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
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications 3 9 12 12 19 46 65 65
Residential Property Taxation: Is Periodic Reassessment worth it? 2 3 7 7 6 16 67 67
Total Working Papers 5 12 19 19 25 62 132 132


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bias of a Value-at-Risk estimator 0 1 6 36 0 2 16 91
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).

2 5 24 63 5 15 69 204
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution 6 12 32 32 14 33 105 105
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check 3 6 53 162 9 27 126 416
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION 1 3 16 16 4 13 62 62
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 7 7 0 2 23 23
Finite sample properties of maximum likelihood estimator in spatial models 1 3 13 54 4 7 28 112
Moments of the estimated Sharpe ratio when the observations are not IID 0 1 8 31 0 3 16 79
On skewness and kurtosis of econometric estimators 1 13 13 13 6 32 34 34
Reexamination of Economic Growth, Tax Policy, and Distributive Politics 1 1 8 59 1 2 23 213
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 7 7 0 2 16 16
Testing Convergence in Income Distribution 4 7 15 15 5 13 38 38
The second-order bias and mean squared error of estimators in time-series models 0 0 15 39 0 1 40 136
Total Journal Articles 19 52 217 534 48 152 596 1,529
2 registered items for which data could not be found


Statistics updated 2009-11-04