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 2 7 38
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 5 8 16 1,205
A Robust LM Test for Spatial Error Components 0 0 0 15 4 7 15 174
A Robust LM Test for Spatial Error Components 0 0 0 47 4 5 10 195
A Study of Pricing Evolution in the Online Toy Market 0 0 0 71 1 3 9 259
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 2 4 11 102
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 3 8 18 94
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 4 8 103
Bias-Corrected Estimation for Spatial Autocorrelation 0 0 0 37 2 3 8 91
Determinants of Job Turnover Intentions: Evidence from Singapore 0 0 0 45 3 4 13 152
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 0 4 2 2 14 24
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 0 33 7 7 11 58
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 0 0 1 1 25
Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts 0 0 0 34 0 0 6 71
Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence 0 0 0 37 2 5 10 125
Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models 0 0 0 83 1 5 9 139
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 47 6 8 22 343
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 3 100 4 5 26 344
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 1 1 4 249
Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality 0 0 0 47 2 2 6 88
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 50 2 3 10 169
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 3 5 5 9 90
Spatial Dynamic Panel Data Models with Correlated Random Effects 0 0 0 58 2 3 13 83
Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects 0 0 0 53 1 2 5 73
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 39 0 0 9 120
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 73 1 2 11 176
Tests of Functional Form and Heteroscedasticity 0 0 0 151 0 0 12 758
Tests of Functional Form and Heteroscedasticity 0 0 0 494 5 6 15 3,060
Total Working Papers 0 0 4 2,246 66 105 314 8,836
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 1 7 11 188
A general method for third-order bias and variance corrections on a nonlinear estimator 0 0 0 3 1 2 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 4 4 4 38
A robust LM test for spatial error components 0 0 0 25 6 10 23 189
A score test for Box-Cox functional form 0 0 0 83 5 5 9 386
A study of price evolution in online toy market 0 0 1 44 4 4 6 248
A transformed random effects model with applications 0 0 0 0 1 4 6 11
An explicit variance formula for the Box-Cox functional form estimator 0 0 0 43 3 3 6 742
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 2 2 5 90
Assessing the performance of Canadian bank branches using data envelopment analysis 0 0 0 3 0 1 4 54
Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 8 3 5 14 111
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 1 1 5 16
BOOK REVIEW: "Theory of Regular Economics", by Ryo Nagata 0 0 0 3 1 3 4 22
Bias correction and refined inferences for fixed effects spatial panel data models 0 0 0 3 1 5 12 137
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models 0 0 1 3 6 10 20 59
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 8 2 4 9 107
Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity 0 0 2 13 2 4 23 63
Functional form and spatial dependence in dynamic panels 0 0 0 23 1 1 4 129
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 1 1 2 18 4 7 22 147
Improved inferences for spatial regression models 0 0 0 3 5 7 11 98
Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations 0 0 0 0 4 4 8 15
Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity 0 0 0 0 2 3 8 18
LM tests of spatial dependence based on bootstrap critical values 0 0 0 11 2 2 9 112
Lottery Rather than Waiting-line Auction 0 0 0 29 2 2 8 135
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 3 3 12 256
Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality 0 0 0 9 3 7 17 107
Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation 0 0 0 21 6 6 8 134
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 2 3 11 271
Score tests for inverse Gaussian mixtures 0 0 0 0 3 3 8 12
Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices 0 0 0 7 2 6 9 32
Spatial dynamic panel data models with correlated random effects 1 1 2 10 8 10 33 66
Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects 0 0 0 8 5 7 22 47
Standardized LM tests for spatial error dependence in linear or panel regressions 0 0 0 0 4 5 15 82
Structural basis of ligand binding modes at the neuropeptide Y Y1 receptor 0 0 0 0 1 4 9 16
Tests of transformation in nonlinear regression 0 0 0 13 4 5 10 69
Transformation approaches for the construction of Weibull prediction interval 0 0 0 17 0 0 2 75
Unified M-estimation of fixed-effects spatial dynamic models with short panels 0 0 0 10 4 5 9 104
Total Journal Articles 2 2 9 646 108 164 422 5,012

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Statistics updated 2026-05-06