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Details about Lung-Fei Lee

E-mail:
Phone:614-292-5508
Postal address:Department of Economics 410 Arps Hall 1945 N. High St. Columbus, OH 43210-1172
Workplace:Department of Economics, Ohio State University, (more information at EDIRC)

Access statistics for papers by Lung-Fei Lee.

Last updated 2016-10-25. Update your information in the RePEc Author Service.

Short-id: ple74


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Working Papers

2015

  1. Large sample properties of the matrix exponential spatial specification with an application to FDI
    Post-Print, HAL Downloads View citations (1)
    Also in Working Papers, HAL (2014) Downloads
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2014) Downloads

    See also Journal Article in Journal of Econometrics (2015)

2013

  1. Large Sample Properties of the Matrix Exponential Spatial Specification with an Application to FDI (annulé et remplacé par le DR LEO 2014-05)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans

2012

  1. Criminal Networks: Who is the Key Player?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (27)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2012) Downloads View citations (27)
    Research Papers in Economics, Stockholm University, Department of Economics (2011) Downloads View citations (5)

2001

  1. Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads View citations (8)
    See also Journal Article in Annals of Economics and Finance (2001)

1994

  1. Simulated Maximum Likelihood Estimation of Dynamic Discrete Choice Statistical Models--Some Monte Carlo Results
    Working Papers, Michigan - Center for Research on Economic & Social Theory
    See also Journal Article in Journal of Econometrics (1997)

1993

  1. Rational Expectations in Limited Dependent Variable Models
    Working Papers, Michigan - Center for Research on Economic & Social Theory View citations (1)
    See also Journal Article in Economics Letters (1994)
  2. Semiparametric Estimation of Simultaneous Equation Microeconometric Models with Index Restrictions
    Working Papers, Michigan - Center for Research on Economic & Social Theory
    See also Journal Article in The Japanese Economic Review (1998)
  3. Simulated Maximum Likelihood Estimation of Discrete Models With Group Data
    Working Papers, Michigan - Center for Research on Economic & Social Theory
  4. The Computation of Opportunity Costs in Polytomous Choice Models with Selectivity
    Working Papers, Michigan - Center for Research on Economic & Social Theory

1992

  1. Asymptotic Bias in Maximum Simulated Likelihood Estimation of Discrete Choice Models
    Working Papers, Michigan - Center for Research on Economic & Social Theory View citations (2)
  2. Asymptotic Distribution of the Maximum Likelihood Estimator for Stochastic Frontier Function Model with a Singular Information Matrix
    Working Papers, Michigan - Center for Research on Economic & Social Theory
    See also Journal Article in Econometric Theory (1993)
  3. Consistent Estimation of Linear and Nonlinear Errors-in- variables Models with Validation Information
    Working Papers, Michigan - Center for Research on Economic & Social Theory

1991

  1. Amemiya's Generalized Least Squares and Tests of Overidentification in Simultaneous Equation Models with Qualitative or Limited Dependent Variables
    Working Papers, Minnesota - Center for Economic Research View citations (3)
  2. Semiparametric Instrumental Variable Estimation of Simultaneous Equation Sample Selection Models
    Working Papers, Minnesota - Center for Economic Research
    See also Journal Article in Journal of Econometrics (1994)
  3. Semiparametric Minimum-Distance Estimation
    Working Papers, Michigan - Center for Research on Economic & Social Theory

1990

  1. Discrete/Continuous Models of Consumer Demand with Binding Non-Negativity Constraints
    Working Papers, Minnesota - Center for Economic Research View citations (1)
    See also Journal Article in Journal of Econometrics (1992)
  2. Efficient Semiparametric Scoring Estimation of Sample Selection Models
    Working Papers, Minnesota - Center for Economic Research View citations (2)
    See also Journal Article in Econometric Theory (1998)
  3. On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models
    Working Papers, Minnesota - Center for Economic Research View citations (2)
    See also Journal Article in Econometric Theory (1992)
  4. Semiparametric Nonlinear Least Square Estimation of Truncated Regression Models
    Working Papers, Minnesota - Center for Economic Research
    See also Journal Article in Econometric Theory (1992)
  5. Semiparametric Two Stage Estimation of Sample Selection Models Subject to Tobit-Type Selection Rules
    Working Papers, Minnesota - Center for Economic Research
    See also Journal Article in Journal of Econometrics (1994)

1989

  1. SEMIPARAMETRIC MAXIMUM PROFILE LIKELIHOOD ESTIMATION OF POLYTOMOUS AND SEQUENTIAL CHOICE MODELS
    Working Papers, Minnesota - Center for Economic Research

