Lung-fei Lee

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This paper considers the speci…cation and estimation of social interaction models with network structures and the presence of endogenous, contextual and correlated e¤ects. With macro group settings, group-speci…c …xed e¤ects are also incorporated in the model. The network structure provides information on the identi…cation of the various interaction e¤ects.(More)
This paper establishes asymptotic properties of quasi-maximum likelihood estimators for spatial dynamic panel data with both time and individual …xed e¤ects when both the number of individuals n and the number of time periods T can be large. Instead of using the direct approach where we estimate both individual e¤ects and time e¤ects directly, we propose a(More)
This paper considers identification and estimation of structural interaction effects in a social interaction model. The model allows unobservables in the group structure, which may be correlated with included regressors. We show that both the endogenous and exogenous interaction effects can be identified if there are sufficient variations in group sizes. We(More)
This paper investigates the asymptotic properties of quasi-maximum likelihood estimators for spatial dynamic panel data with …xed e¤ects when both the number of individuals n and the number of time periods T are large. We consider the case where T is asymptotically large relative to n, the case where T is asymptotically proportional to n, and the case where(More)
SBMV-S is a resistance-breaking mutant of an Arkansas isolate of the bean strain of southern bean mosaic virus (SBMV-BARK) that is able to move systemically in Phaseolus vulgaris cvs. Pinto and Great Northern, whereas the wild-type SBMV-BARK causes local necrotic lesions and is restricted to the inoculated leaves of these hosts. Sequence analysis of the(More)
The spatial autoregressive model (SAR) is a standard tool to analyze data with spatial correlation. Conventional estimation methods rely on the key assumption that the spatial weight matrix W is strictly exogenous, which is likely to be violated in empirical analyses. This paper presents the speci…cation and estimation of the SAR model with an endogenous(More)
Spatial econometrics has been an ongoing research …eld. Recently, it has been extended to the panel data settings. The spatial panel data can allow cross sectional dependence as well as state dependence, and it can also enable researchers to control for unknown heteorgeneity. This paper reports some recent developments in the econometric speci…cation and(More)