Details about Lung-Fei Lee

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 2024-03-07. Update your information in the RePEc Author Service.

Short-id: ple74

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Working Papers

2017

1. Specification and Estimation of Network Formation and Network Interaction Models with the Exponential Probability Distribution
   MPRA Paper, University Library of Munich, Germany View citations (14)

2015

2. Large sample properties of the matrix exponential spatial specification with an application to FDI
   Post-Print, HAL View citations (18)
   Also in Working Papers, HAL (2014)
   LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2014)
   See also Journal Article Large sample properties of the matrix exponential spatial specification with an application to FDI, Journal of Econometrics, Elsevier (2015) View citations (19) (2015)

2013

3. 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

4. Criminal Networks: Who is the Key Player?
   Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM) View citations (70)
   Also in Research Papers in Economics, Stockholm University, Department of Economics (2011) View citations (17)
   Working Papers, Fondazione Eni Enrico Mattei (2012) View citations (85)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (69)

2001

5. 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 View citations (26)
   See also Journal Article Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints, Annals of Economics and Finance, Society for AEF (2001) View citations (25) (2001)

1994

6. Simulated Maximum Likelihood Estimation of Dynamic Discrete Choice Statistical Models--Some Monte Carlo Results
   Working Papers, Michigan - Center for Research on Economic & Social Theory View citations (1)
   See also Journal Article Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results, Journal of Econometrics, Elsevier (1997) View citations (39) (1997)

1993

7. Rational Expectations in Limited Dependent Variable Models
   Working Papers, Michigan - Center for Research on Economic & Social Theory View citations (1)
   See also Journal Article Rational expectations in limited dependent variable models, Economics Letters, Elsevier (1994) View citations (10) (1994)
8. Semiparametric Estimation of Simultaneous Equation Microeconometric Models with Index Restrictions
   Working Papers, Michigan - Center for Research on Economic & Social Theory
   See also Journal Article Semiparametric Estimation of Simultaneous-Equation Microeconometric Models with Index Restrictions, The Japanese Economic Review, Japanese Economic Association (1998) (1998)
9. Simulated Maximum Likelihood Estimation of Discrete Models With Group Data
   Working Papers, Michigan - Center for Research on Economic & Social Theory
10. The Computation of Opportunity Costs in Polytomous Choice Models with Selectivity
    Working Papers, Michigan - Center for Research on Economic & Social Theory

1992

11. Asymptotic Bias in Maximum Simulated Likelihood Estimation of Discrete Choice Models
    Working Papers, Michigan - Center for Research on Economic & Social Theory View citations (2)
12. 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 Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix, Econometric Theory, Cambridge University Press (1993) View citations (24) (1993)
13. Consistent Estimation of Linear and Nonlinear Errors-in- variables Models with Validation Information
    Working Papers, Michigan - Center for Research on Economic & Social Theory

1991

14. 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 (4)
15. Semiparametric Instrumental Variable Estimation of Simultaneous Equation Sample Selection Models
    Working Papers, Minnesota - Center for Economic Research
    See also Journal Article Semiparametric instrumental variable estimation of simultaneous equation sample selection models, Journal of Econometrics, Elsevier (1994) View citations (16) (1994)
16. Semiparametric Minimum-Distance Estimation
    Working Papers, Michigan - Center for Research on Economic & Social Theory

1990

17. 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 Discrete/continuous models of consumer demand with binding nonnegativity constraints, Journal of Econometrics, Elsevier (1992) View citations (21) (1992)
18. Efficient Semiparametric Scoring Estimation of Sample Selection Models
    Working Papers, Minnesota - Center for Economic Research View citations (2)
    See also Journal Article EFFICIENT SEMIPARAMETRIC SCORING ESTIMATION OF SAMPLE SELECTION MODELS, Econometric Theory, Cambridge University Press (1998) View citations (12) (1998)
19. 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 On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models, Econometric Theory, Cambridge University Press (1992) View citations (107) (1992)
20. Semiparametric Nonlinear Least Square Estimation of Truncated Regression Models
    Working Papers, Minnesota - Center for Economic Research
    See also Journal Article Semiparametic Nonlinear Least-Squares Estimation of Truncated Regression Models, Econometric Theory, Cambridge University Press (1992) View citations (8) (1992)
21. 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 Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules, Journal of Econometrics, Elsevier (1994) View citations (19) (1994)