1987

  1. Microeconometric Models of Rationing, Imperfect Markets, and Non-Negativity Constraints
    Bulletins, University of Minnesota, Economic Development Center Downloads View citations (20)
    See also Journal Article in Journal of Econometrics (1987)

1984

  1. Microeconometric Models of Consumer and Producer Demand with Limited Dependent Variables
    Bulletins, University of Minnesota, Economic Development Center Downloads View citations (3)

Undated

  1. A Numerically Stable Quadrature Procedure for the One-Factor Random Component Discrete Choice Model
    Computing in Economics and Finance 1997, Society for Computational Economics Downloads View citations (4)
    See also Journal Article in Journal of Econometrics (2000)

Journal Articles

2016

  1. A Social Interactions Model with Endogenous Friendship Formation and Selectivity
    Journal of Applied Econometrics, 2016, 31, (2), 301-319 Downloads View citations (40)
  2. Identification of Spatial Durbin Panel Models
    Journal of Applied Econometrics, 2016, 31, (1), 133-162 Downloads View citations (2)

2015

  1. A spatial autoregressive model with a nonlinear transformation of the dependent variable
    Journal of Econometrics, 2015, 186, (1), 1-18 Downloads View citations (4)
  2. Estimating a spatial autoregressive model with an endogenous spatial weight matrix
    Journal of Econometrics, 2015, 184, (2), 209-232 Downloads View citations (7)
  3. Estimation of fixed effects panel regression models with separable and nonseparable space–time filters
    Journal of Econometrics, 2015, 184, (1), 174-192 Downloads View citations (2)
  4. Large sample properties of the matrix exponential spatial specification with an application to FDI
    Journal of Econometrics, 2015, 188, (1), 1-21 Downloads View citations (1)
    See also Working Paper (2015)
  5. Maximum likelihood estimation of a spatial autoregressive Tobit model
    Journal of Econometrics, 2015, 188, (1), 264-280 Downloads View citations (3)
  6. On the bootstrap for Moran’s I test for spatial dependence
    Journal of Econometrics, 2015, 184, (2), 295-314 Downloads

2014

  1. A social interaction model with an extreme order statistic
    Econometrics Journal, 2014, 17, (3), 197-240 Downloads View citations (5)
  2. Binary Choice Models with Social Network under Heterogeneous Rational Expectations
    The Review of Economics and Statistics, 2014, 96, (3), 402-417 Downloads View citations (6)
  3. Efficient GMM estimation of spatial dynamic panel data models with fixed effects
    Journal of Econometrics, 2014, 180, (2), 174-197 Downloads View citations (14)

2013

  1. Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags
    Regional Science and Urban Economics, 2013, 43, (5), 816-837 Downloads View citations (3)
  2. Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances
    Regional Science and Urban Economics, 2013, 43, (4), 590-616 Downloads View citations (8)
  3. Estimation of spatial autoregressive models with randomly missing data in the dependent variable
    Econometrics Journal, 2013, 16, (1), 73-102 View citations (10)
  4. Estimation of spatial panel data models with randomly missing data in the dependent variable
    Regional Science and Urban Economics, 2013, 43, (3), 521-538 Downloads View citations (9)
  5. Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments
    Econometrics, 2013, 1, (1), 1-44 Downloads View citations (1)
  6. Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model
    Regional Science and Urban Economics, 2013, 43, (2), 307-321 Downloads View citations (4)
  7. Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model
    Regional Science and Urban Economics, 2013, 43, (2), 250-271 Downloads View citations (3)
  8. Near Unit Root in the Spatial Autoregressive Model
    Spatial Economic Analysis, 2013, 8, (3), 314-351 Downloads View citations (5)
  9. Two-Stage Least Squares Estimation of Spatial Autoregressive Models with Endogenous Regressors and Many Instruments
    Econometric Reviews, 2013, 32, (5-6), 734-753 Downloads View citations (3)

