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Fei Jin
Fei Jin
Associate Professor, School of Economics, Fudan University
Verified email at fudan.edu.cn - Homepage
Title
Cited by
Cited by
Year
Large sample properties of the matrix exponential spatial specification with an application to FDI
N Debarsy, F Jin, LF Lee
Journal of Econometrics 188 (1), 1-21, 2015
472015
Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances
F Jin, L Lee
Regional Science and Urban Economics 43 (4), 590-616, 2013
382013
On the bootstrap for Moran’s I test for spatial dependence
F Jin, L Lee
Journal of Econometrics 184 (2), 295-314, 2015
372015
GEL estimation and tests of spatial autoregressive models
F Jin, LF Lee
Journal of Econometrics 208 (2), 585-612, 2019
252019
Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models
F Jin, L Lee
Regional Science and Urban Economics 42 (3), 446-458, 2012
222012
Lasso maximum likelihood estimation of parametric models with singular information matrices
F Jin, LF Lee
Econometrics 6 (1), 8, 2018
112018
Sequential and efficient GMM estimation of dynamic short panel data models
F Jin, L Lee, J Yu
Econometric Reviews 40 (10), 1007-1037, 2021
102021
Generalized spatial two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many …
F Jin, L Lee
Econometrics 1 (1), 71-114, 2013
92013
Outer-product-of-gradients tests for spatial autoregressive models
F Jin, L Lee
Regional Science and Urban Economics 72, 35-57, 2018
82018
QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity
Y Zhang, S Feng, F Jin
Economics letters 180, 1-5, 2019
72019
Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model
F Jin, L Lee
Journal of econometrics 206 (2), 336-358, 2018
72018
Asymptotic properties of a spatial autoregressive stochastic frontier model
F Jin, L Lee
Journal of Spatial Econometrics 1 (1), 2, 2020
62020
First difference estimation of spatial dynamic panel data models with fixed effects
F Jin, L Lee, J Yu
Economics Letters 189, 109010, 2020
52020
Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
F Jin, L Lee
Econometric Theory 37 (3), 573-612, 2021
42021
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
F Jin, Y Wang
Econometric Reviews 41 (6), 652-674, 2022
22022
Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
F Jin, L Lee
Economics Letters 194, 109397, 2020
22020
CONSISTENT NON-GAUSSIAN PSEUDO MAXIMUM LIKELIHOOD ESTIMATORS OF SPATIAL AUTOREGRESSIVE MODELS
F Jin, Y Wang
Econometric Theory, 1-39, 2023
12023
Estimating flow data models of international trade: dual gravity and spatial interactions
F Jin, L Lee, J Yu
Econometric Reviews 42 (2), 157-194, 2023
12023
股票价格聚集现象及其横截面决定因素研究——基于上证 180 指数成分股的经验分析
欧阳红兵, 金飞
管理学报 6 (6), 823, 2009
12009
Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties
F Jin, L Lee, K Yang
Journal of Applied Econometrics, 2024
2024
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