IDEAS home Printed from https://ideas.repec.org/e/pya200.html
   My authors  Follow this author

Zhenlin Yang

Personal Details

First Name:Zhenlin
Middle Name:
Last Name:Yang
Suffix:
RePEc Short-ID:pya200
[This author has chosen not to make the email address public]
http://www.mysmu.edu/faculty/zlyang/
90 Stamford Road Singapore 178903
65 6828 0852

Affiliation

School of Economics
Singapore Management University

Singapore, Singapore
http://www.economics.smu.edu.sg/
RePEc:edi:sesmusg (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Baltagi, Badi H. & Pirotte, Alain & Yang, Zhenlin, 2020. "Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models," IZA Discussion Papers 13803, Institute of Labor Economics (IZA).
  2. Oguzhan Akgun & Alain Pirotte & Giovanni Urga & Zhenlin Yang, 2020. "Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts," Papers 2003.02803, arXiv.org, revised Feb 2023.
  3. Xu, Yuhong & Yang, Zhenlin, 2019. "Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects," Economics and Statistics Working Papers 5-2019, Singapore Management University, School of Economics.
  4. Li, Liyao & Yang, Zhenlin, 2018. "Spatial Dynamic Panel Data Models with Correlated Random Effects," Economics and Statistics Working Papers 15-2018, Singapore Management University, School of Economics.
  5. Nicolas Debarsy & Zhenlin Yang, 2018. "Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter," Post-Print hal-01818725, HAL.
  6. Zhenlin Yang & Jihai Yu & Shew Fan Liu, 2015. "Bias correction for fixed effects spatial panel data models," Working Papers 04-2015, Singapore Management University, School of Economics.
  7. Yang Zhenlin, 2015. "Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels," Working Papers 14-2015, Singapore Management University, School of Economics.
  8. Shew Fan Liu & Zhenlin Yang, 2014. "Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Working Papers 15-2014, Singapore Management University, School of Economics.
  9. Zhenlin Yang, 2014. "Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models," Working Papers 16-2014, Singapore Management University, School of Economics.
  10. Shew Fan Liu & Zhenlin Yang, 2014. "Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality," Working Papers 14-2014, Singapore Management University, School of Economics.
  11. Badi H. Baltagi & Zhenlin Yang, 2013. "Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence," Center for Policy Research Working Papers 156, Center for Policy Research, Maxwell School, Syracuse University.
  12. Badi H. Baltagi & Zhenlin Yang, 2012. "Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions," Center for Policy Research Working Papers 142, Center for Policy Research, Maxwell School, Syracuse University.
  13. Zhenlin Yang, 2010. "Bias-Corrected Estimation for Spatial Autocorrelation," Working Papers 12-2010, Singapore Management University, School of Economics.
  14. Zhenlin Yang, 2009. "A Robust LM Test for Spatial Error Components," Development Economics Working Papers 22488, East Asian Bureau of Economic Research.
  15. Liangjun Su & Zhenlin Yang, 2008. "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Development Economics Working Papers 22477, East Asian Bureau of Economic Research.
  16. Zhenlin Yang & Lydia Gan & Fang-Fang Tang, 2007. "A Study of Pricing Evolution in the Online Toy Market," Economic Growth Centre Working Paper Series 0704, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  17. Liangjun Su & Zhenlin Yang, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers 22476, East Asian Bureau of Economic Research.
  18. Zhenlin Yang, 2006. "On Joint Modelling and Testing for Local and Global Spatial Externalities," Development Economics Working Papers 22487, East Asian Bureau of Economic Research.
  19. Xiaolin Xing & Zhenlin Yang, 2005. "Determinants of Job Turnover Intentions : Evidence from Singapore," Labor Economics Working Papers 22588, East Asian Bureau of Economic Research.
  20. Zhenlin Yang & Yiu Kuen Tse, 2004. "Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression," Working Papers 10-2004, Singapore Management University, School of Economics.
  21. Z. L. Yang Y. K. Tse, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings 302, Econometric Society.
  22. Yu, Jun & Yang, Zhenlin, 2002. "A Class of Nonlinear Stochastic Volatility Models," Working Papers 203, Department of Economics, The University of Auckland.
  23. Jun Yu & Zhenlin Yang & Xibin Zhang, 2002. "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers 17/02, Monash University, Department of Econometrics and Business Statistics.

