Jihai Yu |
Assistant Professor of Economics
Gatton College of Business and Economics
University of Kentucky
335C Gatton Business and Economics Building
Lexington, KY 40506
Office: (859)257-6226
Email: jihai.yu@uky.edu
Research Interests
- Spatial Econometrics, Panel Data
Publications
- Some Recent Developments in Spatial Panel Data Models, with Lung-fei Lee, 2010. Regional Science and Urban Economics, forthcoming.
- Estimation of Unit Root Spatial Dynamic Panel Data Models, with Lung-fei Lee, 2010. Econometric Theory, forthcoming. Working Paper Version
- A Spatial Dynamic Panel Data Model With Both Time and Individual Fixed Effects, with Lung-fei Lee, 2010. Econometric Theory 26, 564-597
- Estimation of Spatial Autoregressive Panel Data Models with Fixed Effects, with Lung-fei Lee, 2010. Journal of Econometrics 154, 165-185.
- Spatial Nonstationarity and Spurious Regression: The Case with Row-Normalized Spatial Weights Matrix, with Lung-fei Lee, 2009. Spatial Economic Analysis 4:3, 301-327.
- Quasi-Maximum Likelihood Estimators for Spatial Dynamic Panel Data With Fixed Effects When Both n and T Are Large, with Robert de Jong and Lung-fei Lee, 2008. Journal of Econometrics 146, 118-134. Working Paper Version
Working Papers
- Spatial Panels: Random Components vs. Fixed Effects, with Lung-fei Lee, May 2010.
- Efficient GMM Estimation of Spatial Dynamic Panel Data Models, with Lung-fei Lee, April 2010.
- Convergence: A Spatial Dynamic Panel Data Approach, with Lung-fei Lee, July 2009.
- A Unified Estimation Approach for Spatial Dynamic Panel Data Models: Stability, Spatial Cointegration and Explosive Roots, with Lung-fei Lee, February 2009.
- Near Unit Root in the Spatial Autoregressive Model, with Lung-fei Lee, December 2007.
- Quasi-Maximum Likelihood Estimators for Spatial Dynamic Panel Data With Fixed Effects When Both n and T Are Large: A Nonstationary Case, with Robert de Jong and Lung-fei Lee, August 2007.
Teaching