Research Interests: 

· Spatial Econometrics

· Panel Data Models

· Bootstrap methods for Refined Inferences

· Event Time Analysis

Editorial Service:

Co-Editor, Regional Science and Urban Economics, 2015.01-2017.12

Associate Editor, Regional Science and Urban Economics, 2018.01-Present

Associate Editor, Journal of Spatial Econometrics, 2019.01-Present

Managing Guest Editor for “New Advances in Spatial Econometrics: Interactions Matter”, a Special Issue for Regional Science and Urban Economics, 2016-17, with Guest Editors, Nicolas Bebarsy and Cem Ertur.

Guest Editor for “Spatial Econometrics: New Methods and Applications”, a special issue for Regional Science and Urban Economics, 2017-18.

Papers Recently Accepted:

[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. and Yang, Z. L., 2021). Spatial dynamic models with short panels: evaluating the impact of home purchase restrictions on housing prices. Economic Modelling. (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. (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. (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, Accepted on 13 May 2020. (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).

Working Papers:

[1] Li, L. Y. and Yang, Z. L. (2023). Spatial dynamic panel data models with interactive fixed effects: M-estimation and inference with fixed and relatively small T; Version 2021 and Supplementary Material.

[2] Meng, X. Y. and Yang, Z. L. (2021). Unbalanced spatial panel data models with fixed effects (paper and supplementary material).

[3] Liu, S. F. and Yang, Z. L. (2017). Heteroskedasticity robust estimation and testing for higher order spatial autoregressive models.

[4] Yang, Z. L. (2014). Initial-condition free estimation of fixed effects dynamic panel data models.

Student Supervision:

PhD Students:

· Liu Shew Fan, 2011.8-2016.5: On Refined and Robust Inferences for Spatial Econometric Models

· LI Liyao, 2015.8-2019.7: Spatial Dynamic Panel Data Models with Small T

· Xu Yuhong, 2015.8-2020.6: Spatial Panel Data Models with Temporal Heterogeneity

· Meng Xiaoyu, 2016.8-2022.6: Spatial Panel Data Models: Unbalanced Panels, Threshold Effects and Network Effects

· Wu Yifan, 2016.8-2022.6 (Co-Supervisor: Jing LI): Externalities in Housing Market and Agglomeration Economics

Master Students:

· Su Wanhua (June 2002). Effect of Estimation and Transformation on Control Charts

· Xu Jianfeng (June 2002). Data Transformation in the Analysis of Lifetime Data

· See Peen Peen, Stanley (July 2000). Simple Prediction Intervals for the Weibull Distribution.  

Unpublished Working Papers:

[1] Su, L. J. and Yang Z. L. (2007). Instrumental variable quantile estimation of spatial autoregressive models. (Version 2011)

[2] Yang, Z. L. and Shen, Y. (2011). A simple and robust method of inference for spatial lag dependence. (Version 2014, Sup Appendix).

[3] Yang, Z. L. (2008). Tests for Spatial Dependence under Distributional Misspecification.

[4] Yang, Z. L. (2006). Joint Modeliing and Testing for Local and Global Spatial Externalities.

[5] Yang, Z. L. (2005). Quasi-Maximum Likelihood Estimation for Spatial Panel Data Regressions.