Publications
- Jin, Fei and Yuqin Wang (2023). An approximated exponentially tilted empirical likelihood estimator of moment condition models. Conditionally accepted at Econometric Reviews.
- Jin, Fei and Yuqin Wang (2023). Consistent non-Gaussian pseudo maximum likelihood estimators of spatial autoregressive models. Forthcoming at Econometric Theory. Working paper version. Supplement.
- Jin, Fei, Lung-fei Lee and Jihai Yu (2023). Estimating flow data models of international trade: Dual gravity and spatial interactions. Accepted at Econometric Reviews.
- Jin, Fei and Yuqin Wang (2022). GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors. Econometric Reviews 41, 652–674. Working paper version.
- Jin, Fei, Lung-fei Lee and Jihai Yu (2021). Sequential and efficient GMM estimation of dynamic short panel data models. Econometric Reviews 40, 1007–1037. Working paper version. Supplement.
- Jin, F. and L.-F. Lee (2021). Efficient two-step generalized empirical likelihood estimation and tests with martingale differences. Econometric Theory 37, 573-612. Working paper version. Supplement.
- Jin, Fei and Lung-fei Lee (2020). Asymptotic properties of a spatial autoregressive stochastic frontier model. Forthcoming in the Journal of Spatial Econometrics. Working paper version.
- Jin, Fei and Lung-fei Lee (2020). Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances. Economics Letters 194, 109397. Working paper version. Supplement. Matlab code.
- Jin, Fei, Lung-fei Lee and Jihai Yu (2020). First difference estimation of spatial dynamic panel data models with fixed effects. Economics Letters 189, 109010. Working paper version.
- Jin, F. and L.-F. Lee (2019). GEL estimation and tests of spatial autoregressive models. Journal of Econometrics 208(2), 585–612. Working paper version. Supplement.
- Zhang, Yuanqing, Shuhui Feng, and Fei Jin (2019). QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity. Economics Letters 180, 1–5. Working paper version. Supplement.
- Jin, F. and L.-F. Lee (2018a). Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model. Journal of Econometrics 206(2), 336–358. Working paper version. Supplement.
- Jin, Fei and Lung-fei Lee (2018). Lasso maximum likelihood estimation of parametric models with singular information matrices. Econometrics 6(1). 8. Working paper version.
- Jin, Fei and Lung-fei Lee (2018). Outer-product-of-gradients tests for spatial autoregressive models. Regional Science and Urban Economics 72, 35–57. Working paper version.
- Debarsy, N., F. Jin, and L.-F. Lee (2015). Large sample properties of the matrix exponential spatial specification with an application to FDI. Journal of Econometrics 188, 1–21. Working paper version. Supplement.
- Jin, F. and L.-F. Lee (2015). On the bootstrap for Moran's I test for spatial dependence. Journal of Econometrics, 184, 295-314. Working paper version.
- Jin, Fei and Lung-fei Lee (2013). Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances. Regional Science and Urban Economics 43, 590–616. Working paper version.
- Jin, Fei and Lung-fei Lee (2013). Generalized spatial two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many instruments. Econometrics 1, 71–114. Working paper version.
- Jin, Fei and Lung-fei Lee (2012). Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models. Regional Science and Urban Economics 42, 446–458. Working paper version.
- Ouyang, Hongbing and Fei Jin (2009). Stock price clustering and the cross-sectional determinants—Empirical evidence from Shanghai Stock Exchange 180 Index components. Chinese Journal of Management 6(6). (in Chinese), 823–827.