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Details about Zhenlin Yang

E-mail:
Homepage:http://www.mysmu.edu/faculty/zlyang/
Phone:65 6828 0852
Postal address:90 Stamford Road Singapore 178903
Workplace:School of Economics, Singapore Management University, (more information at EDIRC)

Access statistics for papers by Zhenlin Yang.

Last updated 2019-04-19. Update your information in the RePEc Author Service.

Short-id: pya200


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Working Papers

2019

  1. Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects
    Economics and Statistics Working Papers, Singapore Management University, School of Economics Downloads

2018

  1. Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models
    Economics and Statistics Working Papers, Singapore Management University, School of Economics Downloads
  2. Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter
    Post-Print, HAL
  3. Spatial Dynamic Panel Data Models with Correlated Random Effects
    Economics and Statistics Working Papers, Singapore Management University, School of Economics Downloads

2014

  1. Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model
    Working Papers, Singapore Management University, School of Economics Downloads
    See also Journal Article in Econometrics (2015)
  2. Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models
    Working Papers, Singapore Management University, School of Economics Downloads View citations (1)
  3. Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality
    Working Papers, Singapore Management University, School of Economics Downloads
    See also Journal Article in Regional Science and Urban Economics (2015)

2013

  1. Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (15)
    See also Journal Article in Regional Science and Urban Economics (2013)

2012

  1. Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
    Also in Working Papers, Singapore Management University, School of Economics (2010) Downloads View citations (3)

    See also Journal Article in Econometrics Journal (2013)

2010

  1. Bias-Corrected Estimation for Spatial Autocorrelation
    Working Papers, Singapore Management University, School of Economics Downloads View citations (1)

2009

  1. A Robust LM Test for Spatial Error Components
    Working Papers, Singapore Management University, School of Economics Downloads View citations (1)
    Also in Development Economics Working Papers, East Asian Bureau of Economic Research (2009) Downloads

    See also Journal Article in Regional Science and Urban Economics (2010)
  2. Asymptotics and Bootstrap for Transformed Panel Data Regressions
    Working Papers, Singapore Management University, School of Economics Downloads
    Also in Development Economics Working Papers, East Asian Bureau of Economic Research (2008) Downloads View citations (1)

2008

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

2007

  1. Instrumental Variable Quantile Estimation of Spatial Autoregressive Models
    Working Papers, Singapore Management University, School of Economics Downloads View citations (1)
    Also in Development Economics Working Papers, East Asian Bureau of Economic Research (2007) Downloads View citations (10)

2006

  1. On Joint Modelling and Testing for Local and Global Spatial Externalities
    Development Economics Working Papers, East Asian Bureau of Economic Research Downloads
    Also in Working Papers, Singapore Management University, School of Economics (2006) Downloads

2005

  1. Determinants of Job Turnover Intentions: Evidence from Singapore
    SCAPE Policy Research Working Paper Series, National University of Singapore, Department of Economics, SCAPE Downloads
    Also in Labor Economics Working Papers, East Asian Bureau of Economic Research (2005) Downloads

2004

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

2002

  1. A Class of Nonlinear Stochastic Volatility Models
    Working Papers, Department of Economics, The University of Auckland Downloads View citations (2)
  2. 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 Downloads View citations (7)
    See also Journal Article in Computational Statistics & Data Analysis (2006)

Journal Articles

2018

  1. Asymptotics and bootstrap for random-effects panel data transformation models
    Econometric Reviews, 2018, 37, (6), 602-625 Downloads
  2. Bootstrap LM tests for higher-order spatial effects in spatial linear regression models
    Empirical Economics, 2018, 55, (1), 35-68 Downloads
  3. Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter
    Regional Science and Urban Economics, 2018, 72, (C), 1-5 Downloads
  4. Unified M-estimation of fixed-effects spatial dynamic models with short panels
    Journal of Econometrics, 2018, 205, (2), 423-447 Downloads

2016

  1. Bias correction and refined inferences for fixed effects spatial panel data models
    Regional Science and Urban Economics, 2016, 61, (C), 52-72 Downloads View citations (1)

