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 4 7 37
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 1 8 13 1,200
A Robust LM Test for Spatial Error Components 0 0 0 15 1 5 11 170
A Robust LM Test for Spatial Error Components 0 0 0 47 0 1 6 191
A Study of Pricing Evolution in the Online Toy Market 0 0 0 90 0 4 6 428
A Study of Pricing Evolution in the Online Toy Market 0 0 0 71 1 6 9 258
Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 69 1 6 9 100
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 3 15 15 91
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 5 8 103
Bias-Corrected Estimation for Spatial Autocorrelation 0 0 0 37 0 2 6 89
Determinants of Job Turnover Intentions: Evidence from Singapore 0 0 0 45 0 3 10 149
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 0 4 0 6 12 22
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 0 33 0 1 4 51
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 2 6 71
Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence 0 0 0 37 1 6 8 123
Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models 0 0 0 83 1 6 8 138
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 3 100 1 4 24 340
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 47 2 2 17 337
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 0 2 3 248
Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality 0 0 0 47 0 0 4 86
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 3 0 1 4 85
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 50 1 4 8 167
Spatial Dynamic Panel Data Models with Correlated Random Effects 0 0 0 58 0 6 11 81
Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects 0 0 0 53 1 1 4 72
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 39 0 6 10 120
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 73 0 5 10 175
Tests of Functional Form and Heteroscedasticity 0 0 0 151 0 7 12 758
Tests of Functional Form and Heteroscedasticity 0 0 0 494 0 4 10 3,055
Total Working Papers 0 0 4 2,246 14 123 256 8,770
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 4 67
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 1 7 10 187
A general method for third-order bias and variance corrections on a nonlinear estimator 0 0 0 3 0 4 11 104
A modified family of power transformations 0 0 1 28 0 0 6 173
A new statistic for regression transformation 0 0 0 7 0 0 0 34
A robust LM test for spatial error components 0 0 0 25 4 9 17 183
A score test for Box-Cox functional form 0 0 0 83 0 1 4 381
A study of price evolution in online toy market 0 0 1 44 0 1 2 244
A transformed random effects model with applications 0 0 0 0 1 4 5 10
An explicit variance formula for the Box-Cox functional form estimator 0 0 0 43 0 1 3 739
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 0 0 3 88
Assessing the performance of Canadian bank branches using data envelopment analysis 0 0 0 3 0 2 4 54
Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 8 1 4 11 108
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 2 4 15
BOOK REVIEW: "Theory of Regular Economics", by Ryo Nagata 0 0 0 3 1 2 3 21
Bias correction and refined inferences for fixed effects spatial panel data models 0 0 0 3 3 6 11 136
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models 0 0 1 3 1 8 14 53
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 8 0 2 7 105
Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity 0 0 2 13 1 11 22 61
Functional form and spatial dependence in dynamic panels 0 0 0 23 0 1 3 128
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 0 3 5 281
Heteroskedasticity and non-normality robust LM tests for spatial dependence 0 1 1 17 0 11 18 143
Improved inferences for spatial regression models 0 0 0 3 0 4 6 93
Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations 0 0 0 0 0 2 4 11
Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity 0 0 0 0 0 3 6 16
LM tests of spatial dependence based on bootstrap critical values 0 0 0 11 0 5 8 110
Lottery Rather than Waiting-line Auction 0 0 0 29 0 2 6 133
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 0 6 9 253
Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality 0 0 0 9 1 10 14 104
Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation 0 0 0 21 0 1 2 128
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 0 6 9 269
Score tests for inverse Gaussian mixtures 0 0 0 0 0 4 5 9
Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices 0 0 0 7 4 5 7 30
Spatial dynamic panel data models with correlated random effects 0 0 1 9 1 7 26 58
Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects 0 0 0 8 1 9 17 42
Standardized LM tests for spatial error dependence in linear or panel regressions 0 0 0 0 0 9 11 78
Structural basis of ligand binding modes at the neuropeptide Y Y1 receptor 0 0 0 0 3 5 8 15
Tests of transformation in nonlinear regression 0 0 0 13 1 3 6 65
Transformation approaches for the construction of Weibull prediction interval 0 0 0 17 0 2 2 75
Unified M-estimation of fixed-effects spatial dynamic models with short panels 0 0 1 10 1 3 6 100
Total Journal Articles 0 1 8 644 25 167 319 4,904

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Statistics updated 2026-04-09