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 7 39
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 0 0 18 1,207
A Robust LM Test for Spatial Error Components 0 0 0 15 0 0 14 175
A Robust LM Test for Spatial Error Components 0 0 0 47 0 0 9 195
A Study of Pricing Evolution in the Online Toy Market 0 0 0 71 0 0 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 0 10 102
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 3 4 13 108
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 0 0 20 96
Bias-Corrected Estimation for Spatial Autocorrelation 0 0 0 37 0 1 9 92
Determinants of Job Turnover Intentions: Evidence from Singapore 0 0 0 45 0 1 15 154
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 1 1 5 0 1 15 25
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 0 33 2 2 13 60
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 1 2 6 73
Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence 0 0 0 37 1 1 11 126
Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models 0 0 0 83 0 0 9 139
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 1 2 48 1 3 26 349
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 100 0 0 22 345
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 0 4 249
Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality 0 0 0 47 3 4 10 92
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 3 1 2 12 93
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 50 0 1 10 170
Spatial Dynamic Panel Data Models with Correlated Random Effects 0 0 0 58 0 1 13 84
Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects 0 0 0 53 1 1 6 74
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 73 0 0 10 176
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 1 1 16 3,061
Total Working Papers 0 2 4 2,248 15 26 336 8,875
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 5 68
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 1 1 11 189
A general method for third-order bias and variance corrections on a nonlinear estimator 0 0 0 3 0 3 12 108
A modified family of power transformations 0 0 0 28 0 0 2 173
A new statistic for regression transformation 0 0 0 7 0 1 5 39
A robust LM test for spatial error components 0 0 0 25 0 0 21 189
A score test for Box-Cox functional form 0 0 0 83 0 0 11 388
A study of price evolution in online toy market 0 0 1 44 1 1 7 249
A transformed random effects model with applications 0 0 0 0 0 0 7 12
An explicit variance formula for the Box-Cox functional form estimator 0 0 0 43 0 1 9 745
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 0 1 6 91
Assessing the performance of Canadian bank branches using data envelopment analysis 0 0 0 3 1 2 6 56
Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 8 0 0 14 112
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 1 7 18
BOOK REVIEW: "Theory of Regular Economics", by Ryo Nagata 0 0 0 3 0 1 6 24
Bias correction and refined inferences for fixed effects spatial panel data models 0 0 0 3 0 2 12 140
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models 0 0 1 3 0 1 20 60
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 8 1 2 9 109
Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity 1 1 2 14 1 6 28 72
Functional form and spatial dependence in dynamic panels 0 0 0 23 0 0 4 130
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 2 6 283
Heteroskedasticity and non-normality robust LM tests for spatial dependence 0 0 2 18 2 4 23 152
Improved inferences for spatial regression models 0 0 0 3 1 1 12 99
Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations 0 0 0 0 2 2 11 18
Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity 0 0 0 0 0 0 8 18
LM tests of spatial dependence based on bootstrap critical values 0 1 1 12 1 2 12 116
Lottery Rather than Waiting-line Auction 0 0 0 29 0 1 9 136
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 1 1 15 259
Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality 0 0 0 9 0 1 17 108
Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation 0 0 0 21 1 1 9 135
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 0 1 12 273
Score tests for inverse Gaussian mixtures 0 0 0 0 1 3 11 15
Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices 0 0 0 7 2 2 11 34
Spatial dynamic panel data models with correlated random effects 1 2 4 13 1 5 32 72
Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects 0 0 0 8 0 8 28 56
Standardized LM tests for spatial error dependence in linear or panel regressions 0 0 0 0 0 1 17 84
Structural basis of ligand binding modes at the neuropeptide Y Y1 receptor 0 0 0 0 1 1 9 17
Tests of transformation in nonlinear regression 0 0 0 13 0 0 10 69
Transformation approaches for the construction of Weibull prediction interval 0 0 0 17 0 2 5 78
Unified M-estimation of fixed-effects spatial dynamic models with short panels 0 0 0 10 0 0 9 104
Total Journal Articles 2 4 11 651 18 62 468 5,098

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Statistics updated 2026-09-10