Zhenlin Yang : Citation Profile


Are you Zhenlin Yang?

Singapore Management University

10

H index

11

i10 index

239

Citations

RESEARCH PRODUCTION:

34

Articles

30

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 12
   Journals where Zhenlin Yang has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 18 (7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya200
   Updated: 2020-11-21    RAS profile: 2019-04-19    
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Relations with other researchers


Works with:

Yu, Jihai (2)

Debarsy, Nicolas (2)

Su, Liangjun (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhenlin Yang.

Is cited by:

Lee, Lung-Fei (17)

Rossi, Francesca (10)

Yu, Jihai (8)

LeSage, James (7)

Parent, Olivier (6)

Su, Liangjun (6)

Veiga, Helena (5)

Baltagi, Badi (5)

Prucha, Ingmar (5)

Ruiz, Esther (5)

mur, jesus (4)

Cites to:

Lee, Lung-Fei (64)

Prucha, Ingmar (37)

Baltagi, Badi (34)

Pesaran, M (21)

Ertur, Cem (19)

Yu, Jihai (18)

Davidson, Russell (14)

Bao, Yong (13)

Hahn, Jinyong (11)

Ullah, Aman (10)

MacKinnon, James (10)

Main data


Where Zhenlin Yang has published?


Journals with more than one article published# docs
Regional Science and Urban Economics6
Economics Letters5
Journal of Econometrics4
Applied Stochastic Models in Business and Industry3
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / Singapore Management University, School of Economics12
Development Economics Working Papers / East Asian Bureau of Economic Research4
Economics and Statistics Working Papers / Singapore Management University, School of Economics3
Center for Policy Research Working Papers / Center for Policy Research, Maxwell School, Syracuse University2

Recent works citing Zhenlin Yang (2020 and 2019)


YearTitle of citing document
2020Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823.

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2019Adjusted QMLE for the spatial autoregressive parameter. (2019). Hillier, Grant ; Martellosio, Federico. In: Papers. RePEc:arx:papers:1909.08141.

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2019Exploring option pricing and hedging via volatility asymmetry. (2019). Veiga, Helena ; Casas, Isabel ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28234.

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2019Continuously Updated Indirect Inference in Heteroskedastic Spatial Models. (2019). Phillips, Peter ; Kyriacou, Maria ; Rossi, Francesca ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2208.

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2019Markov Chain Monte Carlo estimation of spatial dynamic panel models for large samples. (2019). Chih, Yao-Yu ; Lesage, James P ; Vance, Colin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:138:y:2019:i:c:p:107-125.

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2020Approximate least squares estimation for spatial autoregressive models with covariates. (2020). Wang, Hansheng ; Zhou, Fanying ; Lan, Wei ; Ma, Yingying. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301884.

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2020Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986.

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2020First difference estimation of spatial dynamic panel data models with fixed effects. (2020). Lee, Lung-Fei ; Yu, Jihai ; Jin, Fei. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300392.

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2020Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances. (2020). Lee, Lung-Fei ; Jin, Fei. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302482.

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2019GEL estimation and tests of spatial autoregressive models. (2019). Lee, Lung-Fei ; Jin, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:585-612.

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2019Identification and estimation of linear social interaction models. (2019). Ho, Hon. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:434-458.

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2019Non-separable models with high-dimensional data. (2019). Su, Liangjun ; Ura, Takuya ; Zhang, Yichong. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:646-677.

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2020Adaptive inference on pure spatial models. (2020). Robinson, Peter M ; Lee, Jungyoon. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:375-393.

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2020Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Czellar, Veronika ; Mao, Xiuping. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105.

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2019Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2019). Baum, Christopher ; Zerilli, Paola ; Chen, Liyuan. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:111-129.

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2020Do housing prices promote total factor productivity? Evidence from spatial panel data models in explaining the mediating role of population density. (2020). Zhou, Qian ; Chen, Jie ; Zhang, Xiaoling ; Shao, Qinglong. In: Land Use Policy. RePEc:eee:lauspo:v:91:y:2020:i:c:s0264837719309354.

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2020Spatial pricing with multiple risk transmission channels and specific factors. (2020). Yuan, Ying ; Zhuang, Xintian ; Jin, Xiu ; Chen, NA. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437119321636.

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2019Probabilistic models for the erosion rate in embankments and reliability analysis of earth dams. (2019). Andreini, Marco ; Sassu, Mauro ; Pagliara, Stefano ; Gardoni, Paolo. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:181:y:2019:i:c:p:142-155.

