Details about Lung-Fei Lee

Access statistics for papers by Lung-Fei Lee.

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Short-id: ple74

Working Papers

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

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

1992

6. Asymptotic Bias in Maximum Simulated Likelihood Estimation of Discrete Choice Models
   Working Papers, Michigan - Center for Research on Economic & Social Theory View citations
7. 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
8. Consistent Estimation of Linear and Nonlinear Errors-in- variables Models with Validation Information
   Working Papers, Michigan - Center for Research on Economic & Social Theory

1991

9. 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
   See also Journal Article in Econometric Reviews (1992)
10. 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)
11. Semiparametric Minimum-Distance Estimation
    Working Papers, Michigan - Center for Research on Economic & Social Theory

1990

12. Discrete/Continuous Models of Consumer Demand with Binding Non-Negativity Constraints
    Working Papers, Minnesota - Center for Economic Research View citations
    See also Journal Article in Journal of Econometrics (1992)
13. Efficient Semiparametric Scoring Estimation of Sample Selection Models
    Working Papers, Minnesota - Center for Economic Research
    See also Journal Article in Econometric Theory (1998)
14. 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
15. Semiparametric Nonlinear Least Square Estimation of Truncated Regression Models
    Working Papers, Minnesota - Center for Economic Research
16. 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

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

1987

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

1984

19. Microeconometric Models of Consumer and Producer Demand with Limited Dependent Variables
    Bulletins, University of Minnesota, Economic Development Center

Undated

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

Journal Articles

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 View citations

2007

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

2004

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

2002

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

2001

8. INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION
   Econometric Theory, 2001, 17, (05), 933-961
9. ON THE RANGE OF CORRELATION COEFFICIENTS OF BIVARIATE ORDERED DISCRETE RANDOM VARIABLES
   Econometric Theory, 2001, 17, (01), 247-256

2000

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

1999

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

1998

13. EFFICIENT SEMIPARAMETRIC SCORING ESTIMATION OF SAMPLE SELECTION MODELS
    Econometric Theory, 1998, 14, (04), 423-462
    See also Working Paper (1990)

1997

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

1995

19. Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
    Journal of Econometrics, 1995, 65, (2), 381-428 View citations
20. The Computation of Opportunity Costs in Polychotomous Choice Models with Selectivity
    The Review of Economics and Statistics, 1995, 77, (3), 423-35

1994

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

1992

24. Amemiya's generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
    Econometric Reviews, 1992, 11, (3), 319-328 View citations
    See also Working Paper (1991)
25. Discrete/continuous models of consumer demand with binding nonnegativity constraints
    Journal of Econometrics, 1992, 54, (1-3), 79-93 View citations
    See also Working Paper (1990)

1987

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

1986

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

1985

32. Serial correlation in latent discrete variable models
    Journal of Econometrics, 1985, 27, (1), 79-97 View citations
33. 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 View citations

1984

34. Comment
    Econometric Reviews, 1984, 3, (2), 257-259
35. 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
36. Regime classifications in the disequilibrium market models
    Economics Letters, 1984, 14, (2-3), 187-193 View citations
37. Switching Regression Models with Imperfect Sample Separation Information-With an Application on Cartel Stability
    Econometrica, 1984, 52, (2), 391-418 View citations
38. Technical Training and Earnings: A Polychotomous Choice Model with Selectivity
    The Review of Economics and Statistics, 1984, 66, (1), 151-56 View citations
39. Testing the Normality Assumption in Limited Dependent Variable Models
    International Economic Review, 1984, 25, (3), 563-78 View citations
40. Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
    Econometrica, 1984, 52, (4), 843-63 View citations
41. The likelihood function and a test for serial correlation in a disequilibrium market model
    Economics Letters, 1984, 14, (2-3), 195-200 View citations

1983

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

1982

46. Health and Wage: A Simultaneous Equation Model with Multiple Discrete Indicators
    International Economic Review, 1982, 23, (1), 199-221 View citations
47. Some Approaches to the Correction of Selectivity Bias
    Review of Economic Studies, 1982, 49, (3), 355-72 View citations
48. Specification error in multinomial logit models: Analysis of the omitted variable bias
    Journal of Econometrics, 1982, 20, (2), 197-209 View citations
49. Test for normality in the econometric disequilibrium markets model
    Journal of Econometrics, 1982, 19, (1), 109-123

1981

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

1980

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

1979

54. Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent Variables
    Econometrica, 1979, 47, (4), 977-96 View citations
55. Mixed logit and fully recursive logit models
    Economics Letters, 1979, 3, (4), 363-368
56. 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 View citations
57. On comparisons of normal and logistic models in the bivariate dichotomous analysis
    Economics Letters, 1979, 4, (2), 151-155
58. On the first and second moments of the truncated multi-normal distribution and a simple estimator
    Economics Letters, 1979, 3, (2), 165-169
59. On the generalized Berkson's estimator in the general qualitative response model
    Economics Letters, 1979, 4, (3), 243-249

1978

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

1972

63. The Theorems of Debreu and Peleg for Ordered Topological Spaces
    Econometrica, 1972, 40, (6), 1151-53