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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

Tests of transformation in nonlinear regression

Yang, Zhenlin; Chen, Gamai - In: Economics letters 84 (2004) 3, pp. 391-398

Persistent link: https://www.econbiz.de/10002139549

A class of nonlinear stochastic volatility models and its implications on pricing currency options

Yu, Jun; Yang, Zhenlin; Zhang, Xibin - 2002

Persistent link: https://www.econbiz.de/10001722373

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