2012

  1. Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models
    Regional Science and Urban Economics, 2012, 42, (3), 446-458 Downloads View citations (4)
  2. Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration
    Journal of Econometrics, 2012, 167, (1), 16-37 Downloads View citations (12)
  3. LM tests for spatial correlation in spatial models with limited dependent variables
    Regional Science and Urban Economics, 2012, 42, (3), 430-445 Downloads View citations (11)
  4. Learning from peers in signaling game experiments
    Journal of Applied Econometrics, 2012, 27, (7), 1037-1058 View citations (1)
  5. QML Estimation of Spatial Dynamic Panel Data Models with Time Varying Spatial Weights Matrices
    Spatial Economic Analysis, 2012, 7, (1), 31-74 Downloads View citations (12)
  6. SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS
    International Economic Review, 2012, 53, (4), 1369-1412 Downloads View citations (8)
  7. The C(α)-type gradient test for spatial dependence in spatial autoregressive models
    Letters in Spatial and Resource Sciences, 2012, 5, (3), 119-135 Downloads View citations (1)

2011

  1. Estimation of Spatial Panels
    Foundations and Trends(R) in Econometrics, 2011, 4, (1–2), 1-164 Downloads View citations (1)
  2. Two-Step Estimation of Endogenous and Exogenous Group Effects
    Econometric Reviews, 2011, 30, (2), 173-207 Downloads View citations (2)

2010

  1. A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
    Econometric Theory, 2010, 26, (02), 564-597 Downloads View citations (37)
  2. An efficient GMM estimator of spatial autoregressive models
    Journal of Econometrics, 2010, 159, (2), 303-319 Downloads View citations (30)
  3. EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
    Econometric Theory, 2010, 26, (01), 187-230 Downloads View citations (47)
  4. ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
    Econometric Theory, 2010, 26, (05), 1332-1362 Downloads View citations (15)
  5. Estimation of spatial autoregressive panel data models with fixed effects
    Journal of Econometrics, 2010, 154, (2), 165-185 Downloads View citations (165)
  6. GMM estimation of social interaction models with centrality
    Journal of Econometrics, 2010, 159, (1), 99-115 Downloads View citations (47)
  7. GMM estimation of spatial autoregressive models with unknown heteroskedasticity
    Journal of Econometrics, 2010, 157, (1), 34-52 Downloads View citations (55)
  8. POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ2 APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL
    Econometric Theory, 2010, 26, (01), 260-299 Downloads View citations (2)
  9. Some recent developments in spatial panel data models
    Regional Science and Urban Economics, 2010, 40, (5), 255-271 Downloads View citations (79)
  10. Specification and estimation of social interaction models with network structures
    Econometrics Journal, 2010, 13, (2), 145-176 Downloads View citations (72)

2009

  1. Binary choice under social interactions: an empirical study with and without subjective data on expectations
    Journal of Applied Econometrics, 2009, 24, (2), 257-281 Downloads View citations (6)
  2. Spatial Nonstationarity and Spurious Regression: the Case with a Row-normalized Spatial Weights Matrix
    Spatial Economic Analysis, 2009, 4, (3), 301-327 Downloads View citations (3)

2008

  1. Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
    Journal of Econometrics, 2008, 146, (1), 118-134 Downloads View citations (99)

2007

  1. GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
    Journal of Econometrics, 2007, 137, (2), 489-514 Downloads View citations (89)
  2. Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
    Journal of Econometrics, 2007, 140, (2), 333-374 Downloads View citations (133)
  3. The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
    Journal of Econometrics, 2007, 140, (1), 155-189 Downloads View citations (10)

2004

  1. Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
    Econometrica, 2004, 72, (6), 1899-1925 Downloads View citations (226)
  2. Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers
    Econometrics Journal, 2004, 7, (1), 120-142 Downloads View citations (6)

2003

  1. Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
    Econometric Reviews, 2003, 22, (4), 307-335 Downloads View citations (121)

2002

  1. CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
    Econometric Theory, 2002, 18, (02), 252-277 Downloads View citations (99)

2001

  1. INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION
    Econometric Theory, 2001, 17, (05), 933-961 Downloads View citations (3)
  2. ON THE RANGE OF CORRELATION COEFFICIENTS OF BIVARIATE ORDERED DISCRETE RANDOM VARIABLES
    Econometric Theory, 2001, 17, (01), 247-256 Downloads
  3. Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints
    Annals of Economics and Finance, 2001, 2, (1), 215-235 Downloads View citations (8)
    See also Working Paper (2001)

2000

  1. A numerically stable quadrature procedure for the one-factor random-component discrete choice model
    Journal of Econometrics, 2000, 95, (1), 117-129 Downloads View citations (10)
    See also Working Paper

1999

  1. Estimation of dynamic and ARCH Tobit models
    Journal of Econometrics, 1999, 92, (2), 355-390 Downloads View citations (25)
  2. STATISTICAL INFERENCE WITH SIMULATED LIKELIHOOD FUNCTIONS
    Econometric Theory, 1999, 15, (03), 337-360 Downloads View citations (13)