Articles

  1. Zhenlin Yang, 2021. "Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity," Empirical Economics, Springer, vol. 60(1), pages 51-92, January.
  2. Li, Liyao & Yang, Zhenlin, 2021. "Spatial dynamic panel data models with correlated random effects," Journal of Econometrics, Elsevier, vol. 221(2), pages 424-454.
  3. Huang, Naqun & Yang, Zhenlin, 2021. "Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices," Economic Modelling, Elsevier, vol. 103(C).
  4. Li, Liyao & Yang, Zhenlin, 2020. "Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity," Regional Science and Urban Economics, Elsevier, vol. 81(C).
  5. Xu, Yuhong & Yang, Zhenlin, 2020. "Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects," Regional Science and Urban Economics, Elsevier, vol. 81(C).
  6. Liangjun Su & Zhenlin Yang, 2018. "Asymptotics and bootstrap for random-effects panel data transformation models," Econometric Reviews, Taylor & Francis Journals, vol. 37(6), pages 602-625, July.
  7. Zhenlin Yang, 2018. "Bootstrap LM tests for higher-order spatial effects in spatial linear regression models," Empirical Economics, Springer, vol. 55(1), pages 35-68, August.
  8. Debarsy, Nicolas & Yang, Zhenlin, 2018. "Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 1-5.
  9. Yang, Zhenlin, 2018. "Unified M-estimation of fixed-effects spatial dynamic models with short panels," Journal of Econometrics, Elsevier, vol. 205(2), pages 423-447.
  10. Zhenlin Yang & Shuo Han & Max Keller & Anette Kaiser & Brian J. Bender & Mathias Bosse & Kerstin Burkert & Lisa M. Kögler & David Wifling & Guenther Bernhardt & Nicole Plank & Timo Littmann & Peter Sc, 2018. "Structural basis of ligand binding modes at the neuropeptide Y Y1 receptor," Nature, Nature, vol. 556(7702), pages 520-524, April.
  11. Yang, Zhenlin & Yu, Jihai & Liu, Shew Fan, 2016. "Bias correction and refined inferences for fixed effects spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 61(C), pages 52-72.
  12. Shew Fan Liu & Zhenlin Yang, 2015. "Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Econometrics, MDPI, vol. 3(2), pages 1-36, May.
  13. Liu, Shew Fan & Yang, Zhenlin, 2015. "Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality," Regional Science and Urban Economics, Elsevier, vol. 52(C), pages 50-70.
  14. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
  15. Yang, Zhenlin, 2015. "A general method for third-order bias and variance corrections on a nonlinear estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 178-200.
  16. Liu, Shew Fan & Yang, Zhenlin, 2015. "Improved inferences for spatial regression models," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 55-67.
  17. Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.
  18. Badi H. Baltagi & Zhenlin Yang, 2013. "Standardized LM tests for spatial error dependence in linear or panel regressions," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 103-134, February.
  19. Baltagi, Badi H. & Yang, Zhenlin, 2013. "Heteroskedasticity and non-normality robust LM tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 725-739.
  20. Zhenlin Yang & Jianhua Huang, 2011. "A transformed random effects model with applications," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 27(3), pages 222-234, May.
  21. A. F. Desmond & Z. L. Yang, 2011. "Score tests for inverse Gaussian mixtures," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 27(6), pages 633-648, November.
  22. Yang, Zhenlin & Gan, Lydia & Tang, Fang-Fang, 2010. "A study of price evolution in online toy market," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-29.
  23. Yang, Zhenlin, 2010. "A robust LM test for spatial error components," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 299-310, September.
  24. Z Yang, 2009. "Assessing the performance of Canadian bank branches using data envelopment analysis," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(6), pages 771-780, June.
