Zhenlin Yang : Citation Profile


Are you Zhenlin Yang?

Singapore Management University

9

H index

8

i10 index

188

Citations

RESEARCH PRODUCTION:

34

Articles

30

Papers

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 10
   Journals where Zhenlin Yang has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 18 (8.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pya200
   Updated: 2019-07-14    RAS profile: 2019-04-19    
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Relations with other researchers


Works with:

Baltagi, Badi (4)

Su, Liangjun (2)

Debarsy, Nicolas (2)

Yu, Jihai (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 (15)

Yu, Jihai (8)

Parent, Olivier (6)

Prucha, Ingmar (5)

Su, Liangjun (5)

Baltagi, Badi (5)

LeSage, James (5)

Rossi, Francesca (4)

Ruiz, Esther (4)

Veiga, Helena (4)

Park, Sung Y. (4)

Cites to:

Lee, Lung-Fei (64)

Prucha, Ingmar (38)

Baltagi, Badi (34)

Pesaran, M (22)

Ertur, Cem (20)

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 (2019 and 2018)


YearTitle of citing document
2017Improved asymptotic analysis of Gaussian QML estimators in spatial models. (2017). Olejnik, Alicja. In: Lodz Economics Working Papers. RePEc:ann:wpaper:9/2017.

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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436.

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2018Does agricultural subsidies foster Italian southern farms? A Spatial Quantile Regression Approach. (2018). Di Gennaro, Daniele ; De Castris, Marusca. In: Papers. RePEc:arx:papers:1803.05659.

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2018Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2018). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:953.

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2017Credit Market Spillovers: Evidence from a Syndicated Loan Market Network. (2017). Kokas, Sotirios ; Gupta, Abhimanyu ; Michaelides, Alexander. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12424.

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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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2017Transforming response values in small area prediction. (2017). Sugasawa, Shonosuke ; Kubokawa, Tatsuya. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:114:y:2017:i:c:p:47-60.

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2017Governance, resources and growth. (2017). Hassan, M. Kabir ; Al Mamun, Md ; Sohag, Kazi. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:238-261.

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2017QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices. (2017). Yu, Jihai ; Lee, Lung-Fei ; Qu, XI. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:173-201.

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2017Spatial dynamic panel data models with interactive fixed effects. (2017). Lee, Lung-Fei ; Shi, Wei. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:323-347.

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2017Semiparametric estimation and testing of smooth coefficient spatial autoregressive models. (2017). Sun, Yiguo ; Malikov, Emir. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:12-34.

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2018A robust test for network generated dependence. (2018). Prucha, Ingmar ; Liu, Xiaodong. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:92-113.

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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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2017Threshold stochastic volatility: Properties and forecasting. (2017). Veiga, Helena ; Ruiz, Esther ; Mao, Xiuping. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1105-1123.

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2017Equity index variance: Evidence from flexible parametric jump–diffusion models. (2017). Kaeck, Andreas ; Seeger, Norman J ; Rodrigues, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:85-103.

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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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2017Estimation of single-index model with spatial interaction. (2017). Sun, Yan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:62:y:2017:i:c:p:36-45.

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2017GMM gradient tests for spatial dynamic panel data models. (2017). Tapinar, Suleyman ; Bera, Anil K ; Doan, Osman. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:65:y:2017:i:c:p:65-88.

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2018Simple tests for endogeneity of spatial weights matrices. (2018). Bera, Anil K ; Tapinar, Suleyman ; Doan, Osman. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:69:y:2018:i:c:p:130-142.

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2018Outer-product-of-gradients tests for spatial autoregressive models. (2018). Lee, Lung-Fei ; Jin, Fei. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:72:y:2018:i:c:p:35-57.

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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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2018Relative improvements in road mobility as compared to improvements in road accessibility and urban growth: A panel data analysis. (2018). Ng, Choy Peng ; Kulanthayan, S ; Jakarni, Fauzan Mohd ; Law, Teik Hua. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:117:y:2018:i:c:p:292-301.

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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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2018A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors. (2018). Baltagi, Badi H ; Pirotte, Alain ; Fingleton, Bernard. In: IZA Discussion Papers. RePEc:iza:izadps:dp11587.

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2018The Determinants of Population Growth: Literature review and empirical analysis. (2018). Planas, Christophe ; Rossi, Alessandro. In: Working Papers. RePEc:jrs:wpaper:201811.

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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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2017Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models. (2017). Sun, Yiguo ; Malikov, Emir. In: MPRA Paper. RePEc:pra:mprapa:77253.

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2017GMM Gradient Tests for Spatial Dynamic Panel Data Models. (2017). Taspinar, Suleyman ; Bera, Anil K ; Dogan, Osman . In: MPRA Paper. RePEc:pra:mprapa:82830.

