Journal Articles

1.        Yang, Z. L. (2017). Unified M-estimation of fixed-effects spatial dynamic models with short panels (the Supplement,   Matlab Codes for the Application in the Supplement).  Journal of Econometrics, accepted on 1 Aug. 2017.  (Version Dec 2015)

2.        Shen, Y. and Yang, Z. L. (2017). Improved Likelihood Inferences for Weibull Regression Model  (Supplementary Material,  Early Version).    Journal of Statistical Computation and Simulation, forthcoming.

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

4.        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)

5.        Su, L. J. and Yang, Z. L. (2015).  Asymptotics and bootstrap for random-effects panel data transformation models.  Econometric Reviews, forthcoming. DOI:10.1080/07474938.2015.1122235. (Accepted Version).

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

7.        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. Doi:10.3390/econometrics3020376  (Accepted Version).

8.        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.  doi:10.1016/j.regsciurbeco.2015.02.003  (Accepted Version).

9.        Yang, Z. L. (2015).  A general method for third-order bias and variance correction on a nonlinear estimator.  Journal of Econometrics 186, 178-200.  http://dx.doi.org/10.1016/j.jeconom.2014.07.003   ( Accepted Version 15/07/2014. Sup Appendix,  Initial Title: Bias-corrected estimation for spatial autocorrelation).

10.     Yang, Z. L. (2015).  LM tests of spatial dependence based on bootstrap critical values.  Journal of Econometrics 185, 33-39. http://dx.doi.org/10.1016/j.jeconom.2014.10.005   ( Accepted Version 3/10/2014.  Sup Appendix ).

11.     Su, L. J. and Yang, Z. L. (2015).  QML estimation of dynamic panel data models with spatial errors.  Journal of Econometrics 185, 230-258.  http://dx.doi.org/10.1016/j.jeconom.2014.11.002   (Accepted Version 10/11/2014.  Sup Appendix ). 

12.     Shen, Y. and Yang, Z. L. (2015).  Bias-correction for Weibull common shape estimation.  Journal of Statistical Computation and Simulation,  3017-3046.  http://dx.doi.org/10.1080/00949655.2014.949714   (Accepted Version 26/07/2014).

13.     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. (PDF Accepted,  PDF Journal)

14.     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.  (PDF Accepted,  PDF Journal)

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

16.     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.  (PDF Accepted,  PDF Journal)

17.     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.    (PDF Accepted,  PDF Journal)

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

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

20.     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.    (PDF Accepted,  PDF Journal)

21.     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.    (PDF Accepted,  PDF Journal)

22.     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.  (PDF Accepted,  PDF Journal)

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

24.     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.  (PDF Accepted,  PDF Journal)

25.     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.  (PDF Accepted,  PDF Journal)

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

27.     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.  (PDF Accepted,  PDF Journal)

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

29.     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.  (PDF Accepted,  PDF Journal)

30.     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.  (PDF Accepted,  PDF Journal)

31.     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.  (PDF Accepted,  PDF Journal)

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

33.     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.   (PDF Accepted,  PDF Journal)

34.     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.   (PDF Accepted,  PDF Journal)

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

36.     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.  (PDF Accepted,  PDF Journal)

37.     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.   (PDF Accepted,  PDF Journal)

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

39.     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.  (PDF Accepted,  PDF Journal)

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

41.     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,  PDF Journal)

42.     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.  (PDF Accepted,  PDF Journal)

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

44.     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.  (PDF Accepted,  PDF Journal)

45.     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.  (PDF Accepted,  PDF Journal)

46.     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.  (PDF Accepted,  PDF Journal)

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

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

49.     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.  (PDF Accepted,  PDF Journal)

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

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

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

53.     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.  (PDF Accepted,  PDF Journal)

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

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

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

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

58.     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.  (PDF Accepted,  PDF Journal)

 

Conference Proceedings & Book Reviews

[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 3rd 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.