Details about Zhenlin Yang

Access statistics for papers by Zhenlin Yang.

Last updated 2009-03-01. Update your information in the RePEc Author Service.

Short-id: pya200

Working Papers

2008

1. A Study of Pricing Evolution in the Online Toy Market
   Economics Discussion Papers, Kiel Institute for the World Economy
   Also in Economic Growth centre Working Paper Series, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre (2007)

2006

2. On Joint Modelling and Testing for Local and Global Spatial Externalities
   Working Papers, Singapore Management University, School of Economics

2005

3. Determinants of Job Turnover Intentions: Evidence from Singapore
   SCAPE Policy Research Working Paper Series, National University of Singapore, Department of Economics, SCAPE

2004

4. Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression
   Working Papers, Singapore Management University, School of Economics
   See also Journal Article in Journal of Applied Econometrics (2006)
5. Tests of Functional Form and Heteroscedasticity
   Econometric Society 2004 Far Eastern Meetings, Econometric Society
   Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004)

2002

6. A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations
   See also Journal Article in Computational Statistics & Data Analysis (2006)

Journal Articles

2008

1. Generalized LM tests for functional form and heteroscedasticity
   Econometrics Journal, 2008, 11, (2), 349-376

2007

2. A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression
   Journal of Business & Economic Statistics, 2007, 25, 356-376

2006

3. A class of nonlinear stochastic volatility models and its implications for pricing currency options
   Computational Statistics & Data Analysis, 2006, 51, (4), 2218-2231
   See also Working Paper (2002)
4. A modified family of power transformations
   Economics Letters, 2006, 92, (1), 14-19 View citations
5. Functional form and spatial dependence in dynamic panels
   Economics Letters, 2006, 91, (1), 138-145
6. Lottery Rather than Waiting-line Auction
   Social Choice and Welfare, 2006, 27, (2), 289-310 View citations
7. Modelling firm-size distribution using Box-Cox heteroscedastic regression
   Journal of Applied Econometrics, 2006, 21, (5), 641-653
   See also Working Paper (2004)

2005

8. BOOK REVIEW: "Theory of Regular Economics", by Ryo Nagata
   The Singapore Economic Review (SER), 2005, 50, (02), 289-291

2004

9. Analytically calibrated Box-Cox percentile limits for duration and event-time models
   Insurance: Mathematics and Economics, 2004, 35, (3), 649-677
10. Tests of transformation in nonlinear regression
    Economics Letters, 2004, 84, (3), 391-398

2003

11. A score test for Box-Cox functional form
    Economics Letters, 2003, 79, (1), 107-115 View citations
12. Transformation approaches for the construction of Weibull prediction interval
    Computational Statistics & Data Analysis, 2003, 43, (3), 357-368

2002

13. An explicit variance formula for the Box-Cox functional form estimator
    Economics Letters, 2002, 76, (2), 259-265

2000

14. A new statistic for regression transformation
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2000, 9, (1), 123-131
15. Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation
    Journal of Applied Statistics, 2000, 27, (8), 1051-1063 View citations