Year |
Citation |
Score |
2020 |
Han X, Lee L, Xu X. Large Sample Properties Of Bayesian Estimation Of Spatial Econometric Models Econometric Theory. 1-39. DOI: 10.1017/S0266466620000286 |
0.51 |
|
2020 |
Jin F, Lee L. Efficient Two-Step Generalized Empirical Likelihood Estimation And Tests With Martingale Differences Econometric Theory. 1-40. DOI: 10.1017/S0266466620000249 |
0.603 |
|
2020 |
Qu X, Lee L, Yang C. Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.05.011 |
0.674 |
|
2020 |
Yang K, Lee L. Estimation of dynamic panel spatial vector autoregression: Stability and spatial multivariate cointegration Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.05.010 |
0.537 |
|
2020 |
Jeong H, Lee L. Spatial dynamic models with intertemporal optimization: Specification and estimation Journal of Econometrics. 218: 82-104. DOI: 10.1016/J.Jeconom.2019.10.012 |
0.54 |
|
2020 |
Jin F, Lee L. Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances Economics Letters. 194: 109397. DOI: 10.1016/J.Econlet.2020.109397 |
0.669 |
|
2020 |
Jin F, Lee L, Yu J. First difference estimation of spatial dynamic panel data models with fixed effects Economics Letters. 189: 109010. DOI: 10.1016/J.Econlet.2020.109010 |
0.667 |
|
2019 |
Yang K, Lee L. Identification and estimation of spatial dynamic panel simultaneous equations models Regional Science and Urban Economics. 76: 32-46. DOI: 10.1016/J.Regsciurbeco.2018.07.010 |
0.533 |
|
2019 |
Xu X, Lee L. Theoretical foundations for spatial econometric research Regional Science and Urban Economics. 76: 2-12. DOI: 10.1016/J.Regsciurbeco.2018.04.002 |
0.454 |
|
2019 |
Liu T, Lee L. A likelihood ratio test for spatial model selection Journal of Econometrics. 213: 434-458. DOI: 10.1016/J.Jeconom.2019.07.001 |
0.541 |
|
2019 |
Jin F, Lee L. GEL estimation and tests of spatial autoregressive models Journal of Econometrics. 208: 585-612. DOI: 10.1016/J.Jeconom.2018.07.007 |
0.652 |
|
2018 |
Jin F, Lee L. Lasso Maximum Likelihood Estimation of Parametric Models with Singular Information Matrices Econometrics. 6: 8. DOI: 10.3390/Econometrics6010008 |
0.623 |
|
2018 |
Yang C, Lee L, Qu X. Tobit models with social interactions: Complete vs incomplete information Regional Science and Urban Economics. 73: 30-50. DOI: 10.1016/J.Regsciurbeco.2018.07.007 |
0.562 |
|
2018 |
Wang W, Lee L, Bao Y. GMM estimation of the spatial autoregressive model in a system of interrelated networks Regional Science and Urban Economics. 69: 167-198. DOI: 10.1016/J.Regsciurbeco.2018.01.008 |
0.502 |
|
2018 |
Jin F, Lee L. Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model Journal of Econometrics. 206: 336-358. DOI: 10.1016/J.Jeconom.2018.06.005 |
0.663 |
|
2018 |
Shi W, Lee L. The effects of gun control on crimes: a spatial interactive fixed effects approach Empirical Economics. 55: 233-263. DOI: 10.1007/S00181-017-1415-2 |
0.371 |
|
2017 |
Wang W, Lee L. GMM estimation of spatial panel data models with common factors and a general space–time filter Spatial Economic Analysis. 13: 247-269. DOI: 10.1080/17421772.2017.1353128 |
0.539 |
|
2017 |
Shi W, Lee L. A spatial panel data model with time varying endogenous weights matrices and common factors Regional Science and Urban Economics. 72: 6-34. DOI: 10.1016/J.Regsciurbeco.2017.03.007 |
0.513 |
|
2017 |
Jin F, Lee L. Outer-product-of-gradients tests for spatial autoregressive models Regional Science and Urban Economics. 72: 35-57. DOI: 10.1016/J.Regsciurbeco.2017.03.006 |
0.638 |
|
2017 |
Cheng W, Lee L. Testing endogeneity of spatial and social networks Regional Science and Urban Economics. 64: 81-97. DOI: 10.1016/J.Regsciurbeco.2017.03.005 |