1989

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

1987

23. Microeconometric Models of Rationing, Imperfect Markets, and Non-Negativity Constraints
    Bulletins, University of Minnesota, Economic Development Center View citations (41)
    See also Journal Article Microeconometric models of rationing, imperfect markets, and non-negativity constraints, Journal of Econometrics, Elsevier (1987) View citations (47) (1987)

1984

24. Microeconometric Models of Consumer and Producer Demand with Limited Dependent Variables
    Bulletins, University of Minnesota, Economic Development Center View citations (5)

Undated

25. 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 (10)
    See also Journal Article A numerically stable quadrature procedure for the one-factor random-component discrete choice model, Journal of Econometrics, Elsevier (2000) View citations (14) (2000)

Journal Articles

2020

1. First difference estimation of spatial dynamic panel data models with fixed effects
   Economics Letters, 2020, 189, (C) View citations (2)

2019

2. A likelihood ratio test for spatial model selection
   Journal of Econometrics, 2019, 213, (2), 434-458 View citations (7)
3. GEL estimation and tests of spatial autoregressive models
   Journal of Econometrics, 2019, 208, (2), 585-612 View citations (6)
4. Identification and estimation of spatial dynamic panel simultaneous equations models
   Regional Science and Urban Economics, 2019, 76, (C), 32-46 View citations (11)
5. Theoretical foundations for spatial econometric research
   Regional Science and Urban Economics, 2019, 76, (C), 2-12 View citations (5)

2018

6. A spatial panel data model with time varying endogenous weights matrices and common factors
   Regional Science and Urban Economics, 2018, 72, (C), 6-34 View citations (15)
7. GMM estimation of spatial panel data models with common factors and a general space–time filter
   Spatial Economic Analysis, 2018, 13, (2), 247-269 View citations (2)
8. GMM estimation of the spatial autoregressive model in a system of interrelated networks
   Regional Science and Urban Economics, 2018, 69, (C), 167-198 View citations (1)
9. Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model
   Journal of Econometrics, 2018, 206, (2), 336-358 View citations (2)
10. Lasso Maximum Likelihood Estimation of Parametric Models with Singular Information Matrices
    Econometrics, 2018, 6, (1), 1-24 View citations (4)
11. Outer-product-of-gradients tests for spatial autoregressive models
    Regional Science and Urban Economics, 2018, 72, (C), 35-57 View citations (1)
12. Sieve maximum likelihood estimation of the spatial autoregressive Tobit model
    Journal of Econometrics, 2018, 203, (1), 96-112 View citations (2)
13. Strategical interactions on municipal public safety spending with correlated private information
    Regional Science and Urban Economics, 2018, 72, (C), 86-102 View citations (3)
14. The effects of gun control on crimes: a spatial interactive fixed effects approach
    Empirical Economics, 2018, 55, (1), 233-263 View citations (5)
15. Tobit models with social interactions: Complete vs incomplete information
    Regional Science and Urban Economics, 2018, 73, (C), 30-50 View citations (1)

2017

16. Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach
    Regional Science and Urban Economics, 2017, 63, (C), 97-120 View citations (10)
17. Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models
    Journal of Econometrics, 2017, 196, (1), 196-214 View citations (33)
18. QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices
    Journal of Econometrics, 2017, 197, (2), 173-201 View citations (25)
19. Social interactions under incomplete information with heterogeneous expectations
    Journal of Econometrics, 2017, 198, (1), 65-83 View citations (11)
20. Spatial dynamic panel data models with interactive fixed effects
    Journal of Econometrics, 2017, 197, (2), 323-347 View citations (60)
21. Testing endogeneity of spatial and social networks
    Regional Science and Urban Economics, 2017, 64, (C), 81-97 View citations (9)

2016

22. A Social Interactions Model with Endogenous Friendship Formation and Selectivity
    Journal of Applied Econometrics, 2016, 31, (2), 301-319 View citations (155)
23. Bayesian Analysis of Spatial Panel Autoregressive Models With Time-Varying Endogenous Spatial Weight Matrices, Common Factors, and Random Coefficients
    Journal of Business & Economic Statistics, 2016, 34, (4), 642-660 View citations (15)
24. Identification of Spatial Durbin Panel Models
    Journal of Applied Econometrics, 2016, 31, (1), 133-162 View citations (35)
25. Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small
    Econometrics Journal, 2016, 19, (3), 261-290 View citations (13)