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2018A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors. (2018). Fingleton, Bernard ; Pirotte, Alain ; Baltagi, Badi H. In: MPRA Paper. RePEc:pra:mprapa:86371.

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2017Box–Cox symmetric distributions and applications to nutritional data. (2017). Silvia, ; Fumes, Giovana . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:101:y:2017:i:3:d:10.1007_s10182-017-0291-6.

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2018The effects of gun control on crimes: a spatial interactive fixed effects approach. (2018). Lee, Lung-Fei ; Shi, Wei. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1415-2.

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2017Specification Test for Spatial Autoregressive Models. (2017). Su, Liangjun ; Qu, XI. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:4:p:572-584.

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2018Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data. (2018). Hoshino, Tadao. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:160-172.

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2017Neglected dynamics and spatial dependence on panel data: consequences for convergence of the usual static model estimators. (2017). mur, jesus ; Pirotte, Alain. In: Spatial Economic Analysis. RePEc:taf:specan:v:12:y:2017:i:2-3:p:202-229.

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2017The spatial impact of employment centres on housing markets. (2017). Fuerst, Franz ; Laszkiewicz, Edyta ; Szumilo, Nikodem. In: Spatial Economic Analysis. RePEc:taf:specan:v:12:y:2017:i:4:p:472-491.

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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Working Papers. RePEc:umc:wpaper:1803.

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2018A correlated random effects spatial Durbin model. (2018). Manjon Antolin, Miguel ; Ibaez, Oscar Martinez ; Miranda, Karen. In: Working Papers. RePEc:urv:wpaper:2072/313840.

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2017Estimation of linear and non-linear indicators using interval censored income data. (2017). Walter, Paul ; Tzavidis, Nikos ; Schmid, Timo ; Gross, Markus. In: Discussion Papers. RePEc:zbw:fubsbe:201722.

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2017Data-driven transformations in small area estimation. (2017). Rojas-Perilla, Natalia ; Tzavidis, Nikos ; Schmid, Timo ; Pannier, Soren . In: Discussion Papers. RePEc:zbw:fubsbe:201730.

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2018Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples. (2018). Lesage, James P ; Vance, Colin ; Chih, Yao-Yu. In: Ruhr Economic Papers. RePEc:zbw:rwirep:769.

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Works by Zhenlin Yang:


YearTitleTypeCited
2002A Class of Nonlinear Stochastic Volatility Models In: Working Papers.
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paper1
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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paper10
2007Instrumental Variable Quantile Estimation of Spatial Autoregressive Models.(2007) In: Working Papers.
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paper
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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This paper has another version. Agregated cites: 1
paper
2006On Joint Modelling and Testing for Local and Global Spatial Externalities In: Development Economics Working Papers.
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paper0
2006On Joint Modelling and Testing for Local and Global Spatial Externalities.(2006) In: Working Papers.
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paper
2009A Robust LM Test for Spatial Error Components In: Development Economics Working Papers.
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paper13
2010A robust LM test for spatial error components.(2010) In: Regional Science and Urban Economics.
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article
2009A Robust LM Test for Spatial Error Components.(2009) In: Working Papers.
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paper
2005Determinants of Job Turnover Intentions : Evidence from Singapore In: Labor Economics Working Papers.
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paper0
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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article25
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: 25
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2002An explicit variance formula for the Box-Cox functional form estimator In: Economics Letters.
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article1
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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article0
2006Functional form and spatial dependence in dynamic panels In: Economics Letters.
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article12
2006A modified family of power transformations In: Economics Letters.
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article12
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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article9
2015A general method for third-order bias and variance corrections on a nonlinear estimator In: Journal of Econometrics.
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article4
2018Unified M-estimation of fixed-effects spatial dynamic models with short panels In: Journal of Econometrics.
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article0
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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article8
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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article6
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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article1
2016Bias correction and refined inferences for fixed effects spatial panel data models In: Regional Science and Urban Economics.
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article1
2018Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter In: Regional Science and Urban Economics.
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2018Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter.(2018) In: Post-Print.
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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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article1
2014Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model.(2014) In: Working Papers.
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2006Modelling firm-size distribution using Box-Cox heteroscedastic regression In: Journal of Applied Econometrics.
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article0
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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paper17
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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article
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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article2
2018Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models In: Economics and Statistics Working Papers.
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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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paper3
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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paper2
2014Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models In: Working Papers.
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paper1
2018Bootstrap LM tests for higher-order spatial effects in spatial linear regression models In: Empirical Economics.
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article0
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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article0
2005BOOK REVIEW: Theory of Regular Economics, by Ryo Nagata In: The Singapore Economic Review (SER).
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article0
2010A study of price evolution in online toy market In: Economics - The Open-Access, Open-Assessment E-Journal.
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article0

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