0.463 |
|
2017 |
Xu X, Lee L. Sieve maximum likelihood estimation of the spatial autoregressive Tobit model Journal of Econometrics. 203: 96-112. DOI: 10.1016/J.Jeconom.2017.10.008 |
0.53 |
|
2017 |
Shi W, Lee L. Spatial dynamic panel data models with interactive fixed effects Journal of Econometrics. 197: 323-347. DOI: 10.1016/J.Jeconom.2016.12.001 |
0.501 |
|
2017 |
Yang C, Lee L. Social interactions under incomplete information with heterogeneous expectations Journal of Econometrics. 198: 65-83. DOI: 10.1016/J.Jeconom.2016.11.010 |
0.391 |
|
2017 |
Qu X, Lee L, Yu J. QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices Journal of Econometrics. 197: 173-201. DOI: 10.1016/J.Jeconom.2016.11.004 |
0.663 |
|
2017 |
Yang K, Lee L. Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models Journal of Econometrics. 196: 196-214. DOI: 10.1016/J.Jeconom.2016.04.019 |
0.493 |
|
2016 |
Qu X, Wang X, Lee L. Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small Econometrics Journal. 19: 261-290. DOI: 10.1111/Ectj.12069 |
0.666 |
|
2016 |
Han X, Lee LF. Bayesian Analysis of Spatial Panel Autoregressive Models With Time-Varying Endogenous Spatial Weight Matrices, Common Factors, and Random Coefficients Journal of Business and Economic Statistics. 34: 642-660. DOI: 10.1080/07350015.2016.1167058 |
0.586 |
|
2016 |
Lee LF, Yu J. Identification of Spatial Durbin Panel Models Journal of Applied Econometrics. 31: 133-162. DOI: 10.1002/Jae.2450 |
0.519 |
|
2015 |
Xu X, Lee L. Maximum likelihood estimation of a spatial autoregressive Tobit model Journal of Econometrics. 188: 264-280. DOI: 10.1016/J.Jeconom.2015.05.004 |
0.558 |
|
2015 |
Debarsy N, Jin F, Lee L. Large sample properties of the matrix exponential spatial specification with an application to FDI Journal of Econometrics. 188: 1-21. DOI: 10.1016/J.Jeconom.2015.02.046 |
0.67 |
|
2015 |
Xu X, Lee L. A spatial autoregressive model with a nonlinear transformation of the dependent variable Journal of Econometrics. 186: 1-18. DOI: 10.1016/J.Jeconom.2014.12.005 |
0.511 |
|
2015 |
Jin F, Lee L. On the bootstrap for Moran’s I test for spatial dependence Journal of Econometrics. 184: 295-314. DOI: 10.1016/J.Jeconom.2014.09.005 |
0.628 |
|
2015 |
Qu X, Lee LF. Estimating a spatial autoregressive model with an endogenous spatial weight matrix Journal of Econometrics. 184: 209-232. DOI: 10.1016/J.Jeconom.2014.08.008 |
0.687 |
|
2015 |
Lee L, Yu J. Estimation of fixed effects panel regression models with separable and nonseparable space–time filters Journal of Econometrics. 184: 174-192. DOI: 10.1016/J.Jeconom.2014.08.006 |
0.488 |
|
2014 |
Tao J, Lee L. A social interaction model with an extreme order statistic Econometrics Journal. 17: 197-240. DOI: 10.1111/Ectj.12031 |
0.63 |
|
2014 |
Lee L, Yu J. Efficient GMM estimation of spatial dynamic panel data models with fixed effects Journal of Econometrics. 180: 174-197. DOI: 10.1016/J.Jeconom.2014.03.003 |
0.535 |
|
2013 |
Jin F, Lee L. Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments Econometrics. 1: 71-114. DOI: 10.3390/Econometrics1010071 |
0.647 |
|
2013 |
Wang W, Lee L. Estimation of spatial autoregressive models with randomly missing data in the dependent variable The Econometrics Journal. 16: 73-102. DOI: 10.1111/J.1368-423X.2012.00388.X |
0.495 |
|
2013 |
Lee L, Yu J. Near Unit Root in the Spatial Autoregressive Model Spatial Economic Analysis. 8: 314-351. DOI: 10.1080/17421772.2012.760134 |
0.497 |
|
2013 |
Liu X, Lee L. Two-Stage Least Squares Estimation of Spatial Autoregressive Models with Endogenous Regressors and Many Instruments Econometric Reviews. 32: 734-753. DOI: 10.1080/07474938.2013.741018 |