1998

  1. EFFICIENT SEMIPARAMETRIC SCORING ESTIMATION OF SAMPLE SELECTION MODELS
    Econometric Theory, 1998, 14, (04), 423-462 Downloads View citations (5)
    See also Working Paper (1990)
  2. Semiparametric Estimation of Simultaneous-Equation Microeconometric Models with Index Restrictions
    The Japanese Economic Review, 1998, 49, (4), 343-380 Downloads
    See also Working Paper (1993)

1997

  1. A simulated likelihood estimator for qualitative response models with sufficient statistics
    Economics Letters, 1997, 57, (1), 23-32 Downloads View citations (1)
  2. A smooth likelihood simulator for dynamic disequilibrium models
    Journal of Econometrics, 1997, 78, (2), 257-294 Downloads View citations (6)
  3. Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results
    Journal of Econometrics, 1997, 82, (1), 1-35 Downloads View citations (29)
    See also Working Paper (1994)
  4. Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results
    Journal of Econometrics, 1997, 78, (2), 179-184 Downloads View citations (4)
  5. The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations
    Journal of Econometrics, 1997, 77, (1), 209-235 Downloads View citations (56)

1995

  1. Asymptotic Bias in Simulated Maximum Likelihood Estimation of Discrete Choice Models
    Econometric Theory, 1995, 11, (03), 437-483 Downloads View citations (34)
  2. Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
    Journal of Econometrics, 1995, 65, (2), 381-428 Downloads View citations (25)
  3. The Computation of Opportunity Costs in Polychotomous Choice Models with Selectivity
    The Review of Economics and Statistics, 1995, 77, (3), 423-35 Downloads View citations (2)

1994

  1. Rational expectations in limited dependent variable models
    Economics Letters, 1994, 46, (2), 97-104 Downloads View citations (9)
    See also Working Paper (1993)
  2. Semiparametric instrumental variable estimation of simultaneous equation sample selection models
    Journal of Econometrics, 1994, 63, (2), 341-388 Downloads View citations (10)
    See also Working Paper (1991)
  3. Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
    Journal of Econometrics, 1994, 61, (2), 305-344 Downloads View citations (16)
    See also Working Paper (1990)

1993

  1. Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix
    Econometric Theory, 1993, 9, (03), 413-430 Downloads View citations (5)
    See also Working Paper (1992)

1992

  1. Discrete/continuous models of consumer demand with binding nonnegativity constraints
    Journal of Econometrics, 1992, 54, (1-3), 79-93 Downloads View citations (16)
    See also Working Paper (1990)
  2. On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models
    Econometric Theory, 1992, 8, (04), 518-552 Downloads View citations (55)
    See also Working Paper (1990)
  3. Semiparametic Nonlinear Least-Squares Estimation of Truncated Regression Models
    Econometric Theory, 1992, 8, (01), 52-94 Downloads View citations (5)
    See also Working Paper (1990)

1987

  1. Microeconometric models of rationing, imperfect markets, and non-negativity constraints
    Journal of Econometrics, 1987, 36, (1-2), 89-110 Downloads View citations (34)
    See also Working Paper (1987)
  2. Non-parametric testing of discrete panel data models
    Journal of Econometrics, 1987, 34, (1-2), 147-177 Downloads View citations (4)

1986

  1. Microeconometric Demand Systems with Binding Nonnegativity Constraints: The Dual Approach
    Econometrica, 1986, 54, (5), 1237-42 Downloads View citations (100)
  2. Specification Test for Poisson Regression Models
    International Economic Review, 1986, 27, (3), 689-706 Downloads View citations (2)
  3. Specification testing when score test statistics are identically zero
    Journal of Econometrics, 1986, 31, (2), 121-149 Downloads View citations (19)
  4. The specification of multi-market disequilibrium econometric models
    Journal of Econometrics, 1986, 32, (3), 297-332 Downloads

1985

  1. Serial correlation in latent discrete variable models
    Journal of Econometrics, 1985, 27, (1), 79-97 Downloads View citations (34)
  2. The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedaticity, and Non-normality in the Tobit Model
    International Economic Review, 1985, 26, (1), 1-20 Downloads View citations (3)