2015

26. A spatial autoregressive model with a nonlinear transformation of the dependent variable
    Journal of Econometrics, 2015, 186, (1), 1-18 View citations (21)
27. Estimating a spatial autoregressive model with an endogenous spatial weight matrix
    Journal of Econometrics, 2015, 184, (2), 209-232 View citations (62)
28. Estimation of fixed effects panel regression models with separable and nonseparable space–time filters
    Journal of Econometrics, 2015, 184, (1), 174-192 View citations (17)
29. Large sample properties of the matrix exponential spatial specification with an application to FDI
    Journal of Econometrics, 2015, 188, (1), 1-21 View citations (19)
    See also Working Paper Large sample properties of the matrix exponential spatial specification with an application to FDI, Post-Print (2015) View citations (18) (2015)
30. Maximum likelihood estimation of a spatial autoregressive Tobit model
    Journal of Econometrics, 2015, 188, (1), 264-280 View citations (30)
31. On the bootstrap for Moran’s I test for spatial dependence
    Journal of Econometrics, 2015, 184, (2), 295-314 View citations (6)

2014

32. A social interaction model with an extreme order statistic
    Econometrics Journal, 2014, 17, (3), 197-240 View citations (11)
33. Binary Choice Models with Social Network under Heterogeneous Rational Expectations
    The Review of Economics and Statistics, 2014, 96, (3), 402-417 View citations (51)
34. Efficient GMM estimation of spatial dynamic panel data models with fixed effects
    Journal of Econometrics, 2014, 180, (2), 174-197 View citations (91)

2013

35. Bayesian estimation and model selection for spatial Durbin error model with finite distributed lags
    Regional Science and Urban Economics, 2013, 43, (5), 816-837 View citations (15)
36. Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances
    Regional Science and Urban Economics, 2013, 43, (4), 590-616 View citations (25)
37. Estimation of spatial autoregressive models with randomly missing data in the dependent variable
    Econometrics Journal, 2013, 16, (1), 73-102 View citations (24)
38. Estimation of spatial panel data models with randomly missing data in the dependent variable
    Regional Science and Urban Economics, 2013, 43, (3), 521-538 View citations (31)
39. 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 View citations (15)
40. Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model
    Regional Science and Urban Economics, 2013, 43, (2), 307-321 View citations (16)
41. 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 View citations (12)
42. Near Unit Root in the Spatial Autoregressive Model
    Spatial Economic Analysis, 2013, 8, (3), 314-351 View citations (14)
43. Two-Stage Least Squares Estimation of Spatial Autoregressive Models with Endogenous Regressors and Many Instruments
    Econometric Reviews, 2013, 32, (5-6), 734-753 View citations (24)

2012

44. Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models
    Regional Science and Urban Economics, 2012, 42, (3), 446-458 View citations (8)
45. CONVERGENCE: A SPATIAL DYNAMIC PANEL DATA APPROACH
    Global Journal of Economics (GJE), 2012, 01, (01), 1-36 View citations (30)
46. Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration
    Journal of Econometrics, 2012, 167, (1), 16-37 View citations (69)
47. LM tests for spatial correlation in spatial models with limited dependent variables
    Regional Science and Urban Economics, 2012, 42, (3), 430-445 View citations (23)
48. Learning from peers in signaling game experiments
    Journal of Applied Econometrics, 2012, 27, (7), 1037-1058 View citations (2)
49. QML Estimation of Spatial Dynamic Panel Data Models with Time Varying Spatial Weights Matrices
    Spatial Economic Analysis, 2012, 7, (1), 31-74 View citations (69)
50. SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS
    International Economic Review, 2012, 53, (4), 1369-1412 View citations (32)
51. The C(α)-type gradient test for spatial dependence in spatial autoregressive models
    Letters in Spatial and Resource Sciences, 2012, 5, (3), 119-135 View citations (6)