0.509 |
|
2013 |
Han X, Lee L. Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags Regional Science and Urban Economics. 43: 816-837. DOI: 10.1016/J.Regsciurbeco.2013.04.006 |
0.641 |
|
2013 |
Jin F, Lee L. Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances Regional Science and Urban Economics. 43: 590-616. DOI: 10.1016/J.Regsciurbeco.2013.03.003 |
0.592 |
|
2013 |
Wang W, Lee L. Estimation of spatial panel data models with randomly missing data in the dependent variable Regional Science and Urban Economics. 43: 521-538. DOI: 10.1016/J.Regsciurbeco.2013.02.001 |
0.527 |
|
2013 |
Qu X, Lee L. Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model Regional Science and Urban Economics. 43: 307-321. DOI: 10.1016/J.Regsciurbeco.2012.07.010 |
0.628 |
|
2013 |
Han X, Lee L. Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model ☆ Regional Science and Urban Economics. 43: 250-271. DOI: 10.1016/J.Regsciurbeco.2012.07.005 |
0.596 |
|
2012 |
Lee L, Yu J. Spatial Panels: Random Components Versus Fixed Effects International Economic Review. 53: 1369-1412. DOI: 10.1111/J.1468-2354.2012.00724.X |
0.504 |
|
2012 |
Lee L, Yu J. QML Estimation of Spatial Dynamic Panel Data Models with Time Varying Spatial Weights Matrices Spatial Economic Analysis. 7: 31-74. DOI: 10.1080/17421772.2011.647057 |
0.515 |
|
2012 |
Jin F, Lee L. Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models Regional Science and Urban Economics. 42: 446-458. DOI: 10.1016/J.Regsciurbeco.2011.12.004 |
0.67 |
|
2012 |
Qu X, Lee Lf. LM tests for spatial correlation in spatial models with limited dependent variables Regional Science and Urban Economics. 42: 430-445. DOI: 10.1016/J.Regsciurbeco.2011.11.001 |
0.627 |
|
2012 |
Yu J, Jong Rd, Lee L. Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration Journal of Econometrics. 167: 16-37. DOI: 10.1016/J.Jeconom.2011.05.014 |
0.525 |
|
2012 |
Liu X, Kagel JH, Lee LF. Learning from peers in signaling game experiments Journal of Applied Econometrics. 27: 1037-1058. DOI: 10.1002/Jae.1253 |
0.387 |
|
2011 |
Shang Q, Lee Lf. Two-step estimation of endogenous and exogenous group effects Econometric Reviews. 30: 173-207. DOI: 10.1080/07474938.2011.534039 |
0.411 |
|
2010 |
Yu J, Lee L. Estimation Of Unit Root Spatial Dynamic Panel Data Models Econometric Theory. 26: 1332-1362. DOI: 10.1017/S0266466609990600 |
0.516 |
|
2010 |
Lee L, Yu J. A Spatial Dynamic Panel Data Model With Both Time And Individual Fixed Effects Econometric Theory. 26: 564-597. DOI: 10.1017/S0266466609100099 |
0.418 |
|
2010 |
Lee L. POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ2 APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL Econometric Theory. 26: 260-299. DOI: 10.1017/S0266466609090677 |
0.468 |
|
2010 |
Lee L, Yu J. Some recent developments in spatial panel data models Regional Science and Urban Economics. 40: 255-271. DOI: 10.1016/J.Regsciurbeco.2009.09.002 |
0.487 |
|
2010 |
Liu X, Lee L, Bollinger CR. An efficient GMM estimator of spatial autoregressive models Journal of Econometrics. 159: 303-319. DOI: 10.1016/J.Jeconom.2010.08.001 |
0.517 |
|
2010 |
Liu X, Lee L. GMM estimation of social interaction models with centrality Journal of Econometrics. 159: 99-115. DOI: 10.1016/J.Jeconom.2010.04.009 |
0.435 |
|
2009 |
Li J, Lee L. Binary choice under social interactions: an empirical study with and without subjective data on expectations Journal of Applied Econometrics. 24: 257-281. DOI: 10.1002/Jae.1035 |
0.33 |
|
2008 |
Yu J, Jong Rd, Lee L. Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large Journal of Econometrics. 146: 118-134. DOI: 10.1016/J.Jeconom.2008.08.002 |
