[1] Yu Jihai, de Jong Robert, Lee Lung-fei. Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large. JOURNAL OF ECONOMETRICS Volume: 146 Issue: 1 Pages: 118-134 Published: SEP 2008
[2] Lee Lung-Fei, Yu Jihai. Spatial nonstationarity and spurious regression: the case with a row-normalized spatial weights matrix. SPATIAL ECONOMIC ANALYSIS Volume: 4 Issue: 3 Pages: 301-327 Published: SEP 2009
[3] Lee Lung-Fei, Yu Jihai. Estimation of spatial autoregressive panel data models with fixed effects. JOURNAL OF ECONOMETRICS Volume: 154 Issue: 2 Pages: 165-185 Published: FEB 2010
[4] Lee Lung-Fei, Yu Jihai. A spatial dynamic panel data model with both time and individual effects. ECONOMETRIC THEORY Volume: 26 Issue: Pages: 564-597 Published: APR 2010
[5] Lee Lung-Fei, Yu Jihai. Some recent developments in spatial panel data models. REGIONAL SCIENCE AND URBAN ECONOMICS Volume: 40 Issue: 5 Pages: 255-271 Published: SEP 2010
[6] Yu Jihai, Lee Lung-Fei. Estimation of unit root spatial dynamic panel data models. ECONOMETRIC THEORY Volume: 26 Issue: 5 Pages: 1332-1362 Published: OCT 2010
[7] Yu Jihai, de Jong Robert, Lee Lung-fei. Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration. JOURNAL OF ECONOMETRICS Volume: 167 Issue: 1 Pages: 16-37 Published: MAR 2012
[8] Lee Lung-Fei, Yu Jihai. QML estimation of spatial dynamic panel data models with time varying spatial weights matrices. SPATIAL ECONOMIC ANALYSIS Volume: 7 Issue: 1 Pages: 31-74 Published: MAR 2012
[9] Lee Lung-Fei, Yu Jihai. The C(a)-type gradient test for spatial autoregressive models. LETTERS IN SPATIAL AND RESOURCE SCIENCE, forthcoming
[10] Lee Lung-Fei, Yu Jihai. Spatial panels: random components vs. fixed effects. INTERNATIONAL ECONOMIC REVIEW, forthcoming
[11] Yu, J. and L.F. Lee, 2012. Convergence: A Spatial Dynamic Panel Data Approach. GLOBAL JOURNAL OF ECONOMICS, forthcoming.