  25. Zhenlin Yang & Yiu-Kuen Tse, 2008. "Generalized LM tests for functional form and heteroscedasticity," Econometrics Journal, Royal Economic Society, vol. 11(2), pages 349-376, July.
  26. Zhenlin Yang & Dennis K. J. Lin, 2007. "Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 23(5), pages 373-383, September.
  27. Yang, Z.L. & Tse, Y.K., 2007. "A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 356-376, July.
  28. Yang, Zhenlin & Li, Chenwei & Tse, Y.K., 2006. "Functional form and spatial dependence in dynamic panels," Economics Letters, Elsevier, vol. 91(1), pages 138-145, April.
  29. Winston Koh & Zhenlin Yang & Lijing Zhu, 2006. "Lottery Rather than Waiting-line Auction," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 27(2), pages 289-310, October.
  30. Yang, Zhenlin, 2006. "A modified family of power transformations," Economics Letters, Elsevier, vol. 92(1), pages 14-19, July.
  31. Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006. "A class of nonlinear stochastic volatility models and its implications for pricing currency options," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2218-2231, December.
  32. Y. K. Tse & Z. L. Yang, 2006. "Modelling firm-size distribution using Box-Cox heteroscedastic regression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 641-653.
  33. Zhenlin Yang, 2005. "BOOK REVIEW: "Theory of Regular Economics", by Ryo Nagata," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(02), pages 289-291.
  34. Yang, Zhenlin & Tsui, Albert K., 2004. "Analytically calibrated Box-Cox percentile limits for duration and event-time models," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 649-677, December.
  35. Yang, Zhenlin & Chen, Gemai, 2004. "Tests of transformation in nonlinear regression," Economics Letters, Elsevier, vol. 84(3), pages 391-398, September.
  36. Yang, Zhenlin & Abeysinghe, Tilak, 2003. "A score test for Box-Cox functional form," Economics Letters, Elsevier, vol. 79(1), pages 107-115, April.
  37. Yang, Zhenlin & See, Stanley P. & Xie, M., 2003. "Transformation approaches for the construction of Weibull prediction interval," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 357-368, July.
  38. Yang, Zhenlin & Abeysinghe, Tilak, 2002. "An explicit variance formula for the Box-Cox functional form estimator," Economics Letters, Elsevier, vol. 76(2), pages 259-265, July.
  39. Zhenlin Yang & Min Xie, 2000. "Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(8), pages 1051-1063.
  40. Zhenlin Yang, 2000. "A new statistic for regression transformation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(1), pages 123-131, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (15) 2002-12-10 2004-10-30 2006-11-18 2009-06-17 2010-11-27 2010-11-27 2014-10-13 2014-10-17 2014-10-22 2015-12-28 2016-03-17 2018-07-23 2018-09-10 2019-03-04 2020-03-23. Author is listed
  2. NEP-SEA: South East Asia (13) 2006-11-18 2009-06-17 2010-11-27 2010-11-27 2014-10-13 2014-10-17 2014-10-22 2015-12-28 2016-03-17 2018-07-23 2018-09-10 2019-03-04 2020-11-02. Author is listed
  3. NEP-URE: Urban and Real Estate Economics (7) 2006-11-18 2009-06-17 2010-11-27 2010-11-27 2013-01-07 2014-10-22 2018-09-10. Author is listed
  4. NEP-ORE: Operations Research (6) 2014-10-13 2014-10-17 2014-10-22 2015-12-28 2018-09-10 2020-11-02. Author is listed
  5. NEP-GEO: Economic Geography (4) 2006-11-18 2009-06-17 2018-09-10 2019-03-04
  6. NEP-ETS: Econometric Time Series (3) 2002-12-02 2010-11-27 2014-10-17
  7. NEP-MIC: Microeconomics (2) 2008-05-17 2010-11-27
  8. NEP-CFN: Corporate Finance (1) 2002-12-02
  9. NEP-FIN: Finance (1) 2004-10-30
  10. NEP-FMK: Financial Markets (1) 2002-12-02
  11. NEP-IFN: International Finance (1) 2002-12-02
  12. NEP-IND: Industrial Organization (1) 2008-05-17
  13. NEP-MKT: Marketing (1) 2008-05-17
  14. NEP-RMG: Risk Management (1) 2002-12-02

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Zhenlin Yang should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.