Lung-fei Lee

发表

Simulation Estimation of Dynamic Discrete Choice Panel Models with Accelerated Importance Samplers

Wei Zhang, Lung-fei Lee, Lung-fei Lee, 2004 .

Spatial dynamic models with intertemporal optimization: Specification and estimation

Lung-fei Lee, Hanbat Jeong, Lung-fei Lee, 2020 .

Specification and Estimation of Social Interaction Models with Network Structures

Xiaodong Liu, Lung-fei Lee, Xu Lin, 2010 .

Estimation of dynamic and ARCH Tobit models

Lung-fei Lee, Lung-fei Lee, 1999 .

Specification and estimation of count data regression and sample selection models : a counting process and waiting time approach.

Lung-fei Lee, 1996 .

A Social Interactions Model with Endogenous Friendship Formation and

Lung-fei Lee, Chih-Sheng Hsieh, Lung-fei Lee, 2016 .

GMM estimation of the spatial autoregressive model in a system of interrelated networks

Wei Wang, Lung-fei Lee, Yan Bao, 2018 .

Specification and estimation of network formation and network interaction models with the exponential probability distribution

Lung-fei Lee, Vincent Boucher, Chih-Sheng Hsieh, 2020 .

Efficient Estimation of Dynamic Error Components Models with Panel Data

Lung-fei Lee, Lung-fei Lee, 1979 .

Spatial dynamic panel data models with interactive fixed effects

Lung-fei Lee, Wei Shi, Lung-fei Lee, 2017 .

Identification of Spatial Durbin Panel Models

Lung-fei Lee, Jihai Yu, Lung-fei Lee, 2016 .

Estimating a spatial autoregressive model with an endogenous spatial weight matrix

Xi Qu, Lung-fei Lee, Lung-fei Lee, 2015 .

Identification and estimation of econometric models with group interactions, contextual factors and fixed effects

Lung-fei Lee, Lung-fei Lee, 2007 .

Tobit models with social interactions: Complete vs incomplete information

Xi Qu, Lung-fei Lee, Lung-fei Lee, 2018, Regional Science and Urban Economics.

A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS

Lung-fei Lee, Jihai Yu, Lung-fei Lee, 2009, Econometric Theory.

Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data

Lung-fei Lee, Lung-fei Lee, 1981 .

Binary choice under social interactions: an empirical study with and without subjective data on expectations

Lung-fei Lee, Ji Li, 2009 .

POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ2 APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL

Lung-fei Lee, Lung-fei Lee, 2009, Econometric Theory.

On the first and second moments of the truncated multi-normal distribution and a simple estimator

Lung-fei Lee, Lung-fei Lee, 1979 .

Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models

Lung-fei Lee, Lung-fei Lee, 2004 .

Binary Choice Models with Social Network under Heterogeneous Rational Expectations

Lung-fei Lee, Lung-fei Lee, Xu Lin, 2014, Review of Economics and Statistics.

GMM estimation of spatial autoregressive models with unknown heteroskedasticity

Lung-fei Lee, Lung-fei Lee, Xu Lin, 2010 .

GMM and 2SLS estimation of mixed regressive, spatial autoregressive models

Lung-fei Lee, Lung-fei Lee, 2007 .

Non-parametric testing of discrete panel data models

Lung-fei Lee, Lung-fei Lee, 1987 .

Some recent developments in spatial panel data models

Lung-fei Lee, Jihai Yu, Lung-fei Lee, 2010 .

ASYMPTOTIC DISTRIBUTIONS OF QUASI-MAXIMUM LIKELIHOOD

Lung-fei Lee, Lung-fei Lee, 2004 .

Quasi-Maximum Likelihood Estimators For Spatial Dynamic Panel Data With Fixed Eects When Both n and T Are Large: A Nonstationary Case

Lung-fei Lee, Jihai Yu, Lung-fei Lee, 2007 .

EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES

Lung-fei Lee, Lung-fei Lee, Xiaodong Liu, 2009, Econometric Theory.

QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices

Xi Qu, Lung-fei Lee, Jihai Yu, 2017 .

Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules

Lung-fei Lee, Lung-fei Lee, 1994 .

A Uni ed Estimation Approach for Spatial Dynamic Panel Data Models : Stability , Spatial Cointegration and Explosive Roots

Lung-fei Lee, Jihai Yu, Lung-fei Lee, 2009 .

Exploring Spatial Dependence-Starting from Moran's I and the APLE Statistics

Lung-fei Lee, Fei Jin, 2010 .