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2019Interaction matrix selection in spatial autoregressive models with an application to growth theory. (2019). Ertur, Cem ; Debarsy, Nicolas. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:75:y:2019:i:c:p:49-69.

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2020Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects. (2020). Yang, Zhenlin ; Xu, Yuhong. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:81:y:2020:i:c:s0166046219300328.

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2020Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity. (2020). Yang, Zhenlin ; Li, Liyao. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:81:y:2020:i:c:s0166046219301139.

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2020The box-cox transformation: review and extensions. (2020). Atkinson, Anthony B. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103537.

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2020Relative Efficiency of Canadian Banks: A Three-Stage Network Bootstrap DEA. (2020). Takouda, Pawoumodom M ; Golmohammadi, Amirmohsen ; Dia, Mohamed. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:68-:d:343733.

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2019Combined Impact of Socioeconomic Forces and Policy Implications: Spatial-Temporal Dynamics of the Ecosystem Services Value in Yangtze River Delta, China. (2019). Ye, Yanmei ; Wu, Cifang ; Zhuo, Yuefei ; Xu, Zhongguo ; Li, Guan ; Chen, Sha. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2622-:d:228843.

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2020Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models. (2020). Yang, Zhenlin ; Pirotte, Alain ; Baltagi, Badi H. In: IZA Discussion Papers. RePEc:iza:izadps:dp13803.

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2019Incorporating Realized Quarticity into a Realized Stochastic Volatility Model. (2019). Morimoto, Takayuki ; Nugroho, Didit Budi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:4:d:10.1007_s10690-019-09276-2.

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2019Hodges–Lehmann Estimation of Static Panel Models with Spatially Correlated Disturbances. (2019). Strumann, Christoph . In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9728-y.

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2020Testing for spatial group-wise heteroskedasticity in spatial autocorrelation regression models: Lagrange multiplier scan tests. (2020). LeGallo, Julie ; Chasco, Coro ; Lopez, Fernando A ; le Gallo, Julie. In: The Annals of Regional Science. RePEc:spr:anresc:v:64:y:2020:i:2:d:10.1007_s00168-019-00919-w.

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2019Variable Selection with Spatially Autoregressive Errors: A Generalized Moments LASSO Estimator. (2019). Bhattacharjee, Arnab ; Maiti, Taps ; Calantone, Roger ; Cai, Liqian. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-018-0176-z.

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2019Small area estimation under transformed nested-error regression models. (2019). Li, Huapeng ; Zhang, Riquan ; Liu, Yukun. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:4:d:10.1007_s00362-017-0879-7.

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2019Data-driven transformations and survey-weighting for linear mixed models. (2019). Burgard, Jan Pablo ; Dorr, Patricia. In: Research Papers in Economics. RePEc:trr:wpaper:201916.

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2020Higher-Order Least Squares Inference for Spatial Autoregressions. (2020). Rossi, Francesca ; Robinson, Peter M. In: Working Papers. RePEc:ver:wpaper:04/2020.

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2019Continuously Updated Indirect Inference in Heteroskedastic Spatial Models. (2019). Phillips, Peter ; Kyriacou, Maria ; Rossi, Francesca ; PEter, . In: Working Papers. RePEc:ver:wpaper:15/2019.

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Works by Zhenlin Yang:


