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Spatial dynamic panel data models with correlated random effects

Li, Liyao; Yang, Zhenlin - In: Journal of econometrics 221 (2021) 2, pp. 424-454

Persistent link: https://www.econbiz.de/10012619244

Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts

Akgun, Oguzhan; Pirotte, Alain; Urga, Giovanni; Yang, … - 2023

We propose two types of equal predictive ability (EPA) tests with panels to compare the predictions made by two forecasters. The first type, namely S-statistics, focuses on the overall EPA hypothesis which states that the EPA holds on average over all panel units and over time. The second,...

Persistent link: https://www.econbiz.de/10014261562

A Study of Price Evolution in Online Toy Market

Yang, Zhenlin - 2011

We study and contrast pricing and price evolution of online only (Dotcom) and online branch of multi-channel retailers (OBMCRs) based on two panel data sets collected from online toy markets. Panel data regression analyses reveal several interesting empirical results: over time, OBMCRs and...

Persistent link: https://www.econbiz.de/10013210302

Spatial dynamic models with short panels : evaluating the impact of purchase restrictions on housing prices

Huang, Naqun; Yang, Zhenlin - In: Economic modelling 103 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013163739

Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts

Akgun, Oguzhan; Pirotte, Alain; Urga, Giovanni; Yang, … - In: International journal of forecasting 40 (2024) 1, pp. 202-228

Persistent link: https://www.econbiz.de/10014450267

A Study of Pricing Evolution in the Online Toy Market

Yang, Zhenlin; Gan, Lydia; Tang, Fang-Fang - 2008

We examine the pricing trends in the online toy markets by using panel data regression models with error components and serial correlation. Our results indicate that both online branch of multi-channel retailers (OBMCRS) and dotcoms charge similar prices on average, and that over time their...

Persistent link: https://www.econbiz.de/10010295276

A study of price evolution in online toy market

Yang, Zhenlin; Gan, Lydia; Tang, Fang-Fang - In: Economics: The Open-Access, Open-Assessment E-Journal 4 (2010) 2010-28, pp. 1-29

Persistent link: https://www.econbiz.de/10010302706

Asymptotic distribution and finite sample bias correction of QML estimators for spatial error dependence model

Liu, Shew Fan; Yang, Zhenlin - In: Econometrics 3 (2015) 2, pp. 376-411

In studying the asymptotic and finite sample properties of quasi-maximum likelihood (QML) estimators for the spatial linear regression models, much attention has been paid to the spatial lag dependence (SLD) model; little has been given to its companion, the spatial error dependence (SED) model....

Persistent link: https://www.econbiz.de/10011755286

Pricing dynamics in the online consumer electronics market

Xing, Xiaolin; Tang, Fang‐Fang; Yang, Zhenlin - In: Journal of Product & Brand Management 13 (2004) 6, pp. 429-441

This paper investigates prices of consumer electronics sold on the Web by both online‐only retailers (Dotcoms) and the online branches of multi‐channel retailers (MCRs). Surprisingly, it finds that Dotcoms charge higher price than MCRs, a conclusion contradictory to the results of most of...

Persistent link: https://www.econbiz.de/10014895817

A Study of Pricing Evolution in the Online Toy Market

Yang, Zhenlin; Gan, Lydia; Tang, Fang-Fang - Division of Economics, Nanyang Technological University - 2007

We examine the pricing trends in the online toy markets based on a unique set of panel data collected across three years’ span. The analysis was made through panel data regression models with error components and serial correlation, allowing comparisons of prices and price dispersions between...

Persistent link: https://www.econbiz.de/10005534211