2011

52. Estimation of Spatial Panels
    Foundations and Trends(R) in Econometrics, 2011, 4, (1–2), 1-164 View citations (6)
53. Two-Step Estimation of Endogenous and Exogenous Group Effects
    Econometric Reviews, 2011, 30, (2), 173-207 View citations (3)

2010

54. A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS
    Econometric Theory, 2010, 26, (2), 564-597 View citations (135)
55. An efficient GMM estimator of spatial autoregressive models
    Journal of Econometrics, 2010, 159, (2), 303-319 View citations (102)
56. EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES
    Econometric Theory, 2010, 26, (1), 187-230 View citations (106)
57. ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS
    Econometric Theory, 2010, 26, (5), 1332-1362 View citations (38)
58. Estimation of spatial autoregressive panel data models with fixed effects
    Journal of Econometrics, 2010, 154, (2), 165-185 View citations (447)
59. GMM estimation of social interaction models with centrality
    Journal of Econometrics, 2010, 159, (1), 99-115 View citations (110)
60. GMM estimation of spatial autoregressive models with unknown heteroskedasticity
    Journal of Econometrics, 2010, 157, (1), 34-52 View citations (164)
61. POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ2 APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL
    Econometric Theory, 2010, 26, (1), 260-299 View citations (5)
62. Some recent developments in spatial panel data models
    Regional Science and Urban Economics, 2010, 40, (5), 255-271 View citations (176)
63. Specification and estimation of social interaction models with network structures
    Econometrics Journal, 2010, 13, (2), 145-176 View citations (214)

2009

64. Binary choice under social interactions: an empirical study with and without subjective data on expectations
    Journal of Applied Econometrics, 2009, 24, (2), 257-281 View citations (17)
65. Spatial Nonstationarity and Spurious Regression: the Case with a Row-normalized Spatial Weights Matrix
    Spatial Economic Analysis, 2009, 4, (3), 301-327 View citations (14)

2008

66. 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 (318)

2007

67. GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
    Journal of Econometrics, 2007, 137, (2), 489-514 View citations (215)
68. Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
    Journal of Econometrics, 2007, 140, (2), 333-374 View citations (304)
69. The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models
    Journal of Econometrics, 2007, 140, (1), 155-189 View citations (150)

2004

70. Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
    Econometrica, 2004, 72, (6), 1899-1925 View citations (512)
71. Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers
    Econometrics Journal, 2004, 7, (1), 120-142 View citations (7)

2003

72. Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
    Econometric Reviews, 2003, 22, (4), 307-335 View citations (224)

2002

73. CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
    Econometric Theory, 2002, 18, (2), 252-277 View citations (170)

2001

74. INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION
    Econometric Theory, 2001, 17, (5), 933-961 View citations (4)
75. ON THE RANGE OF CORRELATION COEFFICIENTS OF BIVARIATE ORDERED DISCRETE RANDOM VARIABLES
    Econometric Theory, 2001, 17, (1), 247-256 View citations (2)
76. Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints
    Annals of Economics and Finance, 2001, 2, (1), 215-235 View citations (25)
    See also Working Paper Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints, CEMA Working Papers (2001) View citations (26) (2001)

2000

77. A numerically stable quadrature procedure for the one-factor random-component discrete choice model
    Journal of Econometrics, 2000, 95, (1), 117-129 View citations (14)
    See also Working Paper A Numerically Stable Quadrature Procedure for the One-Factor Random Component Discrete Choice Model, Computing in Economics and Finance 1997 View citations (10)

1999

78. Estimation of dynamic and ARCH Tobit models
    Journal of Econometrics, 1999, 92, (2), 355-390 View citations (37)
79. STATISTICAL INFERENCE WITH SIMULATED LIKELIHOOD FUNCTIONS
    Econometric Theory, 1999, 15, (3), 337-360 View citations (17)

1998

80. EFFICIENT SEMIPARAMETRIC SCORING ESTIMATION OF SAMPLE SELECTION MODELS
    Econometric Theory, 1998, 14, (4), 423-462 View citations (12)
    See also Working Paper Efficient Semiparametric Scoring Estimation of Sample Selection Models, Working Papers (1990) View citations (2) (1990)
81. Semiparametric Estimation of Simultaneous-Equation Microeconometric Models with Index Restrictions
    The Japanese Economic Review, 1998, 49, (4), 343-380
    See also Working Paper Semiparametric Estimation of Simultaneous Equation Microeconometric Models with Index Restrictions, Working Papers (1993) (1993)

