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Zhenlin Yang

This is information that was supplied by Zhenlin Yang in registering through RePEc. If you are Zhenlin Yang , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Zhenlin
Middle Name:
Last Name:Yang
Suffix:
RePEc Short-ID:pya200
http://www.mysmu.edu/faculty/zlyang/
90 Stamford Road Singapore 178903
65 6828 0852
Singapore, Singapore
http://www.economics.smu.edu.sg/

: 65-6828 0832
65-6828 0833
90 Stamford Road, Singapore 178903
RePEc:edi:sesmusg (more details at EDIRC)
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  1. 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.
  2. 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.
  3. 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.
  4. Zhenlin Yang, 2014. "Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models," Working Papers 16-2014, Singapore Management University, School of Economics.
  5. 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.
  6. Badi H. Baltagi & Zhenlin Yang, 2010. "Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions," Working Papers 11-2010, Singapore Management University, School of Economics.
  7. Zhenlin Yang, 2010. "Bias-Corrected Estimation for Spatial Autocorrelation," Working Papers 12-2010, Singapore Management University, School of Economics.
  8. Liangjun Su & Zhenlin Yang, 2009. "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Working Papers 03-2009, Singapore Management University, School of Economics.
  9. Zhenlin Yang, 2009. "A Robust LM Test for Spatial Error Components," Working Papers 04-2009, Singapore Management University, School of Economics.
  10. Zhenlin Yang & Liangjun Su, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers 05-2007, Singapore Management University, School of Economics.
  11. 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 Humanities and Social Sciences, Economic Growth Centre.
  12. Zhenlin Yang, 2006. "On Joint Modelling and Testing for Local and Global Spatial Externalities," Working Papers 25-2006, Singapore Management University, School of Economics.
  13. 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.
  14. 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.
  15. Y. K. Tse & Z. L. Yang, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Far Eastern Meetings 424, Econometric Society.
  16. 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.
  17. Yu, Jun & Yang, Zhenlin, 2002. "A Class of Nonlinear Stochastic Volatility Models," Working Papers 203, Department of Economics, The University of Auckland.
  1. Shew Fan Liu & Zhenlin Yang, 2015. "Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 376, May.
  2. Liu, Shew Fan & Yang, Zhenlin, 2015. "Improved inferences for spatial regression models," Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 55-67.
  3. 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.
  4. 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.
  5. 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.
  6. Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.
  7. 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, 02.
  8. 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.
  9. 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, Kiel Institute for the World Economy (IfW), vol. 4, pages 1-29.
  10. Yang, Zhenlin, 2010. "A robust LM test for spatial error components," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 299-310, September.
  11. 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.
  12. 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.
  13. Yang, Zhenlin, 2006. "A modified family of power transformations," Economics Letters, Elsevier, vol. 92(1), pages 14-19, July.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Yang, Zhenlin & Chen, Gemai, 2004. "Tests of transformation in nonlinear regression," Economics Letters, Elsevier, vol. 84(3), pages 391-398, September.
  20. 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.
  21. Yang, Zhenlin & Abeysinghe, Tilak, 2003. "A score test for Box-Cox functional form," Economics Letters, Elsevier, vol. 79(1), pages 107-115, April.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 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 (10) 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. Author is listed
  2. NEP-SEA: South East Asia (9) 2005-12-09 2006-11-18 2009-06-17 2010-11-27 2010-11-27 2014-10-13 2014-10-17 2014-10-22 2015-12-28. Author is listed
  3. NEP-URE: Urban & Real Estate Economics (6) 2006-11-18 2009-06-17 2010-11-27 2010-11-27 2013-01-07 2014-10-22. Author is listed
  4. NEP-ORE: Operations Research (4) 2014-10-13 2014-10-17 2014-10-22 2015-12-28. Author is listed
  5. NEP-ETS: Econometric Time Series (3) 2002-12-02 2010-11-27 2014-10-17
  6. NEP-GEO: Economic Geography (2) 2006-11-18 2009-06-17
  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-LAB: Labour Economics (1) 2005-12-09
  14. NEP-MKT: Marketing (1) 2008-05-17
  15. NEP-RMG: Risk Management (1) 2002-12-02

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