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 1 1 2 1 4 8 19
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 2 5 15 1,148
A Robust LM Test for Spatial Error Components 0 0 2 15 0 2 10 137
A Robust LM Test for Spatial Error Components 0 0 0 47 0 1 4 165
A Study of Pricing Evolution in the Online Toy Market 0 0 0 90 3 6 10 401
A Study of Pricing Evolution in the Online Toy Market 0 0 0 71 3 5 11 230
Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 68 0 2 9 69
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 1 6 74
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 0 2 5 62
Bias-Corrected Estimation for Spatial Autocorrelation 0 0 0 36 0 1 4 72
Determinants of Job Turnover Intentions: Evidence from Singapore 0 0 1 546 2 5 17 2,058
Determinants of Job Turnover Intentions: Evidence from Singapore 0 0 3 37 1 3 14 117
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 1 31 0 1 12 31
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 0 0 2 11 19
Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence 0 0 0 35 1 3 6 89
Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models 0 0 1 83 0 3 15 66
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 3 31 1 6 25 201
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 5 91 0 4 21 260
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 1 4 238
Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality 0 0 0 46 0 2 6 48
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 50 1 2 2 149
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 3 1 2 4 29
Spatial Dynamic Panel Data Models with Correlated Random Effects 0 0 2 51 0 2 6 37
Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects 0 0 5 47 1 7 25 46
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 73 0 1 5 148
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 38 1 2 7 97
Tests of Functional Form and Heteroscedasticity 0 0 1 151 0 2 8 721
Tests of Functional Form and Heteroscedasticity 0 0 1 494 0 3 11 3,028
Total Working Papers 0 1 26 2,699 18 80 281 9,759
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 1 2 59
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 36 1 4 13 157
A general method for third-order bias and variance corrections on a nonlinear estimator 0 0 0 3 0 1 4 53
A modified family of power transformations 1 2 3 26 2 4 9 109
A new statistic for regression transformation 0 0 0 7 0 1 1 32
A robust LM test for spatial error components 0 0 0 25 0 1 3 148
A score test for Box-Cox functional form 0 0 1 82 1 2 6 373
A study of price evolution in online toy market 0 0 0 43 0 2 6 233
A transformed random effects model with applications 0 0 0 0 0 1 3 3
An explicit variance formula for the Box-Cox functional form estimator 0 0 0 43 0 1 2 727
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 0 1 8 82
Assessing the performance of Canadian bank branches using data envelopment analysis 0 0 0 1 1 2 6 8
Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 1 6 0 2 10 57
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 1 3 9
BOOK REVIEW: "Theory of Regular Economics", by Ryo Nagata 0 0 1 1 0 1 8 10
Bias correction and refined inferences for fixed effects spatial panel data models 0 0 0 3 0 2 9 38
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models 0 0 0 0 2 3 4 13
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 1 4 0 2 10 20
Functional form and spatial dependence in dynamic panels 0 0 0 22 0 1 3 86
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 2 7 272
Heteroskedasticity and non-normality robust LM tests for spatial dependence 0 0 0 13 1 2 11 92
Improved inferences for spatial regression models 0 0 0 3 0 2 5 46
Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations 0 0 0 0 0 1 2 2
LM tests of spatial dependence based on bootstrap critical values 0 0 0 9 0 2 11 63
Lottery Rather than Waiting-line Auction 0 0 0 28 0 2 6 108
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 50 0 1 3 235
Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality 0 0 0 9 1 3 10 68
Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation 0 0 0 21 0 1 2 123
QML estimation of dynamic panel data models with spatial errors 0 0 1 30 0 2 15 139
Score tests for inverse Gaussian mixtures 0 0 0 0 0 1 2 3
Standardized LM tests for spatial error dependence in linear or panel regressions 0 0 0 0 0 1 2 58
Tests of transformation in nonlinear regression 0 0 0 12 0 1 2 53
Transformation approaches for the construction of Weibull prediction interval 0 0 1 17 0 1 2 71
Unified M-estimation of fixed-effects spatial dynamic models with short panels 0 0 1 3 0 2 19 75
Total Journal Articles 1 2 10 565 9 57 209 3,625


Statistics updated 2020-09-04