Access Statistics for Yong Bao

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	82	1	4	6	40
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes	0	0	0	45	7	8	9	60
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes	0	0	0	44	4	6	9	124
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process	0	0	0	79	3	5	7	165
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications	0	0	0	108	0	2	4	485
Moment Approximation for Unit Root Models with Nonnormal Errors	0	0	0	39	1	2	6	58
On the Exact Statistical Distribution of Econometric Estimators and Test Statistics	0	0	0	15	5	8	11	48
Total Working Papers	0	0	0	412	21	35	52	980

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Spatial Sample Selection Model	0	0	3	6	5	7	12	15
Analytical Finite Sample Econometrics: From A. L. Nagar to Now	0	0	1	6	6	11	14	25
Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields?	0	0	0	4	2	3	4	30
Bias in the estimation of mean reversion in continuous-time Lévy processes	0	0	0	3	1	3	8	38
Bias of a Value-at-Risk estimator	0	0	0	60	3	4	4	165
Borderplex menu evidence for the law of one price: a convergence approach	0	0	0	8	1	1	1	59
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	1	122	4	6	9	479
Contributions to Spatial Econometrics	0	0	0	0	0	2	4	5
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process	0	0	0	7	1	3	5	25
Estimating Linear Dynamic Panels with Recentered Moments	0	1	2	2	5	6	9	13
Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle	0	0	0	2	1	2	4	8
Estimating spatial autoregressions under heteroskedasticity without searching for instruments	0	0	0	2	4	6	10	16
Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model	0	0	0	17	2	3	5	145
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution	1	2	7	124	5	9	14	346
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check	0	0	2	288	8	11	19	811
FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM	0	0	0	2	1	2	5	35
FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS	0	0	0	8	2	3	5	56
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION	0	0	0	36	2	3	6	199
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	0	0	0	15	2	4	8	79
Finite sample properties of maximum likelihood estimator in spatial models	0	0	1	100	2	6	8	258
General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles	0	0	0	95	4	6	8	534
Heterogeneous spatial dynamic panels with an application to US housing data	0	0	1	7	1	3	5	17
Indirect Inference Estimation of Spatial Autoregressions	0	0	0	6	0	2	3	58
Indirect Inference Estimation of a First-Order Dynamic Panel Data Model	1	1	2	8	3	4	10	26
Indirect inference estimation of dynamic panel data models	1	1	1	7	5	7	9	31
Indirect inference estimation of higher-order spatial autoregressive models	0	0	0	0	4	4	5	5
Machine Learning-Facilitated Policy Intensity Analysis: A Proposed Procedure and Its Application	2	5	10	11	4	12	24	28
Moments of the estimated Sharpe ratio when the observations are not IID	0	0	0	47	4	6	7	129
On Sample Skewness and Kurtosis	0	0	1	46	3	14	21	241
On existence of moment of mean reversion estimator in linear diffusion models	0	0	0	13	3	3	5	67
On skewness and kurtosis of econometric estimators	0	0	0	47	6	6	7	287
On the Fisher information matrix of a vector ARMA process	0	0	0	21	2	4	6	103
On the moments of ratios of quadratic forms in normal random variables	0	0	2	21	1	2	7	75
Reexamination of Economic Growth, Tax Policy, and Distributive Politics	0	0	0	72	3	4	8	267
Should We Demean the Data?	0	0	0	15	4	7	14	155
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	0	0	0	28	4	7	9	95
Testing Convergence in Income Distribution*	0	0	2	65	6	7	14	207
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction	0	0	1	1	2	9	10	12
The asymptotic covariance matrix of the QMLE in ARMA models	0	0	0	4	3	5	11	34
The second-order bias and mean squared error of estimators in time-series models	1	1	1	93	3	8	9	312
Total Journal Articles	6	11	38	1,419	122	215	346	5,490

Chapter	File Downloads				Abstract Views
Chapter	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	5	7	8	50
Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison	0	0	0	0	0	2	4	5
Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models	0	0	1	12	3	7	9	35
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors	0	0	2	4	1	1	7	26
Total Chapters	0	0	3	20	9	17	28	116

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