Zhenlin Yang

Singapore Management University

Professor

School of Economics

90 Stamford Road

Singapore, 178903

Singapore

http://www.mysmu.edu/faculty/zlyang/

SCHOLARLY PAPERS

6

DOWNLOADS

545

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.

A Class of Nonlinear Stochastic Volatility Models

Univ. of Auckland, Economics Working Paper No. 229
Number of pages: 33 Posted: 04 May 2002
Jun Yu and Zhenlin Yang
Singapore Management University and Singapore Management University
Downloads 307 (102,130)

Abstract:

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Box-Cox Transformation, GARCH, EMM, Stochastic Volatility

2.

The General Dominance of Lottery Over Waiting-Line Auction

Singapore Management U, Economics and Social Sciences Working Paper No. 16-2002
Number of pages: 35 Posted: 21 Jan 2003
Winston T.H. Koh, Zhenlin Yang and Li Jing Zhu
Singapore Management University - School of Social Sciences, Singapore Management University and Hong Kong University of Science & Technology (HKUST) - Department of Economics
Downloads 149 (203,918)

Abstract:

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Lottery, Non-price allocation, Rent-seeking, Waiting-line auction

3.

A Study of Price Evolution in Online Toy Market

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 4, 2010-28
Number of pages: 31 Posted: 02 Feb 2011
Zhenlin Yang, Lydia L. Gan and Fang-Fang Tang
Singapore Management University, University of North Carolina at Pembroke and National Policy Lab, China Center for Economic Research, National School of Development
Downloads 64 (357,802)

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E-commerce, online pricing strategies, online toy market, price dispersion, pricing trends

4.

A Study of Pricing Evolution in the Online Toy Market

Economics Discussion Paper No. 2008-19
Number of pages: 24 Posted: 13 Dec 2010
Zhenlin Yang, Lydia L. Gan and Fang-Fang Tang
Singapore Management University, University of North Carolina at Pembroke and National Policy Lab, China Center for Economic Research, National School of Development
Downloads 22 (528,754)

Abstract:

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E-commerce, online pricing strategies, online toy market, price dispersion, pricing trends

5.

Generalized LM Tests for Functional Form and Heteroscedasticity

Econometrics Journal, Vol. 11, Issue 2, pp. 349-376, July 2008
Number of pages: 28 Posted: 14 Jul 2008
Zhenlin Yang and Yiu Kuen Tse
Singapore Management University and Singapore Management University - School of Social Sciences
Downloads 2 (662,289)
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6.

Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions

The Econometrics Journal, Vol. 16, Issue 1, pp. 103-134, 2013
Number of pages: 32 Posted: 13 Feb 2013
Badi H. Baltagi and Zhenlin Yang
Syracuse University - Maxwell School of Citizenship and Public Affairs and Singapore Management University
Downloads 1 (674,275)
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Abstract:

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Bootstrap, Distributional mis‐specification, Group interaction, LM test, Moran’s I test, Robustness, Spatial layout, Spatial panel models