Journal Articles

1. Akgun, O., Pirotte, A., Urga, G. and Yang, Z. L. (2023). Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts. International Journal of Forecasting (Accepted Version, Journal Version)

2. Baltagi, B. H., Deng, Y., Li, J., and Yang, Z. L. (2022). Cities in a pandemic: evidence from China. Journal of Regional Science. (Accepted Version, Journal Version)

3. Huang, N. Q. and Yang, Z. L., 2021). Spatial dynamic models with short panels: evaluating the impact of home purchase restrictions on housing prices. Economic Modelling, Accepted on 8/07/2021. (Accepted Version, Journal Share Link, Journal Version).

4. Baltagi, B. H., Pirotte, A. and Yang, Z. L. (2021). Diagnostic tests for homoscedasticity in spatial cross-sectional or panel models. Journal of Econometrics 224, 245-270. (Accepted Version, Journal Version, Supplementary Material, Matlab Code for Application, Additional Monte Carlo Results).

5. Yang, Z. L. (2021). Joint tests for dynamic and spatial effects in short panel data models with fixed effects and heteroskedasticity. Empirical Economics 60, 51-92. (Accepted Version, Journal Version).

6. Li, L. Y. and Yang, Z. L. (2021). Spatial dynamic panel data models with correlated random effects. Journal of Econometrics 221, 424-454. (Accepted Version, Journal Version, Supplementary Appendix).

7. Liu, S. F. and Yang, Z. L. (2020). Robust estimation and inference of spatial panel data models with fixed effects. Japanese Journal of Statistics and Data Science 3, 257–311. (Accepted Version, Journal Version).

8. Li, L. Y. and Yang, Z. L. (2020). Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity. Regional Science and Urban Economics 81, 103520. (Accepted Version, Journal Version, Matlab Codes for Application).

9. Xu, Y. H. and Yang, Z. L. (2020). Specification tests for temporal heterogeneity in spatial panel data models with fixed effects. Regional Science and Urban Economics 81, 103488. (Accepted Version, Journal Version, Supplementary Appendix, Matlab Codes for Applications).

10. Yang, Z. L. (2019). Editorial introduction to the special issue entitled: Spatial econometrics: New methods and applications. Regional Science and Urban Economics 76, 1. (Accepted Version, Journal Version.)

11. Yang, Z. L. (2018). Bootstrap LM tests for higher order spatial effects in spatial linear regression models. Empirical Economics 55, 35–68. (Accepted Version, Journal Version).

12. Debarsy, N., and Yang, Z. L. (2018). Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter. Regional Science and Urban Economics 72, 1-5. (Accepted Version, Journal Version).

13. Yang, Z. L. (2018). Unified M-estimation of fixed-effects spatial dynamic models with short panels. Journal of Econometrics 205, 423-446. (Accepted Version, Journal Version, Supplement, Matlab Codes for the Application in the Supplement), (Version Dec 2015).

14. Su, L. J. and Yang, Z. L. (2018). Asymptotics and bootstrap for random-effects panel data transformation models. Econometric Reviews 37, 602-625. (Accepted Version, Journal Version).

15. Shen, Y. and Yang, Z. L. (2017). Improved Likelihood Inferences for Weibull Regression Model. Journal of Statistical Computation and Simulation 87, 2349-2371. (Accepted Version, Journal Version, Supplementary Material, Early Version).

16. Yang, Z. L., Yu, J. and Liu, S. F. (2016). Bias Correction and refined inferences for Fixed Effects Spatial Panel Data Models. Regional Science and Urban Economics 61, 52-72. (Accepted Version, Journal Version, Supplementary Material, Matlab Files).

17. Desmond, A. F. and Yang, Z. L. (2016). Asymptotically refined score and GOF tests for inverse Gaussian models. Journal of Statistical Computation and Simulation, forthcoming. (Accepted Version).

18. Liu, S. F. and Yang, Z. L. (2015). Improved Inferences for Spatial Regression Models. Regional Science and Urban Economics 55, 55-67. (Accepted Version, Journal Version).

