· Spatial Econometrics
· Panel Data Models
· Bootstrap methods for Refined Inferences
· Event Time Analysis
Co-Editor, Regional Science and Urban Economics
Papers Recently Accepted:
 Yang, Z. L. (2017). Unified M-estimation of fixed-effects spatial dynamic models with short panels (the supplement, Application with Matlab Codes). Journal of Econometrics, accepted on 1 Aug. 2017. (Version Dec 2015)
 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.
 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)
 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
 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.
 Liu, S. F. and Yang Z. L. (2015). Improved Inferences for Spatial Regression Models. Regional Science and Urban Economics 55, 55-67.
 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.
 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.
 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
 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.
 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
 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
Papers in Review Process:
 Yang, Z. L. (2016). Joint tests for dynamic and spatial effects in short panel data models with fixed effects. Under review.
Work in Progress:
 Yang, Z. L. (2014). Initial-condition free estimation of fixed effects dynamic panel data models.
 Desmond, A. F. and Yang, Z. L. (2016). Confidence limits for cure rates in first hitting time regression models.
 Pirotte, A. and Yang Z. L. (2016). Tests for homoscedasticity in spatial linear or panel models.
Unpublished Working Papers:
 Su, L. J. and Yang Z. L. (2007). Instrumental variable quantile estimation of spatial autoregressive models. Version 2011
 Yang, Z. L. and Shen, Y. (2011). A simple and robust method of inference for spatial lag dependence. Version 2014 (Sup Appendix).
 Yang, Z. L. (2008). Tests for Spatial Dependence under Distributional Misspecification.
 Yang, Z. L. (2006). Joint Modeliing and Testing for Local and Global Spatial Externalities.
 Yang, Z. L. (2005). Quasi-Maximum Likelihood Estimation for Spatial Panel Data Regressions.