Research Interests:
·
Spatial Econometrics
·
Network
Econometrics
·
Spatial and Network Panel Data Models
·
Bootstrap methods for Refined Inferences
·
Unbalancedness and
Missingness in Spatial Panels
·
Event Time Analysis
Editorial Service:
Associate Editor, Letters in Spatial and Resource
Sciences, 2025.11 – Present
Associate Editor, Regional
Science and Urban Economics, 2018.01 – Present
Co-Editor, Regional
Science and Urban Economics, 2015.01 – 2017.12
Associate Editor, Journal of Spatial Econometrics, 2019.01 – 2024
Managing
Guest Editor for “New Advances in Spatial Econometrics:
Interactions Matter”, a Special Issue for Regional Science and Urban
Economics, 2016-17, with Guest Editors, Nicolas Bebarsy
and Cem Ertur.
Guest
Editor for “Spatial Econometrics: New Methods and
Applications”, a special issue for Regional Science and Urban Economics,
2017-18.
Papers in the Review Process:
[1] Li,
L. Y., Meng, X. Y., and Yang, Z. L. (2025). Dynamic
Spatial Panel Data Models with Fixed Effects: Alternative Methods and
Applications. Under review.
[2] Pirotte,
A. and Yang, Z. L. (2025).
Multi-Dimensional Spatial Panel Data Models with Fixed Effects:
Formulation, Estimation, and Inference, Under
Review (Paper&Supplement, MatlabCode_2025TI, MatlabCode_2025TV).
[3] Akgun,
O., Pirotte, A., Urga, G. and Yang, Z. L. (2025). Testing clustered equal predictive ability
with unknown clusters, Under Review (Version202507; Version202408).
[4] Chang, P-L., Makioka, R., Ng, B.L., and Yang,
Z. L. (2025). Estimating
Firm-Level Production Functions with Spatial Dependence, Under Review.
[1]
Meng, X. Y. and Yang, Z. L. (2026). Threshold Spatial Panel Regression with Fixed Effects. Journal of Econometrics (Accepted
Version and Supplementary Materials; Early versions: PaperR1, SupplementR1;
PaperSub, SupplementSub).
[2]
Meng, X. Y. and Yang, Z. L. (2025a). Genuinely unbalanced spatial panel
data models with fixed effects: M-estimation and inference with an application
to FDI inflows, Econometric Review (Accepted
Version,
Accepted Version Supp, Replication; Version2021, Supplement2021).
[3]
Meng, X. Y. and Yang, Z. L. (2025b). Fixed effects estimation of
spatial panel model with missing responses: an application to US state tax
competition, Journal of Business and Economic Statistics. (Accepted
Version,
Accepted Version Supp; Version2024, Supplement2024; Version2023, Supplement2023)
[4]
Li, L. Y., Miao, K. and Yang, Z. L. (2025). Spatial dynamic panel data models with
interactive fixed effects: M-estimation and inference with fixed and relatively
small T, Econometric Review ( Accepted
Version;
Version2024,
Supplement2024; Version2021, Supplement2021).
[5]
Akgun, O., Pirotte, A., Urga, G. and Yang, Z. L. (2023). Equal predictive ability tests based on panel
data with applications to OECD and IMF forecasts. International
Journal of Forecasting
(Accepted Version, Journal Version).
[6]
Baltagi, B. H., Deng, Y., Li, J., and Yang, Z. L. (2022). Cities
in a pandemic: evidence from China. Journal of Regional Science (Accepted Version, Journal
Version).
[7]
Huang, N. and Yang, Z. L.,
2021). Spatial dynamic models with short panels: evaluating the impact of home
purchase restrictions on housing prices. Economic
Modelling (Accepted Version, Journal Share Link, Journal Version).
[8]
Baltagi, B. H., Pirotte, A. and Yang, Z. L. (2021). Diagnostic tests for homoscedasticity in
spatial cross-sectional or panel models.
Journal of Econometrics
(Accepted
Version, Journal Version, Supplementary
Material, Matlab Code for
Application, Additional
Monte Carlo Results).
[9]
Yang, Z. L. (2021). Joint tests for dynamic and spatial
effects in short panel data models with fixed effects and
heteroskedasticity. Empirical
Economics (Accepted Version, Journal Version, Supplementary Appendix).
[10] Li,
L. Y. and Yang, Z. L. (2021). Spatial
dynamic panel data models with correlated random effects. Journal of Econometrics (Accepted Version, Journal
Version, Supplementary Appendix).
Unpublished Working Papers:
[1] Meng,
X. Y. and Yang, Z. L. (2021). Unbalanced Spatial Panel Data Models with Fixed
Effects. (Paper, Supplement)
[2] Li,
L. Y. and Yang, Z. L. (2021). Spatial
dynamic panel data models with interactive fixed effects: M-estimation and
inference with small T. (Paper, Supplement)
[3] Su, L. J. and Yang Z. L. (2007). Instrumental
variable quantile estimation of spatial autoregressive models. (Version
2011)
[4] Yang, Z. L. and Shen, Y. (2011). A
simple and robust method of inference for spatial lag dependence. (Version
2014, Sup Appendix).
[5] Yang, Z. L. (2008). Tests
for Spatial Dependence under Distributional Misspecification.
[6] Yang, Z. L. (2006). Joint Modeliing and Testing for Local and Global Spatial
Externalities.
[7] Yang, Z. L. (2005). Quasi-Maximum
Likelihood Estimation for Spatial Panel Data Regressions.
Student Supervision:
PhD Students:
·
Liu Shew Fan,
2011.8-2016.5: On Refined and
Robust Inferences for Spatial Econometric Models
·
LI Liyao,
2015.8-2019.7: Spatial Dynamic
Panel Data Models with Small T
·
Xu Yuhong,
2015.8-2020.6: Spatial Panel
Data Models with Temporal Heterogeneity
·
Meng Xiaoyu,
2016.8-2022.6: Spatial Panel
Data Models: Unbalanced Panels, Threshold Effects and Network Effects
·
Wu Yifan,
2016.8-2022.6 (Co-Supervisor: Jing LI):
Externalities in Housing Market and Agglomeration Economics
Master Students:
·
Su Wanhua
(June 2002). Effect of Estimation and
Transformation on Control Charts
·
Xu
Jianfeng (June 2002). Data
Transformation in the Analysis of Lifetime Data
·
See Peen Peen, Stanley (July 2000). Simple Prediction Intervals for the
Weibull Distribution.