A smooth likelihood simulator for dynamic disequilibrium models

Lung-fei Lee, Lung-fei Lee, 1997 .

STATISTICAL INFERENCE WITH SIMULATED LIKELIHOOD FUNCTIONS

Lung-fei Lee, Lung-fei Lee, 1999, Econometric Theory.

Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models

Lung-fei Lee, Lung-fei Lee, Fei Jin, 2012 .

ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS

Lung-fei Lee, Jihai Yu, Lung-fei Lee, 2010, Econometric Theory.

Technical Training and Earnings: A Polychotomous Choice Model with Selectivity

Lung-fei Lee, Robert P. Trost, Lung-fei Lee, 1984 .

Simultaneous Equations Models with Discrete and Censored Variables

Lung-fei Lee, Lung-fei Lee, 1981 .

Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix

Lung-fei Lee, Lung-fei Lee, 1993, Econometric Theory.

Maximum likelihood estimation of a spatial autoregressive Tobit model

Lung-fei Lee, Lung-fei Lee, Xingbai Xu, 2015 .

Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity

Lung-fei Lee, G. S. Maddala, Lung-fei Lee, 1980 .

The determination of moments of the doubly truncated multivariate normal tobit model

Lung-fei Lee, Lung-fei Lee, 1983 .

Semiparametric maximum likelihood estimation of polychotomous and sequential choice models

Lung-fei Lee, Lung-fei Lee, 1995 .

Switching Regression Models with Imperfect Sample Separation Information-With an Application on Cartel Stability

Lung-fei Lee, Robert H. Porter, R. Porter, 1984 .

Efficient GMM estimation of spatial dynamic panel data models with fixed effects

Lung-fei Lee, Jihai Yu, Lung-fei Lee, 2014 .

CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS

Lung-fei Lee, Lung-fei Lee, 2002, Econometric Theory.

Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data

Lung-fei Lee, Jungsywan H. Sepanski, Lung-fei Lee, 1995 .

Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large

Lung-fei Lee, Jihai Yu, Lung-fei Lee, 2008 .

The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models

Lung-fei Lee, Lung-fei Lee, 2007 .

Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results

Lung-fei Lee, Lung-fei Lee, 1997 .

Identification and QML Estimation of Multivariate and Simultaneous Spatial Autoregressive Models ∗

Lung-fei Lee, Kai Yang, 2015 .

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

Lung-fei Lee, Lung-fei Lee, Fei Jin, 2015 .

Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models

Lung-fei Lee, Kai Yang, Lung-fei Lee, 2017 .

Semiparametric estimation of nonlinear errors-in-variables models with validation study

Lung-fei Lee, Jungsywan H. Sepanski, Lung-fei Lee, 1995 .

GMM estimation of social interaction models with centrality

Lung-fei Lee, Lung-fei Lee, Xiaodong Liu, 2010 .

Recursive Models with Qualitative Endogenous Variables

Lung-fei Lee, G. S. Maddala, Lung-fei Lee, 1976 .

Spatial Nonstationarity and Spurious Regression: the Case with a Row-normalized Spatial Weights Matrix

Lung-fei Lee, Jihai Yu, Lung-fei Lee, 2009 .

Estimation of some limited dependent variable models with application to housing demand

Lung-fei Lee, Robert P. Trost, Lung-fei Lee, 1978 .

Amemiya's Generalized Least Squares and Tests of Overidentification in Simultaneous Equation Models with Qualitative or Limited Dependent Variables

Lung-fei Lee, Lung-fei Lee, 1992 .

Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration

Lung-fei Lee, Jihai Yu, Lung-fei Lee, 2012 .

Estimation of spatial autoregressive panel data models with fixed effects

Lung-fei Lee, Jihai Yu, Lung-fei Lee, 2010 .

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

Xi Qu, Lung-fei Lee, Lung-fei Lee, 2012 .

Asymptotic Bias in Simulated Maximum Likelihood Estimation of Discrete Choice Models

Lung-fei Lee, Lung-fei Lee, 1995, Econometric Theory.

Estimation of Spatial Autoregressive Models with Randomly Missing Data in the Dependent Variable

Lung-fei Lee, Wei Wang, Lung-fei Lee, 2013 .

An efficient GMM estimator of spatial autoregressive models

Lung-fei Lee, Christopher R. Bollinger, Lung-fei Lee, 2010 .

Simulated Maximum Likelihood Estimation of Dynamic Discrete Choice Statistical Models Some Monte Carlo Results

Lung-fei Lee, Lung-fei Lee, 1997 .