李龙飞-空间相关回归模型 讲义 空间自回归动态面板模型有效GMM估计

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作者：LungFei Lee俄亥俄州立大学经济系教授
计量经济学会院士
Fellow of Econometric Society
格式：pdf

目录：
Lecture 1: Introduction to Spatial Autoregressive (SAR) Models

LungFei LeePh.D. University of Rochester
Microeconometrics
Theoretical econometrics



Phone:
614-292-5508
Office:
475 Arps Hall
Email:
lflee@ecolan.sbs.ohio-state.edu

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.
"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.
"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.
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关键词：动态面板模型 GMM估计 回归模型 面板模型 空间相关 University department 俄亥俄 经济系 Email

多谢，正要用这个！

前段时间刚去厦大讲这个

这个好啊!看不懂也得下!呵呵!

谢谢分享~~~~~~~~~~

谢谢分享!!

谢谢楼主了，不知楼主有没没有这两篇文章呢
Lung-fei Lee, Jihai Yu(2010), Estimation of spatial autoregressive panel data models with fixed effects
Lung-fei Lee , Jihai Yu(2009), Some recent developments in spatial panel data models

要是这些文章附有程序就好了，不知这些程序到哪里去找？

这方面的前沿论文，需要仔细阅读。

前沿，看来做这个的也不少