Details about Zhenlin Yang

Access statistics for papers by Zhenlin Yang.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pya200

Working Papers

2023

1. Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts
   Papers, arXiv.org View citations (3)

2020

2. Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models
   IZA Discussion Papers, Institute of Labor Economics (IZA)
   Also in Economics and Statistics Working Papers, Singapore Management University, School of Economics (2018)

2019

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

2018

4. Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter
   Post-Print, HAL View citations (4)
5. Spatial Dynamic Panel Data Models with Correlated Random Effects
   Economics and Statistics Working Papers, Singapore Management University, School of Economics View citations (3)
   See also Journal Article Spatial dynamic panel data models with correlated random effects, Journal of Econometrics, Elsevier (2021) View citations (13) (2021)

2014

6. Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model
   Working Papers, Singapore Management University, School of Economics
   See also Journal Article Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model, Econometrics, MDPI (2015) View citations (8) (2015)
7. Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models
   Working Papers, Singapore Management University, School of Economics View citations (1)
8. Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality
   Working Papers, Singapore Management University, School of Economics
   See also Journal Article Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality, Regional Science and Urban Economics, Elsevier (2015) View citations (25) (2015)

2013

9. 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 (23)
   See also Journal Article Heteroskedasticity and non-normality robust LM tests for spatial dependence, Regional Science and Urban Economics, Elsevier (2013) View citations (22) (2013)

2012

10. 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 (3)
    Also in Working Papers, Singapore Management University, School of Economics (2010) View citations (3)
    See also Journal Article Standardized LM tests for spatial error dependence in linear or panel regressions, Econometrics Journal, Royal Economic Society (2013) View citations (38) (2013)

2010

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

2009

12. A Robust LM Test for Spatial Error Components
    Working Papers, Singapore Management University, School of Economics View citations (1)
    Also in Development Economics Working Papers, East Asian Bureau of Economic Research (2009) View citations (1)
    See also Journal Article A robust LM test for spatial error components, Regional Science and Urban Economics, Elsevier (2010) View citations (25) (2010)
13. Asymptotics and Bootstrap for Transformed Panel Data Regressions
    Working Papers, Singapore Management University, School of Economics View citations (1)
    Also in Development Economics Working Papers, East Asian Bureau of Economic Research (2008) View citations (1)

2008

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

2007

15. Instrumental Variable Quantile Estimation of Spatial Autoregressive Models
    Development Economics Working Papers, East Asian Bureau of Economic Research View citations (16)
    Also in Working Papers, Singapore Management University, School of Economics (2007) View citations (9)

2006

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

2005

17. Determinants of Job Turnover Intentions: Evidence from Singapore
    Labor Economics Working Papers, East Asian Bureau of Economic Research

2004

18. Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression
    Working Papers, Singapore Management University, School of Economics
    See also Journal Article Modelling firm-size distribution using Box-Cox heteroscedastic regression, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) (2006)
19. 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

20. A Class of Nonlinear Stochastic Volatility Models
    Working Papers, Department of Economics, The University of Auckland View citations (9)
21. 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 (8)
    See also Journal Article A class of nonlinear stochastic volatility models and its implications for pricing currency options, Computational Statistics & Data Analysis, Elsevier (2006) View citations (28) (2006)

Journal Articles

2021

1. Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity
   Empirical Economics, 2021, 60, (1), 51-92 View citations (4)
2. Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices
   Economic Modelling, 2021, 103, (C) View citations (4)
3. Spatial dynamic panel data models with correlated random effects
   Journal of Econometrics, 2021, 221, (2), 424-454 View citations (13)
   See also Working Paper Spatial Dynamic Panel Data Models with Correlated Random Effects, Economics and Statistics Working Papers (2018) View citations (3) (2018)

2020

4. Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity
   Regional Science and Urban Economics, 2020, 81, (C) View citations (3)
5. Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects
   Regional Science and Urban Economics, 2020, 81, (C) View citations (3)

