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 1 3 0 0 4 27
A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options 0 0 0 484 0 1 2 1,186
A Robust LM Test for Spatial Error Components 0 0 0 47 0 1 1 184
A Robust LM Test for Spatial Error Components 0 0 0 15 0 1 1 157
A Study of Pricing Evolution in the Online Toy Market 0 0 0 71 0 0 0 246
A Study of Pricing Evolution in the Online Toy Market 0 0 0 90 0 0 0 419
Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 69 0 0 2 90
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 0 0 94
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 0 0 0 74
Bias-Corrected Estimation for Spatial Autocorrelation 0 0 0 37 0 0 1 82
Determinants of Job Turnover Intentions: Evidence from Singapore 0 0 1 45 0 0 3 137
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 1 4 0 0 2 10
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models 0 0 0 32 0 0 1 45
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 0 1 2 2 24
Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts 0 0 3 34 0 0 7 61
Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence 0 0 1 37 0 0 2 113
Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models 0 0 0 83 0 0 0 129
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 0 46 2 4 11 317
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 0 97 0 0 5 315
Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression 0 0 0 59 1 1 1 243
Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality 0 0 0 47 0 0 1 80
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 50 0 0 0 157
On Joint Modelling and Testing for Local and Global Spatial Externalities 0 0 0 3 0 0 1 80
Spatial Dynamic Panel Data Models with Correlated Random Effects 0 0 1 58 0 0 5 68
Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects 0 0 0 53 0 0 2 66
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 73 0 0 0 164
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions 0 0 0 39 0 0 0 108
Tests of Functional Form and Heteroscedasticity 0 0 0 494 0 0 2 3,045
Tests of Functional Form and Heteroscedasticity 0 0 0 151 0 0 1 744
Total Working Papers 0 0 8 2,241 4 10 57 8,465
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 0 63
A class of nonlinear stochastic volatility models and its implications for pricing currency options 0 0 0 37 0 0 2 175
A general method for third-order bias and variance corrections on a nonlinear estimator 0 0 0 3 0 2 3 92
A modified family of power transformations 0 0 0 27 0 0 0 165
A new statistic for regression transformation 0 0 0 7 0 0 0 33
A robust LM test for spatial error components 0 0 0 25 0 0 2 166
A score test for Box-Cox functional form 0 0 0 83 0 0 0 377
A study of price evolution in online toy market 0 0 0 43 0 0 0 242
A transformed random effects model with applications 0 0 0 0 0 0 0 5
An explicit variance formula for the Box-Cox functional form estimator 0 0 0 43 0 0 0 735
Analytically calibrated Box-Cox percentile limits for duration and event-time models 0 0 0 12 0 0 0 84
Assessing the performance of Canadian bank branches using data envelopment analysis 0 0 0 3 0 0 1 50
Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model 0 0 0 8 0 1 1 97
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 0 0 11
BOOK REVIEW: "Theory of Regular Economics", by Ryo Nagata 0 0 0 3 0 0 1 17
Bias correction and refined inferences for fixed effects spatial panel data models 0 0 0 3 0 0 1 125
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models 0 0 0 2 0 1 2 38
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter 0 0 0 7 1 1 1 95
Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity 0 0 1 11 0 1 4 38
Functional form and spatial dependence in dynamic panels 0 0 0 23 0 1 1 125
Generalized LM tests for functional form and heteroscedasticity 0 0 0 46 1 1 1 274
Heteroskedasticity and non-normality robust LM tests for spatial dependence 0 0 1 16 0 3 6 123
Improved inferences for spatial regression models 0 0 0 3 0 0 1 86
Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations 0 0 0 0 0 0 0 6
Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity 0 0 0 0 0 1 2 10
LM tests of spatial dependence based on bootstrap critical values 0 0 2 11 0 1 4 101
Lottery Rather than Waiting-line Auction 0 0 0 29 0 0 0 127
Modelling firm-size distribution using Box-Cox heteroscedastic regression 0 0 0 52 0 0 0 243
Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality 0 0 0 9 0 0 1 89
Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation 0 0 0 21 0 0 0 125
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 0 2 6 258
Score tests for inverse Gaussian mixtures 0 0 0 0 0 0 0 4
Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices 0 0 0 7 0 1 2 21
Spatial dynamic panel data models with correlated random effects 0 0 0 7 1 1 1 27
Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects 0 0 1 8 0 0 2 23
Standardized LM tests for spatial error dependence in linear or panel regressions 0 0 0 0 0 1 1 66
Structural basis of ligand binding modes at the neuropeptide Y Y1 receptor 0 0 0 0 0 0 1 7
Tests of transformation in nonlinear regression 0 0 0 13 0 0 0 56
Transformation approaches for the construction of Weibull prediction interval 0 0 0 17 0 0 1 73
Unified M-estimation of fixed-effects spatial dynamic models with short panels 1 1 2 9 2 2 4 92
Total Journal Articles 1 1 7 634 5 20 52 4,544

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Statistics updated 2024-12-04