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Lung-Fei Lee

Global rank #58 99%

Institution: Ohio State University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1978

Most Recent: 2020

RePEc ID: ple74 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 8.71 10.05 0.00 27.82
All Time 2.01 71.05 41.89 0.00 201.42

Publication Statistics

Raw Publications 98
Coauthorship-Adjusted Count 134.30

Publications (98)

Year Article Journal Tier Authors
2020 First difference estimation of spatial dynamic panel data models with fixed effects Economics Letters C 3
2019 GEL estimation and tests of spatial autoregressive models Journal of Econometrics A 2
2019 A likelihood ratio test for spatial model selection Journal of Econometrics A 2
2019 Theoretical foundations for spatial econometric research Regional Science and Urban Economics B 2
2019 Identification and estimation of spatial dynamic panel simultaneous equations models Regional Science and Urban Economics B 2
2018 Sieve maximum likelihood estimation of the spatial autoregressive Tobit model Journal of Econometrics A 2
2018 Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model Journal of Econometrics A 2
2018 GMM estimation of the spatial autoregressive model in a system of interrelated networks Regional Science and Urban Economics B 3
2018 Outer-product-of-gradients tests for spatial autoregressive models Regional Science and Urban Economics B 2
2018 A spatial panel data model with time varying endogenous weights matrices and common factors Regional Science and Urban Economics B 2
2018 Strategical interactions on municipal public safety spending with correlated private information Regional Science and Urban Economics B 2
2018 Tobit models with social interactions: Complete vs incomplete information Regional Science and Urban Economics B 3
2017 Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models Journal of Econometrics A 2
2017 QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices Journal of Econometrics A 3
2017 Spatial dynamic panel data models with interactive fixed effects Journal of Econometrics A 2
2017 Social interactions under incomplete information with heterogeneous expectations Journal of Econometrics A 2
2017 Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach Regional Science and Urban Economics B 3
2017 Testing endogeneity of spatial and social networks Regional Science and Urban Economics B 2
2016 Bayesian Analysis of Spatial Panel Autoregressive Models With Time-Varying Endogenous Spatial Weight Matrices, Common Factors, and Random Coefficients Journal of Business & Economic Statistics A 2
2016 Identification of Spatial Durbin Panel Models Journal of Applied Econometrics B 2
2016 A Social Interactions Model with Endogenous Friendship Formation and Selectivity Journal of Applied Econometrics B 2
2015 Large sample properties of the matrix exponential spatial specification with an application to FDI Journal of Econometrics A 3
2015 Estimation of fixed effects panel regression models with separable and nonseparable space–time filters Journal of Econometrics A 2
2015 Estimating a spatial autoregressive model with an endogenous spatial weight matrix Journal of Econometrics A 2
2015 On the bootstrap for Moran’s I test for spatial dependence Journal of Econometrics A 2
2015 A spatial autoregressive model with a nonlinear transformation of the dependent variable Journal of Econometrics A 2
2015 Maximum likelihood estimation of a spatial autoregressive Tobit model Journal of Econometrics A 2
2014 Efficient GMM estimation of spatial dynamic panel data models with fixed effects Journal of Econometrics A 2
2014 Binary Choice Models with Social Network under Heterogeneous Rational Expectations Review of Economics and Statistics A 3
2013 Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model Regional Science and Urban Economics B 2
2013 Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model Regional Science and Urban Economics B 2
2013 Estimation of spatial panel data models with randomly missing data in the dependent variable Regional Science and Urban Economics B 2
2013 Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances Regional Science and Urban Economics B 2
2013 Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags Regional Science and Urban Economics B 2
2012 Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration Journal of Econometrics A 3
2012 Learning from peers in signaling game experiments Journal of Applied Econometrics B 3
2012 LM tests for spatial correlation in spatial models with limited dependent variables Regional Science and Urban Economics B 2
2012 Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models Regional Science and Urban Economics B 2
2012 SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS International Economic Review B 2
2010 An efficient GMM estimator of spatial autoregressive models Journal of Econometrics A 3
2010 EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES Econometric Theory B 2
2010 POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ2 APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL Econometric Theory B 1
2010 A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS Econometric Theory B 2
2010 ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS Econometric Theory B 2
2010 Estimation of spatial autoregressive panel data models with fixed effects Journal of Econometrics A 2
2010 GMM estimation of spatial autoregressive models with unknown heteroskedasticity Journal of Econometrics A 2
