Similar Search Results

An explicit variance formula for the Box-Cox functional form estimator

Yang, Zhenlin; Abeysinghe, Tilak - In: Economics letters 76 (2002) 2, pp. 259-265

Persistent link: https://www.econbiz.de/10001690459

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

A class of nonlinear stochastic volatility models

Yu, Jun; Yang, Zhenlin - 2002

Persistent link: https://www.econbiz.de/10001677963

Spatial dynamic models with short panels : evaluating the impact of purchase restrictions on housing prices

Huang, Naqun; Yang, Zhenlin - In: Economic modelling 103 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013163739

Spatial dynamic panel data models with correlated random effects

Li, Liyao; Yang, Zhenlin - In: Journal of econometrics 221 (2021) 2, pp. 424-454

Persistent link: https://www.econbiz.de/10012619244

Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models

Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - In: Journal of econometrics 224 (2021) 2, pp. 245-270

Persistent link: https://www.econbiz.de/10013275390

Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models

Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - 2020

We propose an Adjusted Quasi-Score (AQS) method for constructing tests for homoskedasticity in spatial econometric models. We first obtain an AQS function by adjusting the score-type function from the given model to achieve unbiasedness, and then develop an Outer-Product-of-Martingale-Difference...

Persistent link: https://www.econbiz.de/10012305035

Special issue: spatial econometrics : new methods and applications

Yang, Zhenlin (ed.) - 2019

Persistent link: https://www.econbiz.de/10012267384

Editorial for the special issue entitled : new advances in spatial econometrics: Interactions matter

Debarsy, Nicolas; Yang, Zhenlin - In: Regional science & urban economics 72 (2018), pp. 1-5

Persistent link: https://www.econbiz.de/10012108368

Special issue: new advances in spatial econometrics : interactions matter

Yang, Zhenlin (ed.); Debarsy, Nicolas (ed.); … - 2018

Persistent link: https://www.econbiz.de/10012108406