Research Interests:
·
Spatial Econometrics
·
Network
Econometrics
·
Spatial and Network Panel Data Models
·
Bootstrap methods for Refined Inferences
·
Unbalancedness and
Missingness in Spatial Panels
·
Event Time Analysis
Editorial Service:
Associate Editor, Letters in Spatial and Resource
Sciences, 2025.11 – Present
Associate Editor, Regional
Science and Urban Economics, 2018.01 – Present
Co-Editor, Regional
Science and Urban Economics, 2015.01 – 2017.12
Associate Editor, Journal of Spatial Econometrics, 2019.01 – 2024
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 in the Review Process:
[1]
Meng, X. Y., and Yang, Z. L. (2026). Identification and Estimation
of Endogenous and Dynamic Social Effects with Network Panels. Under review.
[2]
Pirotte, A. and Yang, Z. L. (2025). Multi-Dimensional Spatial Panel Data Models
with Fixed Effects: Formulation, Estimation, and Inference, Under Review
(Paper&Supplement, MatlabCode_2025TI, MatlabCode_2025TV).
[3]
Akgun, O., Pirotte, A., Urga, G. and Yang, Z. L. (2025). Testing clustered equal predictive ability
with unknown clusters,
Under Review (Version202507; Version202408).
[4]
Chang, P-L., Makioka, R., Ng,
B.L., and Yang, Z. L. (2025). Estimating
Firm-Level Production Functions with Spatial Dependence, Under Review.
[1]
Li, L. Y., Meng, X. Y., and Yang, Z. L. (2026). Dynamic Spatial Panel Data Models with Fixed
Effects: Alternative Methods and Applications. Spatial Economics Analysis,
Accepted.
[2]
Meng, X. Y. and Yang, Z. L. (2026). Threshold Spatial Panel Regression with Fixed Effects. Journal of Econometrics (Accepted
Version and Supplementary Materials; Early versions: PaperR1, SupplementR1;
PaperSub, SupplementSub).
[3]
Meng, X. Y. and Yang, Z. L. (2025a). Genuinely unbalanced spatial
panel data models with fixed effects: M-estimation and inference with an
application to FDI inflows, Econometric Review (Accepted
Version,
Accepted Version Supp, Replication; Version2021, Supplement2021).
[4]
Meng, X. Y. and Yang, Z. L. (2025b). Fixed effects estimation of
spatial panel model with missing responses: an application to US state tax
competition, Journal of Business and Economic Statistics. (Accepted
Version,
Accepted Version Supp; Version2024, Supplement2024; Version2023, Supplement2023)
[5]
Li, L. Y., Miao, K. and Yang, Z. L. (2025). Spatial dynamic panel data models with
interactive fixed effects: M-estimation and inference with fixed and relatively
small T, Econometric Review ( Accepted
Version;
Version2024,
Supplement2024; Version2021, Supplement2021).
[6]
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).
[7]
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).
[8]
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).
[9]
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).
[10]
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, Supplementary Appendix).
[11]
Li, L. Y. and Yang, Z. L. (2021).
Spatial dynamic panel data models with correlated random effects. Journal of Econometrics
(Accepted
Version, Journal Version, Supplementary Appendix).
Unpublished Working Papers:
[1]
Meng, X. Y. and Yang, Z. L. (2021). Unbalanced Spatial Panel Data
Models with Fixed Effects. (Paper, Supplement)
[2]
Li, L. Y. and Yang, Z. L. (2021).
Spatial dynamic panel data models with interactive fixed effects:
M-estimation and inference with small T.
(Paper, Supplement)
[3]
Su,
L. J. and Yang Z. L. (2007). Instrumental variable quantile
estimation of spatial autoregressive models. (Version
2011)
[4]
Yang,
Z. L. and Shen, Y. (2011). A simple and robust method of inference
for spatial lag dependence. (Version 2014, Sup Appendix).
[5]
Yang,
Z. L. (2008). Tests for Spatial Dependence under
Distributional Misspecification.
[6]
Yang,
Z. L. (2006). Joint Modeliing
and Testing for Local and Global Spatial Externalities.
[7]
Yang,
Z. L. (2005). Quasi-Maximum Likelihood Estimation for
Spatial Panel Data Regressions.
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
·
Li Jianan, 2026.8 – (Co-Supervising )
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.