LungFei Lee

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.

"A Spatial Dynamic Panel Data Model with Both Time and Individual Fixed Effects," with Jihai Yu, July 2007.

"Quasi-Maximum Likelihood Estimators For Spatial Dynamic Panel Data With Fixed Effects When Both n and T Are Large," with Jihai Yu and Robert de Jong, November 2006

"Binary Choice under Social Interaction: An Empirical Study With and Without Subjective Data of Expectation," with Ji Li, July 2006

"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.

"Efficient GMM Estimation of High Order Spatial Autoregressive Models," with Xiaodong Liu, October 2006.

"Efficient GMM Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances," with Xiaodong Liu, October 2006.

"GMM Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity," with Xu Lin, November 2005.

"Pooling Estimates with Different Rates of Convergence – A Minimum 2 Approach: With an Emphasis on a Social Interactions Model," September 2005.

"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.

Department of Economics
Webmaster: Webmaster

Last update: 03/16/2008