19. Liu, S. F. and Yang, Z. L. (2015). Asymptotic distribution and finite-sample bias correction of QML estimators for spatial error dependence Model. Econometrics 3, 376-411. (Accepted Version, Journal Version).

20. Liu, S. F. and Yang, Z. L. (2015). Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and normality. Regional Science and Urban Economics 52, 50-70. (Accepted Version, Journal Version).

21. Yang, Z. L. (2015). A general method for third-order bias and variance correction on a nonlinear estimator. Journal of Econometrics 186, 178-200. (Accepted Version, Journal Version. Sup Appendix. Initial Title: Bias-corrected estimation for spatial autocorrelation).

22. Yang, Z. L. (2015). LM tests of spatial dependence based on bootstrap critical values. Journal of Econometrics 185, 33-39. (Accepted Version, Journal Version, Sup Appendix ).

23. Su, L. J. and Yang, Z. L. (2015). QML estimation of dynamic panel data models with spatial errors. Journal of Econometrics 185, 230-258. (Accepted Version, Journal Version, Sup Appendix ).

24. Shen, Y. and Yang, Z. L. (2015). Bias-correction for Weibull common shape estimation. Journal of Statistical Computation and Simulation 85, 3017-3046. (Accepted Version, Journal Version).

25. Baltagi, B. H. and Yang Z. L. (2013). Heteroscedasticity and non-normality robust LM tests of spatial dependence. Regional Science and Urban Economics 43, 725-739. (Accepted Version, Journal Version).

26. Baltagi, B. H. and Yang, Z. L. (2013). Standardized LM tests for spatial error dependence in linear or panel regressions. Econometrics Journal 16, 103-134. (Accepted Version, Journal Version)

27. Desmond, A. F. and Yang, Z. L. (2011). Score tests for inverse Gaussian mixture. Applied Stochastic Models in Business and Industry 27, 633–648. (Accepted Version, Journal Version).

28. Yang, Z. L. and Huang, J. H. (2011). A transformed random effects model with applications. Applied Stochastic Models in Business and Industry 27, 222–234. (Accepted Version, Journal Version).

29. Yang, Z. L., Gan. L. and Tang F. F. (2010). A study of price evolution in online toy market. Economics: The Open Access, Open-Assessment E-Journal, Vol. 3. (Accepted Version, Journal Version).

30. Yang, Z. L. (2010). A robust LM test for spatial error components. Regional Science and Urban Economics 40, 299-310. (Accepted Version, Journal Version).

31. Yang, Z. L. and Tse, Y. K. (2008). Generalized LM tests for functional form and heteroscedasticity. Econometrics Journal 11, 349-376. (Accepted Version, Journal Version).

32. Yang, Z. L., Wu, E. K. H. and Desmond, A. F. (2008). Inference for general parametric functions in Box-Cox-type transformation models. Canadian Journal of Statistics 36, 301-319. (Accepted Version, Journal Version).

33. Yang, Z. L. and Lin, K. J. (2007). Improved common shape estimation for Weibull distributions. Applied Stochastic Models in Business and Industry 23, 373-383. (Accepted Version, Journal Version).

34. Yang, Z. L. and Tse, Y. K. (2007). A corrected plug-in method for quantile interval construction through a transformed regression. Journal of Business and Economic Statistics 25, 356-376. (Accepted Version, Journal Version).

35. Yang, Z. L., Tse, Y. K. and Bai, Z. D. (2007). Statistics with estimated parameters. Statistica Sinica 17, 817-837. (Accepted Version, Journal Version)

36. Yang Z. L., Xie, M. and Wong, A. C. M. (2007). A unified confidence interval for reliability related Weibull quantities. Journal of Statistical Computation and Simulation 77, 365-378. (Accepted Version, Journal Version).

