Zhenlin Yang
Personal Details
First Name: Zhenlin
Middle Name:
Last Name: Yang
Suffix:
RePEc Short-ID: pya200
Email: [This author has chosen not to make the email address public]
Homepage:
http://www.mysmu.edu/faculty/zlyang/
Postal Address:
Phone:
Affiliation
- Singapore Management University
Location: Singapore, Singapore
Homepage: http://www.smu.edu.sg/
Email:
Phone: (65) 6828 0877
Fax: (65) 6828 0888
Postal: 90 Stamford Road, Singapore 178903
Handle: RePEc:edi:smunisg (more details at EDIRC)
Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- 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 Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
- Yang, Zhenlin & Gan, Lydia & Tang, Fang-Fang, 2008. "A Study of Pricing Evolution in the Online Toy Market," Economics Discussion Papers 2008-19, Kiel Institute for the World Economy.
- Zhenlin Yang, 2006. "On Joint Modelling and Testing for Local and Global Spatial Externalities," Working Papers 25-2006, Singapore Management University, School of Economics.
- Xiaolin Xing & Zhenlin Yang, 2005. "Determinants of Job Turnover Intentions: Evidence from Singapore," SCAPE Policy Research Working Paper Series 0515, National University of Singapore, Department of Economics, SCAPE.
- Y. K. Tse & Z. L. Yang, 2004.
"Tests of Functional Form and Heteroscedasticity,"
Econometric Society 2004 Far Eastern Meetings
424, Econometric Society.
- Z. L. Yang Y. K. Tse, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings 302, Econometric Society.
- 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.
- 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.
- 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.
- 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.
Articles
- 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, 07.
- 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.
- 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.
- 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.
- 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.
- Winston Koh & Zhenlin Yang & Lijing Zhu, 2006. "Lottery Rather than Waiting-line Auction," Social Choice and Welfare, Springer, vol. 27(2), pages 289-310, October.
- Yang, Zhenlin, 2006. "A modified family of power transformations," Economics Letters, Elsevier, vol. 92(1), pages 14-19, July.
- 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.
- 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.
- 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.
- 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.
- Yang, Zhenlin & Chen, Gemai, 2004. "Tests of transformation in nonlinear regression," Economics Letters, Elsevier, vol. 84(3), pages 391-398, September.
- 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.
- Yang, Zhenlin & Abeysinghe, Tilak, 2003. "A score test for Box-Cox functional form," Economics Letters, Elsevier, vol. 79(1), pages 107-115, April.
- 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.
- Zhenlin Yang & Min Xie, 2000. "Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation," Journal of Applied Statistics, Taylor and Francis Journals, vol. 27(8), pages 1051-1063.
- Zhenlin Yang, 2000. "A new statistic for regression transformation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 9(1), pages 123-131, June.
NEP Fields
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-CFN: Corporate Finance (1) 2002-12-02
- NEP-ECM: Econometrics (3) 2002-12-10 2004-10-30 2006-11-18 Author is listed
- NEP-ETS: Econometric Time Series (1) 2002-12-02
- NEP-FIN: Finance (1) 2004-10-30
- NEP-FMK: Financial Markets (1) 2002-12-02
- NEP-GEO: Economic Geography (1) 2006-11-18
- NEP-IFN: International Finance (1) 2002-12-02
- NEP-IND: Industrial Organization (1) 2008-05-17
- NEP-LAB: Labour Economics (1) 2005-12-09
- NEP-MIC: Microeconomics (1) 2008-05-17
- NEP-MKT: Marketing (1) 2008-05-17
- NEP-RMG: Risk Management (1) 2002-12-02
- NEP-SEA: South East Asia (2) 2005-12-09 2006-11-18 Author is listed
- NEP-URE: Urban & Real Estate Economics (1) 2006-11-18
Statistics
Most cited item
- 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.
Most downloaded item (past 12 months)
- Xiaolin Xing & Zhenlin Yang, 2005. "Determinants of Job Turnover Intentions: Evidence from Singapore," SCAPE Policy Research Working Paper Series 0515, National University of Singapore, Department of Economics, SCAPE.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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