RESEARCH INTERESTS:
·
Econometrics:
Panel data regression; Spatial econometrics; Quantile regression.
·
Economics: Auction
theory.
·
Quality and Reliability:
Percentile limits; Event probability; Control charts.
·
Statistics: Data
Transformation; Likelihood-related inference theory.
·
E-Commerce:
Online price comparison; Price dispersion; Price dynamics.
PUBLICATIONS:
Journal Articles
1.
Yang, Z. L. (2009). A Robust LM
Test for Spatial Error Components. Regional
Science and Urban Economics, Forthcoming.
2.
Yang, Z. L. and Huang, J. H. (2009).
A Transformed Random Effects Model with Applications. Applied Stochastic Models in Business
and Industry,
Accepted.
3.
Yang,
Z. L. and Tse, Y. K. (2008). Generalized
LM tests for functional form and heteroscedasticity. Econometrics Journal, 11, 349-376.
4.
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.
5.
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.
6.
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.
7.
Yang,
Z. L., Tse, Y. K. and Bai, Z. D. (2007).
Statistics with estimated parameters.
Statistica Sinica, 17,
817-837.
8.
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.
9.
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.
10.
Yang,
Z. L. (2006). A modified family of power
transformations. Economics Letters, 92,
14-19.
11. 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.
12.
Yang,
Z. L. Li, C. W. and Tse, Y. K. (2006).
Functional form and spatial dependence in dynamic panels. Economics Letters, 91, 138-145.
13. Yang, Z. L. and Tse, Y. K. (2006).
Modeling the firm-size distribution using Box-Cox heteroscedastic
regression. Journal of Applied Econometrics,
21, 541-653.
14. 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.
15. 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.
16. Yang Z. L. and Chen, G. (2004). Tests
of transformation in nonlinear regression. Economics Letters, 84, 391-398.
17. 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.
18. Leung, H. M. Tan, S. L. and Yang, Z.
L. (2004). What has luck got to do with economic development? An interpretation
of resurgent
19. Yang, Z. L. and
Abeysinghe, T. (2003). A score
test for Box-Cox functional form. Economics Letters, 79, 107-115.
20. 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.
21. 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.
22. Yang, Z. L. and Abeysinghe, T. (2002). An
explicit variance formula for the Box-Cox functional form estimator. Economics Letters, 76, 259-265.
23. 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.
24. Yang. Z. L. (2002). Median estimation
through a regression transformation. Canadian Journal of Statistics, 30, 235-242.
25. 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.
26. 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.
27. Yang,
Z. L.
(2001). Predicting a future median life
through a power transformation. Lifetime Data Analysis, 7,
305-317.
28. 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.
29. 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.
30. 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.
31. Yang,
Z. L. (2000). Predictive
densities for the lognormal distribution and their applications. Microelectronics
Reliability, 40, 1051-1059.
32. Yang,
Z. L. (2000).
A new statistics for regression transformation. Test, 9, 123-132.
33. 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.
34. Yang,
Z. L. (1999).
Predicting a future lifetime through Box-Cox transformation. Lifetime
Data Analysis, 5,
265-279.
35. Yang,
Z. L. (1999).
Estimating transformation and its effects on Box-Cox T-ratio. Test, 8, 167-190.
36. Yang,
Z. L. (1999).
An alternative approximation to the variance of transformation Score. Journal
of Statistical Computation and Simulation, 62, 181-188.
37. 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.
38. Yang, Z. L. (1998). On robustness of usual confidence region
under transformation misspecification. Journal
of Statistical Computation and Simulation, 61, 175-190.
39. Hooper, P. M. and Yang, Z. L. (1997). Confidence intervals following Box-Cox
transformation. Canadian Journal of Statistics, 25, 401-416.
40. Yang, Z. L. (1997). More on the estimation of Box-Cox
transformation. Communications in Statistics,
Simulation and Computation, 26, 1063-1074.
41. Yang, Z. L. (1996). Some asymptotic results on Box-Cox
transformation methodology. Communications
in Statistics, Theory and Methods, 25, 403-415.
42. 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.
Recent Working Papers
1.
Yang, Z. L. (2009). A Robust LM
Test for Spatial Error Components. [download paper]
2.
Yang, Z. L. (2008). Tests for
Spatial Dependence under Distributional Misspecification. [download paper]
3.
Su, L. J. and Yang, Z. L.
(2008). Asymptotics and Bootstrap for
Transformed Panel Data Regressions. [download
paper]
4.
Su, L. J. and Yang Z. L.
(2007). Instrumental Variable Quantile
Estimation of Spatial Autoregressive Models.
[download paper]
5.
Yang, Z. L. (2006). Joint
Modeliing and Testing for Local and Global Spatial Externalities. [download
paper]
6.
Su, L. J. and Yang Z. L. (2006).
QML Estimation of Dynamic Panel Data Models with Spatial Errors. [download paper]
7.
Yang, Z. L. (2005). Quasi-Maximum
Likelihood Estimation for Spatial Panel Data Regressions. [download
paper]
8.
Yang, Z. L. and Huang, J. H.
(2004). A Transformed Random Effects Model with Applications. [download paper]