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 0 1 7 38
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 2 8 18 1,207
A Robust LM Test for Spatial Error Components 0 0 0 47 0 4 10 195
A Robust LM Test for Spatial Error Components 0 0 0 15 1 6 15 175
A Study of Pricing Evolution in the Online Toy Market 0 0 0 71 1 3 10 260
A Study of Pricing Evolution in the Online Toy Market 0 0 0 90 0 0 6 428
Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 69 0 3 11 102
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 1 1 9 104
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 2 8 20 96
Bias-Corrected Estimation for Spatial Autocorrelation 0 0 0 37 0 2 8 91
Determinants of Job Turnover Intentions: Evidence from Singapore 0 0 0 45 1 4 14 153
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 0 4 0 2 14 24
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 0 33 0 7 11 58
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 0 0 0 1 25
Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts 0 0 0 34 0 0 5 71
Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence 0 0 0 37 0 3 10 125
Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models 0 0 0 83 0 2 9 139
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 2 100 1 6 23 345
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 47 3 11 23 346
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 1 4 249
Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality 0 0 0 47 0 2 6 88
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 50 0 3 10 169
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 3 1 6 10 91
Spatial Dynamic Panel Data Models with Correlated Random Effects 0 0 0 58 0 2 12 83
Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects 0 0 0 53 0 2 5 73
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 73 0 1 11 176
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 39 0 0 9 120
Tests of Functional Form and Heteroscedasticity 0 0 0 151 0 0 12 758
Tests of Functional Form and Heteroscedasticity 0 0 0 494 0 5 15 3,060
Total Working Papers 0 0 3 2,246 13 93 318 8,849
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 4 67
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 0 2 11 188
A general method for third-order bias and variance corrections on a nonlinear estimator 0 0 0 3 0 1 12 105
A modified family of power transformations 0 0 1 28 0 0 5 173
A new statistic for regression transformation 0 0 0 7 0 4 4 38
A robust LM test for spatial error components 0 0 0 25 0 10 23 189
A score test for Box-Cox functional form 0 0 0 83 2 7 11 388
A study of price evolution in online toy market 0 0 1 44 0 4 6 248
A transformed random effects model with applications 0 0 0 0 1 3 7 12
An explicit variance formula for the Box-Cox functional form estimator 0 0 0 43 2 5 8 744
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 0 2 5 90
Assessing the performance of Canadian bank branches using data envelopment analysis 0 0 0 3 0 0 4 54
Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 8 1 5 15 112
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 1 2 6 17
BOOK REVIEW: "Theory of Regular Economics", by Ryo Nagata 0 0 0 3 1 3 5 23
Bias correction and refined inferences for fixed effects spatial panel data models 0 0 0 3 1 5 13 138
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models 0 0 1 3 0 7 20 59
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 8 0 2 9 107
Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity 0 0 2 13 3 6 26 66
Functional form and spatial dependence in dynamic panels 0 0 0 23 1 2 5 130
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 0 5 281
Heteroskedasticity and non-normality robust LM tests for spatial dependence 0 1 2 18 1 5 22 148
Improved inferences for spatial regression models 0 0 0 3 0 5 11 98
Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations 0 0 0 0 1 5 9 16
Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity 0 0 0 0 0 2 8 18
LM tests of spatial dependence based on bootstrap critical values 0 0 0 11 2 4 11 114
Lottery Rather than Waiting-line Auction 0 0 0 29 0 2 8 135
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 2 5 14 258
Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality 0 0 0 9 0 4 17 107
Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation 0 0 0 21 0 6 8 134
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 1 3 12 272
Score tests for inverse Gaussian mixtures 0 0 0 0 0 3 8 12
Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices 0 0 0 7 0 6 9 32
Spatial dynamic panel data models with correlated random effects 1 2 3 11 1 10 33 67
Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects 0 0 0 8 1 7 23 48
Standardized LM tests for spatial error dependence in linear or panel regressions 0 0 0 0 1 5 16 83
Structural basis of ligand binding modes at the neuropeptide Y Y1 receptor 0 0 0 0 0 4 9 16
Tests of transformation in nonlinear regression 0 0 0 13 0 5 10 69
Transformation approaches for the construction of Weibull prediction interval 0 0 0 17 1 1 3 76
Unified M-estimation of fixed-effects spatial dynamic models with short panels 0 0 0 10 0 5 9 104
Total Journal Articles 1 3 10 647 24 157 444 5,036

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Statistics updated 2026-06-04