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 1 3 0 3 5 30
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 0 1 3 1,187
A Robust LM Test for Spatial Error Components 0 0 0 47 0 1 2 185
A Robust LM Test for Spatial Error Components 0 0 0 15 1 2 3 159
A Study of Pricing Evolution in the Online Toy Market 0 0 0 71 0 1 1 247
A Study of Pricing Evolution in the Online Toy Market 0 0 0 90 1 2 2 421
Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 69 1 1 3 91
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 1 2 2 76
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 1 1 95
Bias-Corrected Estimation for Spatial Autocorrelation 0 0 0 37 0 1 1 83
Determinants of Job Turnover Intentions: Evidence from Singapore 0 0 0 45 1 2 3 139
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 1 1 33 0 2 2 47
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 0 4 0 0 1 10
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 0 0 0 2 24
Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts 0 0 2 34 1 4 8 65
Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence 0 0 1 37 1 2 4 115
Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models 0 0 0 83 1 1 1 130
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 0 46 0 2 10 319
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 0 97 0 1 4 316
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 2 3 245
Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality 0 0 0 47 2 2 2 82
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 50 0 2 2 159
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 3 0 1 1 81
Spatial Dynamic Panel Data Models with Correlated Random Effects 0 0 0 58 1 1 3 69
Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects 0 0 0 53 1 2 4 68
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 73 1 1 1 165
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 39 1 2 2 110
Tests of Functional Form and Heteroscedasticity 0 0 0 494 0 0 2 3,045
Tests of Functional Form and Heteroscedasticity 0 0 0 151 0 2 3 746
Total Working Papers 0 1 5 2,242 14 44 81 8,509
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 0 0 63
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 0 1 2 176
A general method for third-order bias and variance corrections on a nonlinear estimator 0 0 0 3 1 1 4 93
A modified family of power transformations 0 0 0 27 0 2 2 167
A new statistic for regression transformation 0 0 0 7 0 1 1 34
A robust LM test for spatial error components 0 0 0 25 0 0 1 166
A score test for Box-Cox functional form 0 0 0 83 0 0 0 377
A study of price evolution in online toy market 0 0 0 43 0 0 0 242
A transformed random effects model with applications 0 0 0 0 0 0 0 5
An explicit variance formula for the Box-Cox functional form estimator 0 0 0 43 1 1 1 736
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 0 1 1 85
Assessing the performance of Canadian bank branches using data envelopment analysis 0 0 0 3 0 0 1 50
Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 8 0 0 1 97
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 0 0 11
BOOK REVIEW: "Theory of Regular Economics", by Ryo Nagata 0 0 0 3 0 1 2 18
Bias correction and refined inferences for fixed effects spatial panel data models 0 0 0 3 0 0 1 125
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models 0 0 0 2 0 1 3 39
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 1 1 8 1 3 4 98
Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity 0 0 1 11 0 0 2 38
Functional form and spatial dependence in dynamic panels 0 0 0 23 0 0 1 125
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 1 2 3 276
Heteroskedasticity and non-normality robust LM tests for spatial dependence 0 0 0 16 1 1 5 124
Improved inferences for spatial regression models 0 0 0 3 0 1 2 87
Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations 0 0 0 0 0 1 1 7
Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity 0 0 0 0 0 0 2 10
LM tests of spatial dependence based on bootstrap critical values 0 0 2 11 0 1 4 102
Lottery Rather than Waiting-line Auction 0 0 0 29 0 0 0 127
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 1 1 1 244
Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality 0 0 0 9 0 0 1 89
Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation 0 0 0 21 1 1 1 126
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 0 0 5 258
Score tests for inverse Gaussian mixtures 0 0 0 0 0 0 0 4
Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices 0 0 0 7 0 1 3 22
Spatial dynamic panel data models with correlated random effects 0 1 1 8 1 4 5 31
Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects 0 0 0 8 1 2 3 25
Standardized LM tests for spatial error dependence in linear or panel regressions 0 0 0 0 0 1 2 67
Structural basis of ligand binding modes at the neuropeptide Y Y1 receptor 0 0 0 0 0 0 1 7
Tests of transformation in nonlinear regression 0 0 0 13 2 3 3 59
Transformation approaches for the construction of Weibull prediction interval 0 0 0 17 0 0 1 73
Unified M-estimation of fixed-effects spatial dynamic models with short panels 0 0 2 9 1 2 5 94
Total Journal Articles 0 2 7 636 12 33 75 4,577

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Statistics updated 2025-03-03