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Functional form and spatial dependence in dynamic panels

Yang, Zhenlin; Li, Chenwei; Tse, Yiu Kuen - In: Economics letters 91 (2006) 1, pp. 138-145

Persistent link: https://www.econbiz.de/10003315129

A modified family of power transformations

Yang, Zhenlin - In: Economics letters 92 (2006) 1, pp. 14-19

Persistent link: https://www.econbiz.de/10003336495

QML estimation of dynamic panel data models with spatial errors

Su, Liangjun; Yang, Zhenlin - In: Journal of econometrics 185 (2015) 1, pp. 230-258

Persistent link: https://www.econbiz.de/10011339865

A general method for third-order bias and variance corrections on a nonlinear estimator

Yang, Zhenlin - In: Journal of econometrics 186 (2015) 1, pp. 178-200

Persistent link: https://www.econbiz.de/10011349513

Standardized LM tests for spatial error dependence in linear or panel regression

Baltagi, Badi H.; Yang, Zhenlin - In: The econometrics journal 16 (2013) 1, pp. 103-134

Persistent link: https://www.econbiz.de/10009722509

Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality

Liu, Shew Fan; Yang, Zhenlin - In: Regional science & urban economics 52 (2015), pp. 50-70

Persistent link: https://www.econbiz.de/10011478986

Improved inferences for spatial regression models

Liu, Shew Fan; Yang, Zhenlin - In: Regional science & urban economics 55 (2015), pp. 55-67

Persistent link: https://www.econbiz.de/10011479842

Asymptotic distribution and finite sample bias correction of QML estimators for spatial error dependence model

Liu, Shew Fan; Yang, Zhenlin - In: Econometrics : open access journal 3 (2015) 2, pp. 376-411

In studying the asymptotic and finite sample properties of quasi-maximum likelihood (QML) estimators for the spatial linear regression models, much attention has been paid to the spatial lag dependence (SLD) model; little has been given to its companion, the spatial error dependence (SED) model....

Persistent link: https://www.econbiz.de/10011297624

Generalized LM tests for functional form and heteroscedasticity

Yang, Zhenlin; Tse, Yiu Kuen - In: The econometrics journal 11 (2008) 2, pp. 349-376

Persistent link: https://www.econbiz.de/10003750838

House prices and housing investment in Sweden and the United Kingdom : econometric analysis for the period 1970 - 1998

Barot, Bharat (contributor); Yang, Zan (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001719190