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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

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

Asymptotics and bootstrap for random-effects panel data transformation models

Su, Liangjun; Yang, Zhenlin - In: Econometric reviews 37 (2018) 6/10, pp. 602-625

Persistent link: https://www.econbiz.de/10012040397

Bias correction and refined inferences for fixed effects spatial panel data models

Yang, Zhenlin; Yu, Jihai; Liu, Shew Fan - In: Regional science & urban economics 61 (2016), pp. 52-72

Persistent link: https://www.econbiz.de/10011638864

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

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

Bootstrap LM tests for higher-order spatial effects in spatial linear regression models

Yang, Zhenlin - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 35-68

Persistent link: https://www.econbiz.de/10011949745

A score test for Box-Cox functional form

Yang, Zhenlin; Abeysinghe, Tilak - In: Economics letters 79 (2003) 1, pp. 107-115

Persistent link: https://www.econbiz.de/10001741283

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