37. Yu, J., Yang, Z. L. and Zhang, X. B. (2006). A class of nonlinear stochastic volatility models and its implications on pricing currency options. Computational Statistics and Data Analysis 51, 2218-2231. (Accepted Version, Journal Version).

38. Yang, Z. L. (2006). A modified family of power transformations. Economics Letters 92, 14-19. (Accepted Version, Journal Version).

39. Xing, X. L., Yang, Z. L. and Tang, F. F. (2006). A comparison of time-varying online price and price dispersion between multichannel and Dotcom DVD retailers. Journal of Interactive Marketing 20, 3-10. (Accepted Version, Journal Version).

40. Yang, Z. L. Li, C. W. and Tse, Y. K. (2006). Functional form and spatial dependence in dynamic panels. Economics Letters 91, 138-145. (Accepted Version, Journal Version).

41. Yang, Z. L. and Tse, Y. K. (2006). Modeling the firm-size distribution using Box-Cox heteroscedastic regression. Journal of Applied Econometrics 21, 641-653. (Accepted Version, Journal Version).

42. Koh, W. T.H. Yang. Z. L. and Zhu, L. J (2006). Lottery rather than waiting-line auction. Social Choice and Welfare 27, 289-310. (Accepted Version, Journal Version).

43. Yang, Z. L. and Tsui, A. K. (2004).  Analytically calibrated Box-Cox percentile limits for duration and event-time models. Insurance: Mathematics and Economics 35, 649-677. (Accepted Version, Journal Version).

44. Yang Z. L. and Chen, G. (2004). Tests of transformation in nonlinear regression. Economics Letters 84, 391-398. (Accepted Version, Journal Version).

45. Xing, X. L., Tang, F. F. and Yang, Z. L. (2004). Pricing dynamics in the online consumer electronics market. Journal of Product and Brand Management 13, 429-441. (Accepted Version, Journal Version).

46. Leung, H. M. Tan, S. L. and Yang, Z. L. (2004). What has luck got to do with economic development? An interpretation of resurgent Asia’s growth experience. Journal of Policy Modeling 26, 373-385. (Accepted Version, Journal Version).

47. Yang, Z. L. and Abeysinghe, T. (2003). A score test for Box-Cox functional form. Economics Letters 79, 107-115. (Accepted Version, Journal Version).

48. Yang, Z. L. and Xie, M. (2003). Efficient estimation of the Weibull shape parameter based on a modified profile likelihood. Journal of Statistical Computation and Simulation 73, 115-123. (Accepted Version, Journal Version).

49. Yang. Z. L., See, S. P and Xie, M. (2003). Transformation approaches for the construction of Weibull prediction interval. Computational Statistics and Data Analysis 43, 357-368.   (Accepted Version, Journal Version).

50. Yang, Z. L. and Abeysinghe, T. (2002). An explicit variance formula for the Box-Cox functional form estimator.  Economics Letters 76, 259-265. (Accepted Version, Journal Version).

51. Yang. Z. L. (2002).  Comment on "Box-Cox transformation in linear models: large sample theory and tests of normality" by Chen, G., Lockhart, R. A. and Stephens, M. A.  Canadian Journal of Statistics 30, 222-226. (Accepted Version, Journal Version).

52. Yang. Z. L. (2002).  Median estimation through a regression transformation. Canadian Journal of Statistics 30, 235-242. (Accepted Version, Journal Version).

53. Yang, Z. L., Xie, M., Kuralmani, V. and Tsui, K.L. (2002). On the performance of geometric chart with estimated control limits. Journal of Quality Technology 34, 448-458. (PDF Accepted, Journal Version).

54. Yang, Z. L., See, S. P. and Xie, M. (2002). An investigation of transformation-based prediction interval for the Weibull median life. Metrika 56, 19-29. (Accepted Version, Journal Version).

55. Yang, Z. L. (2001). Predicting a future median life through a power transformation. Lifetime Data Analysis 7, 305-317. (Accepted Version, Journal Version).

