consistent estimator of nuisance parameters or the nuisance parameters can be elimi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7227e7500999e2e64dc0100329068d99
https://doi.org/10.1017/s0266466620000249
https://doi.org/10.1017/s0266466620000249
Publikováno v:
Journal of Business & Economic Statistics. 39:849-857
This article presents a methodology for empirically identifying the key player, whose removal from the network leads to the optimal change in aggregate activity level in equilibrium [Ballester, C., Calvó-Armengol, A., and Zenou, Y. (2006), “Who’
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9d23f7b7b8974f05326f3f042956e247
https://doi.org/10.1080/07350015.2020.1737082
https://doi.org/10.1080/07350015.2020.1737082
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9a3b3e394f51ec9fb625e5f2437e28e1
https://doi.org/10.2139/ssrn.4075702
https://doi.org/10.2139/ssrn.4075702