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 0 0 3 33
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes 0 0 0 45 0 0 1 50
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 0 0 2 115
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process 0 0 2 79 2 4 6 158
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications 0 0 0 108 0 0 1 480
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 0 0 1 37
Total Working Papers 0 0 3 412 2 4 14 925

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 0 1 3 3 0 1 3 3
Analytical Finite Sample Econometrics: From A. L. Nagar to Now 1 2 3 5 1 2 6 11
Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields? 0 0 1 4 0 0 2 25
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 3 0 0 0 29
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 1 121 0 0 3 470
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 1 1 4 4
Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle 0 0 0 2 0 0 0 4
Estimating spatial autoregressions under heteroskedasticity without searching for instruments 0 1 2 2 1 3 6 6
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 0 2 3 117 0 3 5 332
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check 0 0 2 286 0 1 6 792
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 0 0 192
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 0 15 0 0 0 71
Finite sample properties of maximum likelihood estimator in spatial models 0 0 2 99 0 0 3 250
General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles 0 0 1 95 0 1 5 526
Heterogeneous spatial dynamic panels with an application to US housing data 0 0 4 6 0 0 6 10
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 0 0 1 6 0 0 4 15
Indirect inference estimation of dynamic panel data models 0 0 3 6 0 1 14 20
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 0 0 0 0 1 3 3 3
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 1 3 45 0 2 6 220
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 1 2 3 278
On the Fisher information matrix of a vector ARMA process 0 0 0 21 0 1 2 97
On the moments of ratios of quadratic forms in normal random variables 0 0 0 19 1 1 1 67
Reexamination of Economic Growth, Tax Policy, and Distributive Politics 0 0 0 72 0 0 1 259
Should We Demean the Data? 1 1 2 15 2 2 14 138
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 0 28 0 0 1 86
Testing Convergence in Income Distribution* 1 1 1 63 1 1 1 192
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction 0 0 0 0 0 0 0 1
The asymptotic covariance matrix of the QMLE in ARMA models 0 0 0 4 0 2 3 22
The second-order bias and mean squared error of estimators in time-series models 0 0 0 92 1 2 6 303
Total Journal Articles 3 9 37 1,380 10 29 116 5,126

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 1 3 26
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors 0 0 0 2 0 1 2 19
Total Chapters 0 0 1 17 0 2 7 88

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Statistics updated 2024-12-04