1997

82. A simulated likelihood estimator for qualitative response models with sufficient statistics
    Economics Letters, 1997, 57, (1), 23-32 View citations (1)
83. A smooth likelihood simulator for dynamic disequilibrium models
    Journal of Econometrics, 1997, 78, (2), 257-294 View citations (8)
84. Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results
    Journal of Econometrics, 1997, 82, (1), 1-35 View citations (39)
    See also Working Paper Simulated Maximum Likelihood Estimation of Dynamic Discrete Choice Statistical Models--Some Monte Carlo Results, Working Papers (1994) View citations (1) (1994)
85. Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results
    Journal of Econometrics, 1997, 78, (2), 179-184 View citations (5)
86. 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 (83)

1995

87. Asymptotic Bias in Simulated Maximum Likelihood Estimation of Discrete Choice Models
    Econometric Theory, 1995, 11, (3), 437-483 View citations (51)
88. Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
    Journal of Econometrics, 1995, 65, (2), 381-428 View citations (58)
89. The Computation of Opportunity Costs in Polychotomous Choice Models with Selectivity
    The Review of Economics and Statistics, 1995, 77, (3), 423-35 View citations (4)

1994

90. Rational expectations in limited dependent variable models
    Economics Letters, 1994, 46, (2), 97-104 View citations (10)
    See also Working Paper Rational Expectations in Limited Dependent Variable Models, Working Papers (1993) View citations (1) (1993)
91. Semiparametric instrumental variable estimation of simultaneous equation sample selection models
    Journal of Econometrics, 1994, 63, (2), 341-388 View citations (16)
    See also Working Paper Semiparametric Instrumental Variable Estimation of Simultaneous Equation Sample Selection Models, Working Papers (1991) (1991)
92. Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
    Journal of Econometrics, 1994, 61, (2), 305-344 View citations (19)
    See also Working Paper Semiparametric Two Stage Estimation of Sample Selection Models Subject to Tobit-Type Selection Rules, Working Papers (1990) (1990)

1993

93. Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix
    Econometric Theory, 1993, 9, (3), 413-430 View citations (24)
    See also Working Paper Asymptotic Distribution of the Maximum Likelihood Estimator for Stochastic Frontier Function Model with a Singular Information Matrix, Working Papers (1992) (1992)

1992

94. Discrete/continuous models of consumer demand with binding nonnegativity constraints
    Journal of Econometrics, 1992, 54, (1-3), 79-93 View citations (21)
    See also Working Paper Discrete/Continuous Models of Consumer Demand with Binding Non-Negativity Constraints, Working Papers (1990) View citations (1) (1990)
95. On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models
    Econometric Theory, 1992, 8, (4), 518-552 View citations (107)
    See also Working Paper On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models, Working Papers (1990) View citations (2) (1990)
96. Semiparametic Nonlinear Least-Squares Estimation of Truncated Regression Models
    Econometric Theory, 1992, 8, (1), 52-94 View citations (8)
    See also Working Paper Semiparametric Nonlinear Least Square Estimation of Truncated Regression Models, Working Papers (1990) (1990)

1987

97. Microeconometric models of rationing, imperfect markets, and non-negativity constraints
    Journal of Econometrics, 1987, 36, (1-2), 89-110 View citations (47)
    See also Working Paper Microeconometric Models of Rationing, Imperfect Markets, and Non-Negativity Constraints, Bulletins (1987) View citations (41) (1987)
98. Non-parametric testing of discrete panel data models
    Journal of Econometrics, 1987, 34, (1-2), 147-177 View citations (4)

1986

99. Microeconometric Demand Systems with Binding Nonnegativity Constraints: The Dual Approach
    Econometrica, 1986, 54, (5), 1237-42 View citations (152)
100. Specification Test for Poisson Regression Models
     International Economic Review, 1986, 27, (3), 689-706 View citations (11)
101. Specification testing when score test statistics are identically zero
     Journal of Econometrics, 1986, 31, (2), 121-149 View citations (49)
102. The specification of multi-market disequilibrium econometric models
     Journal of Econometrics, 1986, 32, (3), 297-332