2018

6. Asymptotics and bootstrap for random-effects panel data transformation models
   Econometric Reviews, 2018, 37, (6), 602-625
7. Bootstrap LM tests for higher-order spatial effects in spatial linear regression models
   Empirical Economics, 2018, 55, (1), 35-68 View citations (3)
8. Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter
   Regional Science and Urban Economics, 2018, 72, (C), 1-5 View citations (4)
9. Structural basis of ligand binding modes at the neuropeptide Y Y1 receptor
   Nature, 2018, 556, (7702), 520-524 View citations (2)
10. Unified M-estimation of fixed-effects spatial dynamic models with short panels
    Journal of Econometrics, 2018, 205, (2), 423-447 View citations (17)

2016

11. Bias correction and refined inferences for fixed effects spatial panel data models
    Regional Science and Urban Economics, 2016, 61, (C), 52-72 View citations (5)

2015

12. A general method for third-order bias and variance corrections on a nonlinear estimator
    Journal of Econometrics, 2015, 186, (1), 178-200 View citations (17)
13. Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model
    Econometrics, 2015, 3, (2), 1-36 View citations (8)
    See also Working Paper Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model, Working Papers (2014) (2014)
14. Improved inferences for spatial regression models
    Regional Science and Urban Economics, 2015, 55, (C), 55-67 View citations (4)
15. LM tests of spatial dependence based on bootstrap critical values
    Journal of Econometrics, 2015, 185, (1), 33-59 View citations (20)
16. Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality
    Regional Science and Urban Economics, 2015, 52, (C), 50-70 View citations (25)
    See also Working Paper Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality, Working Papers (2014) (2014)
17. QML estimation of dynamic panel data models with spatial errors
    Journal of Econometrics, 2015, 185, (1), 230-258 View citations (61)

2013

18. Heteroskedasticity and non-normality robust LM tests for spatial dependence
    Regional Science and Urban Economics, 2013, 43, (5), 725-739 View citations (22)
    See also Working Paper Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence, Center for Policy Research Working Papers (2013) View citations (23) (2013)
19. Standardized LM tests for spatial error dependence in linear or panel regressions
    Econometrics Journal, 2013, 16, (1), 103-134 View citations (38)
    See also Working Paper Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions, Center for Policy Research Working Papers (2012) View citations (3) (2012)

2011

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

2010

22. A robust LM test for spatial error components
    Regional Science and Urban Economics, 2010, 40, (5), 299-310 View citations (25)
    See also Working Paper A Robust LM Test for Spatial Error Components, Working Papers (2009) View citations (1) (2009)
23. A study of price evolution in online toy market
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2010, 4, 1-29

2009

24. Assessing the performance of Canadian bank branches using data envelopment analysis
    Journal of the Operational Research Society, 2009, 60, (6), 771-780 View citations (11)

2008

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

2007

26. A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression
    Journal of Business & Economic Statistics, 2007, 25, 356-376 View citations (3)
27. 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 View citations (3)

2006

28. A class of nonlinear stochastic volatility models and its implications for pricing currency options
    Computational Statistics & Data Analysis, 2006, 51, (4), 2218-2231 View citations (28)
    See also Working Paper A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options, Monash Econometrics and Business Statistics Working Papers (2002) View citations (8) (2002)
29. A modified family of power transformations
    Economics Letters, 2006, 92, (1), 14-19 View citations (24)
30. Functional form and spatial dependence in dynamic panels
    Economics Letters, 2006, 91, (1), 138-145 View citations (19)
31. Lottery Rather than Waiting-line Auction
    Social Choice and Welfare, 2006, 27, (2), 289-310 View citations (10)
32. Modelling firm-size distribution using Box-Cox heteroscedastic regression
    Journal of Applied Econometrics, 2006, 21, (5), 641-653
    See also Working Paper Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression, Working Papers (2004) (2004)

2005

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

2004

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

2003

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

2002

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

2000

39. A new statistic for regression transformation
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2000, 9, (1), 123-131
40. Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation
    Journal of Applied Statistics, 2000, 27, (8), 1051-1063 View citations (5)