56. Yang, Z. L., and Lee, R. T. C. (2001). On the failure rate estimation for the inverse Gaussian distribution. Journal of Statistical Computation and Simulation 71, 201-213. (Accepted Version, Journal Version).

57. Xie, M., Yang, Z. L. and Gaudoin, O. (2000). More on the mis-specification of the shape parameter with Weibull-to-exponential transformation. Quality and Reliability Engineering International 16, 281-290. (Accepted Version, Journal Version).

58. Yang, Z. L. and Xie, M.(2000). Process monitoring for the exponentially distributed Characteristics through an Optimal Normalizing Transformation. Journal of Applied Statistics 27, 1050-1063. (Accepted Version, Journal Version).

59. Yang, Z. L. (2000). Predictive densities for the lognormal distribution and their applications. Microelectronics Reliability 40, 1051-1059. (Accepted, Journal Version).

60. Yang, Z. L. (2000). A new statistics for regression transformation. Test 9, 123-132. (Accepted, Journal Version).

61. Yang, Z. L. (1999). Maximum likelihood predictive densities for the inverse Gaussian distribution with application to reliability and lifetime predictions. Microelectronics Reliability 39, 1413-1421. (Accepted Version, Journal Version).

62. Yang, Z. L. (1999). Predicting a future lifetime through Box-Cox transformation. Lifetime Data Analysis 5, 265-279. (Accepted Version, Journal Version).

63. Yang, Z. L. (1999). Estimating transformation and its effects on Box-Cox T-ratio. Test 8, 167-190. (Accepted Version, Journal Version).

64. Yang, Z. L. (1998). An alternative approximation to the variance of transformation Score. Journal of Statistical Computation and Simulation 62, 181-188. (Accepted Version, Journal Version).

65. Desmond, A. F. and Yang, Z. L. (1998). A comparison of likelihood and Bayesian inference for the threshold parameter in the inverse Gaussian distribution. Communications in Statistics, Theory and Methods 27, 2173-2183. (Accepted Version, PDF Journal Version).

66. Yang, Z. L. (1998). On robustness of usual confidence region under transformation misspecification. Journal of Statistical Computation and Simulation 61, 175-190. (Accepted Version, PDF Journal Version).

67. Hooper, P. M. and Yang, Z. L. (1997). Confidence intervals following Box-Cox transformation. Canadian Journal of Statistics 25, 401-416. (Accepted Version, Journal Version).

68. Yang, Z. L. (1997). More on the estimation of Box-Cox transformation. Communications in Statistics, Simulation and Computation 26, 1063-1074. (Accepted Version, Journal Version).

69. Yang, Z. L. (1996). Some asymptotic results on Box-Cox transformation methodology. Communications in Statistics, Theory and Methods 25, 403-415. (Accepted Version, Journal Version).

70. Desmond, A. F. and Yang, Z. L. (1995). Shortest prediction intervals for the Birnbaum-Saunders distribution. Communications in Statistics, Theory and Methods 24, 1383-1401. (Accepted Version, Journal Version).

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[1] Yang, Z. L. (2007). Modelling spatial dependence and social interactions. Knowledge Hub, Singapore Management University.

[2] Yu, J. and Yang, Z. L. (2006). A class of nonlinear stochastic volatility models. Proceedings of the 5th International Conference on Computational Intelligence in Economics and Finance

[3] Su, L. J. and Yang, Z. L. (2006). QML estimation of dynamic panel data models with spatial errors. Proceedings of the 3^rd Singapore Econometrics Study Group Meeting.

[4] Yang, Z. L. (2005). Review of “Theory of Regular Economies, by Ryo Nagata, 2004, World Scientific Publishing, Singapore”, The Singapore Economic Review, 50, 289-291.

[5] Yang, Z. L., Prediction intervals for the inverse Gaussian distribution with Applications to Lifetime Data. Proceedings of the International Workshop on RELIABILITY MODELLING AND ANALYSIS – From Theory to Practice, 1998. M. Xie and D. N. P. Murthy edited, p81-88. National University of Singapore.