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 0 82 0 0 3 35
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes 0 0 0 45 1 1 2 52
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 1 1 2 117
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process 0 0 0 79 1 2 6 160
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications 0 0 0 108 0 0 2 482
Moment Approximation for Unit Root Models with Nonnormal Errors 0 0 0 39 1 1 1 53
On the Exact Statistical Distribution of Econometric Estimators and Test Statistics 0 0 0 15 0 1 2 39
Total Working Papers 0 0 0 412 4 6 18 938

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 5 5 0 2 6 6
Analytical Finite Sample Econometrics: From A. L. Nagar to Now 1 1 3 6 1 1 5 13
Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields? 0 0 0 4 1 1 3 27
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 3 0 0 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 1 1 471
Contributions to Spatial Econometrics 0 0 0 0 1 1 1 2
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process 0 0 0 7 1 1 1 21
Estimating Linear Dynamic Panels with Recentered Moments 0 0 0 0 1 1 2 5
Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle 0 0 0 2 1 1 2 6
Estimating spatial autoregressions under heteroskedasticity without searching for instruments 0 0 2 2 0 0 6 8
Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model 0 0 0 17 1 1 1 141
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution 0 0 4 119 0 0 5 334
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check 0 0 2 288 0 0 3 794
FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM 0 0 0 2 1 1 1 31
FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS 0 0 0 8 1 1 1 52
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION 0 0 0 36 1 2 3 195
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 0 15 0 0 4 75
Finite sample properties of maximum likelihood estimator in spatial models 0 1 1 100 0 1 2 252
General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles 0 0 0 95 0 2 3 528
Heterogeneous spatial dynamic panels with an application to US housing data 0 1 1 7 0 1 3 13
Indirect Inference Estimation of Spatial Autoregressions 0 0 0 6 0 0 1 55
Indirect Inference Estimation of a First-Order Dynamic Panel Data Model 0 0 1 7 0 2 6 21
Indirect inference estimation of dynamic panel data models 0 0 0 6 0 1 5 24
Indirect inference estimation of higher-order spatial autoregressive models 0 0 0 0 0 1 1 1
Machine Learning-Facilitated Policy Intensity Analysis: A Proposed Procedure and Its Application 1 1 5 5 1 2 14 14
Moments of the estimated Sharpe ratio when the observations are not IID 0 0 0 47 0 0 0 122
On Sample Skewness and Kurtosis 0 0 1 45 2 3 5 223
On existence of moment of mean reversion estimator in linear diffusion models 0 0 0 13 1 2 2 64
On skewness and kurtosis of econometric estimators 0 0 0 47 0 0 5 280
On the Fisher information matrix of a vector ARMA process 0 0 0 21 1 1 3 99
On the moments of ratios of quadratic forms in normal random variables 0 0 1 20 0 1 5 71
Reexamination of Economic Growth, Tax Policy, and Distributive Politics 0 0 0 72 1 1 2 261
Should We Demean the Data? 0 0 1 15 1 2 12 146
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 2 3 65 2 4 6 197
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction 0 0 0 0 0 0 1 2
The asymptotic covariance matrix of the QMLE in ARMA models 0 0 0 4 1 1 6 26
The second-order bias and mean squared error of estimators in time-series models 0 0 0 92 1 1 3 304
Total Journal Articles 2 7 30 1,398 21 40 132 5,220

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 43
Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison 0 0 0 0 0 0 0 1
Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models 0 0 0 11 0 0 1 26
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors 2 2 2 4 2 2 7 25
Total Chapters 2 2 2 19 2 2 9 95

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Statistics updated 2025-08-05