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

 

Papers in Review Process:

[1]        Xu, Y. H. and Yang, Z. L. (2019). Specification tests for temporal heterogeneity in spatial panel data models with fixed effects (Supplementary Appendix, Applications with Matlab Codes). Revised and Resubmitted at Regional Science and Urban Economics.

[2]        Akgun, O., Pirotte, A., Urga, G. and Yang, Z. L. (2019). Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. Submitted to Journal of Business and Economic Statistics.

[3]        Liu, S. F. and Yang, Z. L. (2019). Robust estimation and inference of spatial panel data models with fixed effects. Submitted to Japanese Journal of Statistics and Data Science.

[4]        Li, L. Y. and Yang, Z. L. (2019). M-Estimation of Fixed Effects Spatial Dynamic Panel Data Models with Small T and Unknown Heteroskedasticity. To revise and resubmit for Regional Science and Urban Economics.

[5]        Baltagi, B. H., Pirotte, A. and Yang, Z. L. (2018). Diagnostic tests for homoscedasticity in spatial cross-sectional or panel models. To revise and resubmit for Journal of Econometrics.

[6]        Li, L. Y. and Yang, Z. L. (2018). Estimation and inference for spatial dynamic short panel data models with correlated random effects. To revise and resubmit for Journal of Econometrics.

 

Papers Recently Accepted:

[1]           Yang, Z. L. (2018). Unified M-estimation of fixed-effects spatial dynamic models with short panels (the supplement, Application with Matlab Codes). Journal of Econometrics 205, 423-446, 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. http://dx.doi.org/10.1080/00949655.2016.1158819

[5]          Su, L. J. and Yang, Z. L. (2016). Asymptotics and bootstrap for random-effects panel data transformation models. Econometric Reviews, forthcoming. http://dx.doi.org/10.1080/07474938.2015.1122235 Early Versions: Ver2008.

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

[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.

[8]          Liu, S. F. and Yang, Z. L. (2015). Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality. Regional Science and Urban Economics 52, 50-70.

[9]          Yang, Z. L. (2014). LM tests of spatial dependence based on bootstrap critical values. Journal of Econometrics, http://dx.doi.org/10.1016/j.jeconom.2014.10.005 Accepted on 3 Oct. 2014, Sup Appendix. Early Versions: Ver2013May, Ver2011

[10]     Yang, Z. L. (2014). A general method for third-order bias and variance correction on a nonlinear rstimator. Journal of Econometrics, Accepted on 15 July 2014, http://dx.doi.org/10.1016/j.jeconom.2014.07.003, Sup Appendix. Early Versions: VerFeb2014, Ver2013Oct, Ver2013Jul, Ver2012. Initial Version with Title: Bias-corrected estimation for spatial autocorrelation.

[11]     Su, L. J. and Yang, Z. L. (2014). QML estimation of dynamic panel data models with spatial errors. Journal of Econometrics. Accepted on 10 Nov. 2014. Sup Appendix. Early Versions: Ver2012, Ver2007

[12]     Shen, Y. and Yang, Z. L. (2014). Bias-correction for Weibull common shape estimation. Journal of Statistical Computation and Simulation, Accepted on 26/07/2014, DOI: 10.1080/00949655.2014.949714. Early Versions: Ver2013a, Ver2013b

Work in Progress:

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

[2]        Desmond, A. F. and Yang, Z. L. (2016). Confidence limits for cure rates in first hitting time regression models.

[3]        Pirotte, A. and Yang Z. L. (2016). Tests for homoscedasticity in spatial linear or panel models.

[4]        Yang, Z. L. (2016). Joint tests for dynamic and spatial effects in short panel data models with fixed effects. Under review

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.