1985

103. Serial correlation in latent discrete variable models
     Journal of Econometrics, 1985, 27, (1), 79-97 View citations (57)
104. 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 (25)

1984

105. 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 View citations (4)
106. Regime classifications in the disequilibrium market models
     Economics Letters, 1984, 14, (2-3), 187-193 View citations (3)
107. Switching Regression Models with Imperfect Sample Separation Information-With an Application on Cartel Stability
     Econometrica, 1984, 52, (2), 391-418 View citations (92)
108. Technical Training and Earnings: A Polychotomous Choice Model with Selectivity
     The Review of Economics and Statistics, 1984, 66, (1), 151-56 View citations (50)
109. Testing the Normality Assumption in Limited Dependent Variable Models
     International Economic Review, 1984, 25, (3), 563-78 View citations (84)
110. Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
     Econometrica, 1984, 52, (4), 843-63 View citations (35)
111. The likelihood function and a test for serial correlation in a disequilibrium market model
     Economics Letters, 1984, 14, (2-3), 195-200 View citations (3)

1983

112. A test for distributional assumptions for the stochastic frontier functions
     Journal of Econometrics, 1983, 22, (3), 245-267 View citations (24)
113. Generalized Econometric Models with Selectivity
     Econometrica, 1983, 51, (2), 507-12 View citations (706)
114. On maximum likelihood estimation of stochastic frontier production models
     Journal of Econometrics, 1983, 23, (2), 269-274 View citations (3)
115. The determination of moments of the doubly truncated multivariate normal tobit model
     Economics Letters, 1983, 11, (3), 245-250 View citations (3)

1982

116. Health and Wage: A Simultaneous Equation Model with Multiple Discrete Indicators
     International Economic Review, 1982, 23, (1), 199-221 View citations (66)
117. Some Approaches to the Correction of Selectivity Bias
     The Review of Economic Studies, 1982, 49, (3), 355-372 View citations (212)
118. Specification error in multinomial logit models: Analysis of the omitted variable bias
     Journal of Econometrics, 1982, 20, (2), 197-209 View citations (32)
119. Test for normality in the econometric disequilibrium markets model
     Journal of Econometrics, 1982, 19, (1), 109-123 View citations (1)

1981

120. Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data
     Journal of Econometrics, 1981, 16, (1), 51-69 View citations (6)
121. The measurement and sources of technical inefficiency in the Indonesian weaving industry
     Journal of Development Economics, 1981, 9, (1), 43-64 View citations (637)

1980

122. 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 (114)
123. Recursive Systems Containing Qualitative Endogenous Variables: A Reply
     Econometrica, 1980, 48, (3), 765

1979

124. Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent Variables
     Econometrica, 1979, 47, (4), 977-96 View citations (111)
125. Mixed logit and fully recursive logit models
     Economics Letters, 1979, 3, (4), 363-368
126. 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 (14)
127. On comparisons of normal and logistic models in the bivariate dichotomous analysis
     Economics Letters, 1979, 4, (2), 151-155 View citations (1)
128. On the first and second moments of the truncated multi-normal distribution and a simple estimator
     Economics Letters, 1979, 3, (2), 165-169 View citations (7)
129. On the generalized Berkson's estimator in the general qualitative response model
     Economics Letters, 1979, 4, (3), 243-249

1978

130. Estimation of some limited dependent variable models with application to housing demand
     Journal of Econometrics, 1978, 8, (3), 357-382 View citations (139)
131. The stochastic frontier production function and average efficiency: An empirical analysis
     Journal of Econometrics, 1978, 7, (3), 385-389 View citations (36)
132. Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables
     International Economic Review, 1978, 19, (2), 415-33 View citations (468)

1972

133. The Theorems of Debreu and Peleg for Ordered Topological Spaces
     Econometrica, 1972, 40, (6), 1151-53 View citations (5)

Edited books

2010

1. Analysis of Panels and Limited Dependent Variable Models
   Cambridge Books, Cambridge University Press View citations (3)

1999

2. Analysis of Panels and Limited Dependent Variable Models
   Cambridge Books, Cambridge University Press View citations (178)

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 View citations (63)