Access Statistics for Yong Bao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analytical Finite Sample Econometrics-from A.L.Nagar to Now 0 0 1 82 1 2 5 35
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes 0 0 0 45 0 1 1 51
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 0 0 0 115
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process 0 0 1 79 0 0 5 158
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications 0 0 0 108 0 1 1 481
Moment Approximation for Unit Root Models with Nonnormal Errors 0 0 0 39 0 0 0 52
On the Exact Statistical Distribution of Econometric Estimators and Test Statistics 0 0 0 15 1 1 2 38
Total Working Papers 0 0 2 412 2 5 14 930

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Spatial Sample Selection Model 1 1 4 4 1 1 4 4
Analytical Finite Sample Econometrics: From A. L. Nagar to Now 0 0 3 5 0 0 6 11
Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields? 0 0 1 4 0 1 3 26
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 3 1 2 2 31
Bias of a Value-at-Risk estimator 0 0 0 60 0 0 0 161
Borderplex menu evidence for the law of one price: a convergence approach 0 0 0 8 0 0 0 58
Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003; see Bao et al. (2004) 0 0 0 121 0 0 0 470
Contributions to Spatial Econometrics 0 0 0 0 0 0 0 1
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process 0 0 3 7 0 0 3 20
Estimating Linear Dynamic Panels with Recentered Moments 0 0 0 0 0 0 2 4
Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle 0 0 0 2 1 1 1 5
Estimating spatial autoregressions under heteroskedasticity without searching for instruments 0 0 2 2 2 2 8 8
Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model 0 0 0 17 0 0 0 140
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution 2 2 4 119 2 2 5 334
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check 0 0 2 286 0 0 5 792
FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM 0 0 0 2 0 0 0 30
FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS 0 0 1 8 0 0 1 51
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION 0 0 0 36 0 1 1 193
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 0 15 1 1 1 72
Finite sample properties of maximum likelihood estimator in spatial models 0 0 1 99 1 1 3 251
General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles 0 0 0 95 0 0 1 526
Heterogeneous spatial dynamic panels with an application to US housing data 0 0 1 6 0 2 4 12
Indirect Inference Estimation of Spatial Autoregressions 0 0 0 6 0 0 3 55
Indirect Inference Estimation of a First-Order Dynamic Panel Data Model 1 1 2 7 2 3 5 18
Indirect inference estimation of dynamic panel data models 0 0 2 6 1 3 11 23
Indirect inference estimation of higher-order spatial autoregressive models 0 0 0 0 0 0 0 0
Machine Learning-Facilitated Policy Intensity Analysis: A Proposed Procedure and Its Application 1 2 2 2 4 5 8 8
Moments of the estimated Sharpe ratio when the observations are not IID 0 0 1 47 0 0 1 122
On Sample Skewness and Kurtosis 0 0 3 45 0 0 4 220
On existence of moment of mean reversion estimator in linear diffusion models 0 0 0 13 0 0 0 62
On skewness and kurtosis of econometric estimators 0 0 0 47 0 2 5 280
On the Fisher information matrix of a vector ARMA process 0 0 0 21 1 1 2 98
On the moments of ratios of quadratic forms in normal random variables 1 1 1 20 2 3 4 70
Reexamination of Economic Growth, Tax Policy, and Distributive Politics 0 0 0 72 1 1 2 260
Should We Demean the Data? 0 0 2 15 1 4 13 142
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 0 28 0 0 0 86
Testing Convergence in Income Distribution* 0 0 1 63 0 1 2 193
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction 0 0 0 0 0 1 1 2
The asymptotic covariance matrix of the QMLE in ARMA models 0 0 0 4 1 2 4 24
The second-order bias and mean squared error of estimators in time-series models 0 0 0 92 0 0 6 303
Total Journal Articles 6 7 36 1,387 22 40 121 5,166

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Selective Review of Aman Ullah’s Contributions to Econometrics 0 0 0 4 0 0 1 42
Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison 0 0 0 0 0 0 1 1
Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models 0 0 1 11 0 0 3 26
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors 0 0 0 2 4 4 6 23
Total Chapters 0 0 1 17 4 4 11 92

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03