0.392 |
|
2004 |
Zhang W, Lee L. Simulation Estimation of Dynamic Discrete Choice Panel Models with Accelerated Importance Samplers Econometrics Journal. 7: 120-142. DOI: 10.1111/J.1368-423X.2004.00124.X |
0.435 |
|
2000 |
Lee L. A numerically stable quadrature procedure for the one-factor random-component discrete choice model Journal of Econometrics. 95: 117-129. DOI: 10.1016/S0304-4076(99)00032-9 |
0.384 |
|
1999 |
Lee L. Statistical Inference With Simulated Likelihood Functions Econometric Theory. 15: 337-360. DOI: 10.1017/S0266466699153039 |
0.369 |
|
1999 |
Lee L. Estimation of dynamic and ARCH Tobit models Journal of Econometrics. 92: 355-390. DOI: 10.1016/S0304-4076(98)00095-5 |
0.444 |
|
1998 |
Chen S, Lee L. Efficient Semiparametric Scoring Estimation Of Sample Selection Models Econometric Theory. 14: 423-462. DOI: 10.1017/S026646669814402X |
0.472 |
|
1997 |
Lee L. Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results Journal of Econometrics. 78: 179-204. DOI: 10.1016/S0304-4076(97)80009-7 |
0.398 |
|
1997 |
Lee L, Rosenzweig MR, Pitt MM. The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations Journal of Econometrics. 77: 209-235. DOI: 10.1016/S0304-4076(96)01813-1 |
0.301 |
|
1997 |
Lee L. A smooth likelihood simulator for dynamic disequilibrium models Journal of Econometrics. 78: 257-294. DOI: 10.1016/S0304-4076(96)00013-9 |
0.375 |
|
1997 |
Lee L. A simulated likelihood estimator for qualitative response models with sufficient statistics Economics Letters. 57: 23-32. DOI: 10.1016/S0165-1765(97)81875-7 |
0.432 |
|
1995 |
Lee L. The Computation of Opportunity Costs in Polychotomous Choice Models with Selectivity The Review of Economics and Statistics. 77: 423-435. DOI: 10.2307/2109905 |
0.326 |
|
1995 |
Sepanski JH, Lee LF. Semiparametric estimation of nonlinear errors-in-variables models with validation study Journal of Nonparametric Statistics. 4: 365-394. DOI: 10.1080/10485259508832627 |
0.375 |
|
1995 |
Lee L. Asymptotic Bias in Simulated Maximum Likelihood Estimation of Discrete Choice Models Econometric Theory. 11: 437-483. DOI: 10.1017/S0266466600009361 |
0.457 |
|
1992 |
Chiang J, Lee LF. Discrete/continuous models of consumer demand with binding nonnegativity constraints Journal of Econometrics. 54: 79-93. DOI: 10.1016/0304-4076(92)90100-6 |
0.367 |
|
1987 |
Lee L, Pitt MM. Microeconometric Models of Rationing, Imperfect Markets, and Non-Negativity Constraints Journal of Econometrics. 36: 89-110. DOI: 10.1016/0304-4076(87)90045-5 |
0.397 |
|
1986 |
Lee L, Chesher A. Specification testing when score test statistics are identically zero Journal of Econometrics. 31: 121-149. DOI: 10.1016/0304-4076(86)90045-X |
0.352 |
|
1985 |
Cosslett SR, Lee LF. Serial correlation in latent discrete variable models Journal of Econometrics. 27: 79-97. DOI: 10.1016/0304-4076(85)90045-4 |
0.479 |
|
1984 |
Lee L, Porter RH. Switching Regression Models with Imperfect Sample Separation Information-With an Application on Cartel Stability Econometrica. 52: 391-418. DOI: 10.2307/1911495 |
0.414 |
|
1982 |
Lee L. Some Approaches to the Correction of Selectivity Bias The Review of Economic Studies. 49: 355-372. DOI: 10.2307/2297361 |
0.396 |
|
1980 |
Lee L, Maddala GS, Trost R. Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity Econometrica. 48: 491-503. DOI: 10.2307/1911112 |
0.386 |
|
1979 |
Tyler WG, Lee L. On Estimating Stochastic Frontier Production Functions and Average Efficiency: An Empirical Analysis with Colombian Micro Data The Review of Economics and Statistics. 61: 436-438. DOI: 10.2307/1926074 |
0.371 |
|
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