| 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 | 48 | 2015 |
| 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 | 38 | 2013 |
| On the bootstrap for Moran’s I test for spatial dependence F Jin, L Lee Journal of Econometrics 184 (2), 295-314, 2015 | 37 | 2015 |
| GEL estimation and tests of spatial autoregressive models F Jin, LF Lee Journal of Econometrics 208 (2), 585-612, 2019 | 27 | 2019 |
| 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 | 22 | 2012 |
| Lasso maximum likelihood estimation of parametric models with singular information matrices F Jin, LF Lee Econometrics 6 (1), 8, 2018 | 11 | 2018 |
| Sequential and efficient GMM estimation of dynamic short panel data models F Jin, L Lee, J Yu Econometric Reviews 40 (10), 1007-1037, 2021 | 10 | 2021 |
| Outer-product-of-gradients tests for spatial autoregressive models F Jin, L Lee Regional Science and Urban Economics 72, 35-57, 2018 | 9 | 2018 |
| 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 | 9 | 2013 |
| 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 | 7 | 2019 |
| Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model F Jin, L Lee Journal of econometrics 206 (2), 336-358, 2018 | 7 | 2018 |
| Asymptotic properties of a spatial autoregressive stochastic frontier model F Jin, L Lee Journal of Spatial Econometrics 1 (1), 2, 2020 | 6 | 2020 |
| First difference estimation of spatial dynamic panel data models with fixed effects F Jin, L Lee, J Yu Economics Letters 189, 109010, 2020 | 5 | 2020 |
| Efficient two-step generalized empirical likelihood estimation and tests with martingale differences F Jin, L Lee Econometric Theory 37 (3), 573-612, 2021 | 4 | 2021 |
| GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors F Jin, Y Wang Econometric Reviews 41 (6), 652-674, 2022 | 2 | 2022 |
| Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances F Jin, L Lee Economics Letters 194, 109397, 2020 | 2 | 2020 |
| CONSISTENT NON-GAUSSIAN PSEUDO MAXIMUM LIKELIHOOD ESTIMATORS OF SPATIAL AUTOREGRESSIVE MODELS F Jin, Y Wang Econometric Theory, 1-39, 2023 | 1 | 2023 |
| 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 | 1 | 2023 |
| 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 | 1 | 2009 |
| 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 |
Jihai YuPeking UniversityAdresse e-mail validée de gsm.pku.edu.cn
