Access Statistics for Zhenlin Yang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Nonlinear Stochastic Volatility Models 0 0 0 3 1 5 7 37
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 2 8 12 1,199
A Robust LM Test for Spatial Error Components 0 0 0 47 1 2 6 191
A Robust LM Test for Spatial Error Components 0 0 0 15 2 5 10 169
A Study of Pricing Evolution in the Online Toy Market 0 0 0 90 0 6 7 428
A Study of Pricing Evolution in the Online Toy Market 0 0 0 71 1 6 10 257
Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 69 1 5 8 99
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 2 12 12 88
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 4 8 8 103
Bias-Corrected Estimation for Spatial Autocorrelation 0 0 0 37 1 4 6 89
Determinants of Job Turnover Intentions: Evidence from Singapore 0 0 0 45 1 6 10 149
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 0 33 0 2 4 51
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 0 4 0 7 12 22
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 0 1 1 1 25
Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts 0 0 0 34 0 2 6 71
Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence 0 0 0 37 2 6 7 122
Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models 0 0 0 83 3 6 7 137
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 47 0 7 16 335
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 3 100 0 6 23 339
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 2 3 248
Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality 0 0 0 47 0 1 4 86
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 50 0 3 7 166
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 3 0 2 4 85
Spatial Dynamic Panel Data Models with Correlated Random Effects 0 0 0 58 1 7 12 81
Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects 0 0 0 53 0 2 3 71
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 73 1 6 10 175
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 39 0 7 10 120
Tests of Functional Form and Heteroscedasticity 0 0 0 494 1 8 10 3,055
Tests of Functional Form and Heteroscedasticity 0 0 0 151 0 8 12 758
Total Working Papers 0 0 4 2,246 25 150 247 8,756
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression 0 0 0 9 0 2 4 67
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 5 6 10 186
A general method for third-order bias and variance corrections on a nonlinear estimator 0 0 0 3 1 6 11 104
A modified family of power transformations 0 0 1 28 0 0 6 173
A new statistic for regression transformation 0 0 0 7 0 0 0 34
A robust LM test for spatial error components 0 0 0 25 0 8 13 179
A score test for Box-Cox functional form 0 0 0 83 0 2 4 381
A study of price evolution in online toy market 0 0 1 44 0 1 2 244
A transformed random effects model with applications 0 0 0 0 2 4 4 9
An explicit variance formula for the Box-Cox functional form estimator 0 0 0 43 0 2 3 739
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 0 2 3 88
Assessing the performance of Canadian bank branches using data envelopment analysis 0 0 0 3 1 2 4 54
Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 8 1 4 10 107
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 3 4 15
BOOK REVIEW: "Theory of Regular Economics", by Ryo Nagata 0 0 0 3 1 1 2 20
Bias correction and refined inferences for fixed effects spatial panel data models 0 0 0 3 1 4 8 133
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models 0 1 1 3 3 9 13 52
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 8 2 2 7 105
Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity 0 1 2 13 1 14 22 60
Functional form and spatial dependence in dynamic panels 0 0 0 23 0 2 3 128
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 4 5 281
Heteroskedasticity and non-normality robust LM tests for spatial dependence 0 1 1 17 3 13 19 143
Improved inferences for spatial regression models 0 0 0 3 2 4 6 93
Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations 0 0 0 0 0 3 4 11
Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity 0 0 0 0 1 5 6 16
LM tests of spatial dependence based on bootstrap critical values 0 0 0 11 0 5 8 110
Lottery Rather than Waiting-line Auction 0 0 0 29 0 2 6 133
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 0 7 9 253
Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality 0 0 0 9 3 10 14 103
Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation 0 0 0 21 0 1 2 128
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 1 7 11 269
Score tests for inverse Gaussian mixtures 0 0 0 0 0 5 5 9
Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices 0 0 0 7 0 2 4 26
Spatial dynamic panel data models with correlated random effects 0 0 1 9 1 10 26 57
Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects 0 0 0 8 1 9 16 41
Standardized LM tests for spatial error dependence in linear or panel regressions 0 0 0 0 1 10 11 78
Structural basis of ligand binding modes at the neuropeptide Y Y1 receptor 0 0 0 0 0 3 5 12
Tests of transformation in nonlinear regression 0 0 0 13 0 4 5 64
Transformation approaches for the construction of Weibull prediction interval 0 0 0 17 0 2 2 75
Unified M-estimation of fixed-effects spatial dynamic models with short panels 0 0 1 10 0 3 5 99
Total Journal Articles 0 3 8 644 31 183 302 4,879

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Statistics updated 2026-03-04