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Lung-Fei Lee - Publications

Affiliations: 
Economics Ohio State University, Columbus, Columbus, OH 
Area:
Finance
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80 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

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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