作者：LungFei Lee俄亥俄州立大学经济系教授
计量经济学会院士
Fellow of Econometric Society
格式：pdf

目录：
Lecture 1: Introduction to Spatial Autoregressive (SAR) Models

LungFei LeePh.D. University of Rochester
Microeconometrics
Theoretical econometrics



Phone:
614-292-5508
Office:
475 Arps Hall
Email:
lflee@ecolan.sbs.ohio-state.edu

LungFei Lee, University Chaired Professor, joined the department in 2000.

Curriculum Vitae
Recent Working Papers:
"Estimation of spatial autoregressive panel data models with ?fixed effects," with Jihai Yu, March 2008.
"Speci?cation and Estimation of Social Interaction Models with Network Structure, Contextual Factors, Correlation and Fixed Effects," with Xiaodong Liu and Xu Lin, January 2008.
"Near Unit Root in the Spatial Autoregressive Model," with Jihai Yu, December 2007.
"Estimation of unit root spatial dynamic panel data models," with Jihai Yu, December 2007.
"Individual Outcomes with Group Effects: The Impact of Gaming on Employment of American Indians," with Patricia Reagan and Robert J. Gitter, July 2007.
"Two-Step Estimation of Endogenous and Exogenous Group Effects," with Qingyan Shang, August 2007.
"Binary Choice Models with Social Interactions under Heterogeneous Rational Expectations," with Ji Li and Xu Lin, September 2007.
"Quasi-Maximum Likelihood Estimators For Spatial Dynamic Panel Data With Fixed Effects When Both n and T Are Large: A Nonstationary Case," with Jihai Yu and Robert de Jong, August 2007.
"Dynamic Discrete Choice Models with Lagged Social Interactions: with an Application to a Signaling Game Experiment," with Xiaodong Liu and John Kagel, June 2006.
"Improved Efficient Quasi Maximum Likelihood Estimator of Spatial Autoregressive Models," with Xiaodong Liu and Christopher R. Bollinger, September 2006.
"A C(alpha)-type Gradient Test in the GMM Approach," July 2005.
"Classical Inference with ML and GMM Estimates with Various Rates of Convergence," June 2005
"Asymptotic Distributions Of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models", and Appendix, April 2004.
Back to:
Main Page
|
Faculty Directory