1984

  1. Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models
    Journal of Econometrics, 1984, 24, (1-2), 159-179 Downloads
  2. Regime classifications in the disequilibrium market models
    Economics Letters, 1984, 14, (2-3), 187-193 Downloads View citations (3)
  3. Switching Regression Models with Imperfect Sample Separation Information-With an Application on Cartel Stability
    Econometrica, 1984, 52, (2), 391-418 Downloads View citations (46)
  4. Technical Training and Earnings: A Polychotomous Choice Model with Selectivity
    The Review of Economics and Statistics, 1984, 66, (1), 151-56 Downloads View citations (40)
  5. Testing the Normality Assumption in Limited Dependent Variable Models
    International Economic Review, 1984, 25, (3), 563-78 Downloads View citations (54)
  6. Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
    Econometrica, 1984, 52, (4), 843-63 Downloads View citations (19)
  7. The likelihood function and a test for serial correlation in a disequilibrium market model
    Economics Letters, 1984, 14, (2-3), 195-200 Downloads View citations (3)

1983

  1. A test for distributional assumptions for the stochastic frontier functions
    Journal of Econometrics, 1983, 22, (3), 245-267 Downloads View citations (12)
  2. Generalized Econometric Models with Selectivity
    Econometrica, 1983, 51, (2), 507-12 Downloads View citations (452)
  3. On maximum likelihood estimation of stochastic frontier production models
    Journal of Econometrics, 1983, 23, (2), 269-274 Downloads View citations (1)
  4. The determination of moments of the doubly truncated multivariate normal tobit model
    Economics Letters, 1983, 11, (3), 245-250 Downloads View citations (1)

1982

  1. Health and Wage: A Simultaneous Equation Model with Multiple Discrete Indicators
    International Economic Review, 1982, 23, (1), 199-221 Downloads View citations (38)
  2. Some Approaches to the Correction of Selectivity Bias
    Review of Economic Studies, 1982, 49, (3), 355-372 Downloads View citations (124)
  3. Specification error in multinomial logit models: Analysis of the omitted variable bias
    Journal of Econometrics, 1982, 20, (2), 197-209 Downloads View citations (19)
  4. Test for normality in the econometric disequilibrium markets model
    Journal of Econometrics, 1982, 19, (1), 109-123 Downloads View citations (1)

1981

  1. Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data
    Journal of Econometrics, 1981, 16, (1), 51-69 Downloads View citations (3)
  2. The measurement and sources of technical inefficiency in the Indonesian weaving industry
    Journal of Development Economics, 1981, 9, (1), 43-64 Downloads View citations (359)

1980

  1. Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity
    Econometrica, 1980, 48, (2), 491-503 Downloads View citations (90)
  2. Recursive Systems Containing Qualitative Endogenous Variables: A Reply
    Econometrica, 1980, 48, (3), 765

1979

  1. Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent Variables
    Econometrica, 1979, 47, (4), 977-96 Downloads View citations (60)
  2. Mixed logit and fully recursive logit models
    Economics Letters, 1979, 3, (4), 363-368 Downloads
  3. On Estimating Stochastic Frontier Production Functions and Average Efficiency: An Empirical Analysis with Colombian Micro Data
    The Review of Economics and Statistics, 1979, 61, (3), 436-38 Downloads View citations (5)
  4. On comparisons of normal and logistic models in the bivariate dichotomous analysis
    Economics Letters, 1979, 4, (2), 151-155 Downloads View citations (1)
  5. On the first and second moments of the truncated multi-normal distribution and a simple estimator
    Economics Letters, 1979, 3, (2), 165-169 Downloads View citations (4)
  6. On the generalized Berkson's estimator in the general qualitative response model
    Economics Letters, 1979, 4, (3), 243-249 Downloads

1978

  1. Estimation of some limited dependent variable models with application to housing demand
    Journal of Econometrics, 1978, 8, (3), 357-382 Downloads View citations (70)
  2. The stochastic frontier production function and average efficiency: An empirical analysis
    Journal of Econometrics, 1978, 7, (3), 385-389 Downloads View citations (11)
  3. Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables
    International Economic Review, 1978, 19, (2), 415-33 Downloads View citations (255)

1972

  1. The Theorems of Debreu and Peleg for Ordered Topological Spaces
    Econometrica, 1972, 40, (6), 1151-53 Downloads View citations (3)

Edited books

2010

  1. Analysis of Panels and Limited Dependent Variable Models
    Cambridge Books, Cambridge University Press

1999

  1. Analysis of Panels and Limited Dependent Variable Models
    Cambridge Books, Cambridge University Press View citations (8)

Chapters

1976

  1. Recursive Models with Qualitative Endogenous Variables
    A chapter in Annals of Economic and Social Measurement, Volume 5, number 4, 1976, pp 525-545 Downloads View citations (34)
 
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