2010 GMM estimation of social interaction models with centrality Journal of Econometrics A 2
2010 Some recent developments in spatial panel data models Regional Science and Urban Economics B 2
2008 Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large Journal of Econometrics A 3
2007 GMM and 2SLS estimation of mixed regressive, spatial autoregressive models Journal of Econometrics A 1
2007 The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models Journal of Econometrics A 1
2007 Identification and estimation of econometric models with group interactions, contextual factors and fixed effects Journal of Econometrics A 1
2002 CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS Econometric Theory B 1
2001 ON THE RANGE OF CORRELATION COEFFICIENTS OF BIVARIATE ORDERED DISCRETE RANDOM VARIABLES Econometric Theory B 1
2001 INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION Econometric Theory B 1
2000 A numerically stable quadrature procedure for the one-factor random-component discrete choice model Journal of Econometrics A 1
1999 STATISTICAL INFERENCE WITH SIMULATED LIKELIHOOD FUNCTIONS Econometric Theory B 1
1999 Estimation of dynamic and ARCH Tobit models Journal of Econometrics A 1
1998 EFFICIENT SEMIPARAMETRIC SCORING ESTIMATION OF SAMPLE SELECTION MODELS Econometric Theory B 2
1997 A simulated likelihood estimator for qualitative response models with sufficient statistics Economics Letters C 1
1997 The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations Journal of Econometrics A 3
1997 Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results Journal of Econometrics A 1
1997 A smooth likelihood simulator for dynamic disequilibrium models Journal of Econometrics A 1
1997 Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results Journal of Econometrics A 1
1995 Asymptotic Bias in Simulated Maximum Likelihood Estimation of Discrete Choice Models Econometric Theory B 1
1995 Semiparametric maximum likelihood estimation of polychotomous and sequential choice models Journal of Econometrics A 1
1995 The Computation of Opportunity Costs in Polychotomous Choice Models with Selectivity. Review of Economics and Statistics A 1
1994 Rational expectations in limited dependent variable models Economics Letters C 1
1994 Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules Journal of Econometrics A 1
1994 Semiparametric instrumental variable estimation of simultaneous equation sample selection models Journal of Econometrics A 1
1993 Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix Econometric Theory B 1
1992 Discrete/continuous models of consumer demand with binding nonnegativity constraints Journal of Econometrics A 2
1992 Semiparametic Nonlinear Least-Squares Estimation of Truncated Regression Models Econometric Theory B 1
1992 On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models Econometric Theory B 1
1987 Non-parametric testing of discrete panel data models Journal of Econometrics A 1
1987 Microeconometric models of rationing, imperfect markets, and non-negativity constraints Journal of Econometrics A 2
1986 Specification testing when score test statistics are identically zero Journal of Econometrics A 2
1986 The specification of multi-market disequilibrium econometric models Journal of Econometrics A 1
1985 Serial correlation in latent discrete variable models Journal of Econometrics A 2
1984 Regime classifications in the disequilibrium market models Economics Letters C 1
1984 The likelihood function and a test for serial correlation in a disequilibrium market model Economics Letters C 1
1984 Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models Journal of Econometrics A 1
1984 Technical Training and Earnings: A Polychotomous Choice Model with Selectivity. Review of Economics and Statistics A 2
1983 The determination of moments of the doubly truncated multivariate normal tobit model Economics Letters C 1
1983 A test for distributional assumptions for the stochastic frontier functions Journal of Econometrics A 1
1983 On maximum likelihood estimation of stochastic frontier production models Journal of Econometrics A 1
1982 Test for normality in the econometric disequilibrium markets model Journal of Econometrics A 1
1982 Specification error in multinomial logit models : Analysis of the omitted variable bias Journal of Econometrics A 1
1982 Some Approaches to the Correction of Selectivity Bias Review of Economic Studies S 1
1981 The measurement and sources of technical inefficiency in the Indonesian weaving industry Journal of Development Economics A 2
1981 Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data Journal of Econometrics A 1
1979 On the first and second moments of the truncated multi-normal distribution and a simple estimator Economics Letters C 1
1979 Mixed logit and fully recursive logit models Economics Letters C 1
1979 On comparisons of normal and logistic models in the bivariate dichotomous analysis Economics Letters C 1
1979 On the generalized Berkson's estimator in the general qualitative response model Economics Letters C 1
1979 On Estimating Stochastic Frontier Production Functions and Average Efficiency: An Empirical Analysis with Colombian Micro Data. Review of Economics and Statistics A 2
1978 The stochastic frontier production function and average efficiency : An empirical analysis Journal of Econometrics A 2
1978 Estimation of some limited dependent variable models with application to housing demand Journal of Econometrics A 2