YearTitleTypeCited
2002A Class of Nonlinear Stochastic Volatility Models In: Working Papers.
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2007A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression In: Journal of Business & Economic Statistics.
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article0
2007Instrumental Variable Quantile Estimation of Spatial Autoregressive Models In: Development Economics Working Papers.
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2007Instrumental Variable Quantile Estimation of Spatial Autoregressive Models.(2007) In: Working Papers.
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2008Asymptotics and Bootstrap for Transformed Panel Data Regressions In: Development Economics Working Papers.
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paper1
2009Asymptotics and Bootstrap for Transformed Panel Data Regressions.(2009) In: Working Papers.
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2006On Joint Modelling and Testing for Local and Global Spatial Externalities In: Development Economics Working Papers.
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2006On Joint Modelling and Testing for Local and Global Spatial Externalities.(2006) In: Working Papers.
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2009A Robust LM Test for Spatial Error Components In: Development Economics Working Papers.
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2010A robust LM test for spatial error components.(2010) In: Regional Science and Urban Economics.
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2009A Robust LM Test for Spatial Error Components.(2009) In: Working Papers.
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2005Determinants of Job Turnover Intentions : Evidence from Singapore In: Labor Economics Working Papers.
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2005Determinants of Job Turnover Intentions: Evidence from Singapore.(2005) In: SCAPE Policy Research Working Paper Series.
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2004Tests of Functional Form and Heteroscedasticity In: Econometric Society 2004 Australasian Meetings.
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2004Tests of Functional Form and Heteroscedasticity.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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2008Generalized LM tests for functional form and heteroscedasticity In: Econometrics Journal.
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article1
2003Transformation approaches for the construction of Weibull prediction interval In: Computational Statistics & Data Analysis.
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article1
2006A class of nonlinear stochastic volatility models and its implications for pricing currency options In: Computational Statistics & Data Analysis.
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article27
2002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options.(2002) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 27
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2002An explicit variance formula for the Box-Cox functional form estimator In: Economics Letters.
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2003A score test for Box-Cox functional form In: Economics Letters.
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article2
2004Tests of transformation in nonlinear regression In: Economics Letters.
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2006Functional form and spatial dependence in dynamic panels In: Economics Letters.
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article14
2006A modified family of power transformations In: Economics Letters.
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article15
2015QML estimation of dynamic panel data models with spatial errors In: Journal of Econometrics.
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2015LM tests of spatial dependence based on bootstrap critical values In: Journal of Econometrics.
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2015A general method for third-order bias and variance corrections on a nonlinear estimator In: Journal of Econometrics.
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article9
2018Unified M-estimation of fixed-effects spatial dynamic models with short panels In: Journal of Econometrics.
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article3
2004Analytically calibrated Box-Cox percentile limits for duration and event-time models In: Insurance: Mathematics and Economics.
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article1
2013Heteroskedasticity and non-normality robust LM tests for spatial dependence In: Regional Science and Urban Economics.
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2013Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence.(2013) In: Center for Policy Research Working Papers.
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2015Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality In: Regional Science and Urban Economics.
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article11
2014Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality.(2014) In: Working Papers.
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2015Improved inferences for spatial regression models In: Regional Science and Urban Economics.
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article2
2016Bias correction and refined inferences for fixed effects spatial panel data models In: Regional Science and Urban Economics.
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2018Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter In: Regional Science and Urban Economics.
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2015Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model In: Econometrics.
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2014Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model.(2014) In: Working Papers.
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2018Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter In: Post-Print.
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2006Modelling firm-size distribution using Box-Cox heteroscedastic regression In: Journal of Applied Econometrics.
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2004Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression.(2004) In: Working Papers.
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2012Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions In: Center for Policy Research Working Papers.
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2010Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions.(2010) In: Working Papers.
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2013Standardized LM tests for spatial error dependence in linear or panel regressions.(2013) In: Econometrics Journal.
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2007A Study of Pricing Evolution in the Online Toy Market In: Economic Growth Centre Working Paper Series.
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2008A Study of Pricing Evolution in the Online Toy Market.(2008) In: Economics Discussion Papers.
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2009Assessing the performance of Canadian bank branches using data envelopment analysis In: Journal of the Operational Research Society.
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article3
2018Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models In: Economics and Statistics Working Papers.
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paper0
2018Spatial Dynamic Panel Data Models with Correlated Random Effects In: Economics and Statistics Working Papers.
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2019Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects In: Economics and Statistics Working Papers.
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2015Bias correction for fixed effects spatial panel data models In: Working Papers.
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2010Bias-Corrected Estimation for Spatial Autocorrelation In: Working Papers.
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2015Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels In: Working Papers.
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2014Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models In: Working Papers.
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2018Bootstrap LM tests for higher-order spatial effects in spatial linear regression models In: Empirical Economics.
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2006Lottery Rather than Waiting-line Auction In: Social Choice and Welfare.
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2000A new statistic for regression transformation In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2018Asymptotics and bootstrap for random-effects panel data transformation models In: Econometric Reviews.
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2000Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation In: Journal of Applied Statistics.
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article4
2007Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations In: Applied Stochastic Models in Business and Industry.
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2011A transformed random effects model with applications In: Applied Stochastic Models in Business and Industry.
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2011Score tests for inverse Gaussian mixtures In: Applied Stochastic Models in Business and Industry.
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2005BOOK REVIEW: Theory of Regular Economics, by Ryo Nagata In: The Singapore Economic Review (SER).
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2010A study of price evolution in online toy market In: Economics - The Open-Access, Open-Assessment E-Journal.
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