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 1 6 33
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 1 2 6 1,192
A Robust LM Test for Spatial Error Components 0 0 0 47 1 4 6 190
A Robust LM Test for Spatial Error Components 0 0 0 15 1 4 8 165
A Study of Pricing Evolution in the Online Toy Market 0 0 0 90 2 2 5 424
A Study of Pricing Evolution in the Online Toy Market 0 0 0 71 1 2 5 252
Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 69 0 2 4 94
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 0 0 2 76
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 3 3 4 98
Bias-Corrected Estimation for Spatial Autocorrelation 0 0 0 37 2 4 5 87
Determinants of Job Turnover Intentions: Evidence from Singapore 0 0 0 45 3 7 9 146
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 0 4 1 4 6 16
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 1 33 1 3 5 50
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 0 0 0 0 24
Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts 0 0 0 34 0 2 7 69
Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence 0 0 0 37 1 2 4 117
Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models 0 0 0 83 1 2 3 132
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 1 3 100 3 13 20 336
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 1 1 47 7 11 16 335
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 1 3 246
Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality 0 0 0 47 1 4 6 86
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 3 1 3 4 84
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 50 0 3 5 163
Spatial Dynamic Panel Data Models with Correlated Random Effects 0 0 0 58 1 2 7 75
Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects 0 0 0 53 2 3 5 71
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 73 1 4 6 170
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 39 1 3 6 114
Tests of Functional Form and Heteroscedasticity 0 0 0 494 4 6 6 3,051
Tests of Functional Form and Heteroscedasticity 0 0 0 151 1 5 7 751
Total Working Papers 0 2 5 2,246 41 102 176 8,647
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 2 65
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 0 2 5 180
A general method for third-order bias and variance corrections on a nonlinear estimator 0 0 0 3 2 4 8 100
A modified family of power transformations 0 0 1 28 0 2 8 173
A new statistic for regression transformation 0 0 0 7 0 0 1 34
A robust LM test for spatial error components 0 0 0 25 3 6 8 174
A score test for Box-Cox functional form 0 0 0 83 1 3 3 380
A study of price evolution in online toy market 0 1 1 44 0 1 1 243
A transformed random effects model with applications 0 0 0 0 1 1 1 6
An explicit variance formula for the Box-Cox functional form estimator 0 0 0 43 1 1 3 738
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 2 3 3 88
Assessing the performance of Canadian bank branches using data envelopment analysis 0 0 0 3 0 2 2 52
Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 8 1 6 7 104
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 1 2 2 13
BOOK REVIEW: "Theory of Regular Economics", by Ryo Nagata 0 0 0 3 0 1 2 19
Bias correction and refined inferences for fixed effects spatial panel data models 0 0 0 3 1 2 5 130
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models 1 1 1 3 2 3 7 45
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 8 0 2 7 103
Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity 1 1 2 13 4 6 12 50
Functional form and spatial dependence in dynamic panels 0 0 0 23 1 1 2 127
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 1 1 3 278
Heteroskedasticity and non-normality robust LM tests for spatial dependence 0 0 0 16 2 2 9 132
Improved inferences for spatial regression models 0 0 0 3 0 1 2 89
Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations 0 0 0 0 1 2 3 9
Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity 0 0 0 0 2 3 3 13
LM tests of spatial dependence based on bootstrap critical values 0 0 0 11 0 1 4 105
Lottery Rather than Waiting-line Auction 0 0 0 29 0 2 4 131
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 1 3 4 247
Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality 0 0 0 9 1 3 5 94
Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation 0 0 0 21 0 1 2 127
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 1 2 5 263
Score tests for inverse Gaussian mixtures 0 0 0 0 1 1 1 5
Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices 0 0 0 7 1 2 4 25
Spatial dynamic panel data models with correlated random effects 0 0 1 9 4 10 22 51
Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects 0 0 0 8 1 5 10 33
Standardized LM tests for spatial error dependence in linear or panel regressions 0 0 0 0 1 2 3 69
Structural basis of ligand binding modes at the neuropeptide Y Y1 receptor 0 0 0 0 1 2 3 10
Tests of transformation in nonlinear regression 0 0 0 13 2 3 6 62
Transformation approaches for the construction of Weibull prediction interval 0 0 0 17 0 0 0 73
Unified M-estimation of fixed-effects spatial dynamic models with short panels 0 0 1 10 1 2 5 97
Total Journal Articles 2 3 7 643 41 98 187 4,737

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09