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Lung-Fei Lee

Affiliations: 
Economics Ohio State University, Columbus, Columbus, OH 
Area:
Finance
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"Lung-Fei Lee"
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Children

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Ji Tao grad student 2005 Ohio State
Yoon H. Oh grad student 2012 Ohio State
Fei Jin grad student 2013 Ohio State
Xi Qu grad student 2013 Ohio State
Xiaoyi Han grad student 2014 Ohio State

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Publications

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Han X, Lee L, Xu X. (2020) Large Sample Properties Of Bayesian Estimation Of Spatial Econometric Models Econometric Theory. 1-39
Jin F, Lee L. (2020) Efficient Two-Step Generalized Empirical Likelihood Estimation And Tests With Martingale Differences Econometric Theory. 1-40
Qu X, Lee L, Yang C. (2020) Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables Journal of Econometrics
Yang K, Lee L. (2020) Estimation of dynamic panel spatial vector autoregression: Stability and spatial multivariate cointegration Journal of Econometrics
Jeong H, Lee L. (2020) Spatial dynamic models with intertemporal optimization: Specification and estimation Journal of Econometrics. 218: 82-104
Jin F, Lee L. (2020) Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances Economics Letters. 194: 109397
Jin F, Lee L, Yu J. (2020) First difference estimation of spatial dynamic panel data models with fixed effects Economics Letters. 189: 109010
Yang K, Lee L. (2019) Identification and estimation of spatial dynamic panel simultaneous equations models Regional Science and Urban Economics. 76: 32-46
Xu X, Lee L. (2019) Theoretical foundations for spatial econometric research Regional Science and Urban Economics. 76: 2-12
Liu T, Lee L. (2019) A likelihood ratio test for spatial model selection Journal of Econometrics. 213: 434-458
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