2015

  1. A general method for third-order bias and variance corrections on a nonlinear estimator
    Journal of Econometrics, 2015, 186, (1), 178-200 Downloads View citations (10)
  2. Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model
    Econometrics, 2015, 3, (2), 1-36 Downloads View citations (3)
    See also Working Paper (2014)
  3. Improved inferences for spatial regression models
    Regional Science and Urban Economics, 2015, 55, (C), 55-67 Downloads View citations (2)
  4. LM tests of spatial dependence based on bootstrap critical values
    Journal of Econometrics, 2015, 185, (1), 33-59 Downloads View citations (11)
  5. Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality
    Regional Science and Urban Economics, 2015, 52, (C), 50-70 Downloads View citations (11)
    See also Working Paper (2014)
  6. QML estimation of dynamic panel data models with spatial errors
    Journal of Econometrics, 2015, 185, (1), 230-258 Downloads View citations (42)

2013

  1. Heteroskedasticity and non-normality robust LM tests for spatial dependence
    Regional Science and Urban Economics, 2013, 43, (5), 725-739 Downloads View citations (15)
    See also Working Paper (2013)
  2. Standardized LM tests for spatial error dependence in linear or panel regressions
    Econometrics Journal, 2013, 16, (1), 103-134 View citations (24)
    See also Working Paper (2012)

2011

  1. A transformed random effects model with applications
    Applied Stochastic Models in Business and Industry, 2011, 27, (3), 222-234 Downloads
  2. Score tests for inverse Gaussian mixtures
    Applied Stochastic Models in Business and Industry, 2011, 27, (6), 633-648 Downloads

2010

  1. A robust LM test for spatial error components
    Regional Science and Urban Economics, 2010, 40, (5), 299-310 Downloads View citations (21)
    See also Working Paper (2009)
  2. A study of price evolution in online toy market
    Economics - The Open-Access, Open-Assessment E-Journal, 2010, 4, 1-29 Downloads

2009

  1. Assessing the performance of Canadian bank branches using data envelopment analysis
    Journal of the Operational Research Society, 2009, 60, (6), 771-780 Downloads View citations (2)

2008

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

2007

  1. A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression
    Journal of Business & Economic Statistics, 2007, 25, 356-376 Downloads View citations (3)
  2. Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations
    Applied Stochastic Models in Business and Industry, 2007, 23, (5), 373-383 Downloads

2006

  1. A class of nonlinear stochastic volatility models and its implications for pricing currency options
    Computational Statistics & Data Analysis, 2006, 51, (4), 2218-2231 Downloads View citations (19)
    See also Working Paper (2002)
  2. A modified family of power transformations
    Economics Letters, 2006, 92, (1), 14-19 Downloads View citations (17)
  3. Functional form and spatial dependence in dynamic panels
    Economics Letters, 2006, 91, (1), 138-145 Downloads View citations (13)
  4. Lottery Rather than Waiting-line Auction
    Social Choice and Welfare, 2006, 27, (2), 289-310 Downloads View citations (10)
  5. Modelling firm-size distribution using Box-Cox heteroscedastic regression
    Journal of Applied Econometrics, 2006, 21, (5), 641-653 Downloads
    See also Working Paper (2004)

2005

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

2004

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

2003

  1. A score test for Box-Cox functional form
    Economics Letters, 2003, 79, (1), 107-115 Downloads View citations (4)
  2. Transformation approaches for the construction of Weibull prediction interval
    Computational Statistics & Data Analysis, 2003, 43, (3), 357-368 Downloads View citations (1)

2002

  1. An explicit variance formula for the Box-Cox functional form estimator
    Economics Letters, 2002, 76, (2), 259-265 Downloads View citations (1)

2000

  1. A new statistic for regression transformation
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2000, 9, (1), 123-131 Downloads
  2. Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation
    Journal of Applied Statistics, 2000, 27, (8), 1051-1063 Downloads View citations (4)
 
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