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	0	6	12	47
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes	0	0	0	45	1	1	11	62
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes	0	0	0	44	0	0	9	125
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process	0	0	0	79	0	7	15	173
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications	0	0	0	108	0	5	8	490
Moment Approximation for Unit Root Models with Nonnormal Errors	0	0	0	39	1	4	11	63
On the Exact Statistical Distribution of Econometric Estimators and Test Statistics	0	0	0	15	0	6	19	57
Total Working Papers	0	0	0	412	2	29	85	1,017

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	2	6	0	4	15	19
Analytical Finite Sample Econometrics: From A. L. Nagar to Now	0	0	1	6	2	28	41	53
Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields?	0	0	0	4	0	0	4	30
Bias in the estimation of mean reversion in continuous-time Lévy processes	0	0	0	3	0	10	17	48
Bias of a Value-at-Risk estimator	0	0	0	60	0	1	6	167
Borderplex menu evidence for the law of one price: a convergence approach	0	0	0	8	0	1	3	61
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	0	4	14	484
Contributions to Spatial Econometrics	0	0	0	0	0	3	7	8
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process	0	0	0	7	1	1	9	29
Estimating Linear Dynamic Panels with Recentered Moments	0	0	2	2	1	3	12	16
Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle	0	0	0	2	1	3	7	12
Estimating spatial autoregressions under heteroskedasticity without searching for instruments	0	0	0	2	0	3	11	19
Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model	0	0	0	17	0	0	6	146
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution	0	3	8	127	1	5	17	351
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check	0	0	0	288	0	7	25	819
FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM	0	0	0	2	0	5	10	40
FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS	0	0	0	8	0	6	11	62
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION	0	0	0	36	0	5	10	204
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	0	0	0	15	1	2	6	81
Finite sample properties of maximum likelihood estimator in spatial models	0	1	1	101	0	3	9	261
General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles	0	0	0	95	1	3	10	537
Heterogeneous spatial dynamic panels with an application to US housing data	0	0	1	7	0	3	8	20
Indirect Inference Estimation of Spatial Autoregressions	0	0	0	6	0	3	6	61
Indirect Inference Estimation of a First-Order Dynamic Panel Data Model	1	1	2	9	1	8	13	34
Indirect inference estimation of dynamic panel data models	0	1	2	8	0	8	16	40
Indirect inference estimation of higher-order spatial autoregressive models	0	0	0	0	0	0	6	6
Machine Learning-Facilitated Policy Intensity Analysis: A Proposed Procedure and Its Application	4	6	13	17	5	20	40	52
Moments of the estimated Sharpe ratio when the observations are not IID	0	0	0	47	1	4	11	133
On Sample Skewness and Kurtosis	0	1	2	47	1	9	31	251
On existence of moment of mean reversion estimator in linear diffusion models	0	0	0	13	1	2	7	69
On skewness and kurtosis of econometric estimators	0	0	0	47	0	0	7	287
On the Fisher information matrix of a vector ARMA process	0	0	0	21	0	4	9	107
On the moments of ratios of quadratic forms in normal random variables	0	0	1	21	0	2	7	77
Reexamination of Economic Growth, Tax Policy, and Distributive Politics	0	0	0	72	1	4	11	271
Should We Demean the Data?	0	0	1	16	0	2	14	158
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	0	0	0	28	0	3	12	98
Testing Convergence in Income Distribution*	0	0	0	65	0	0	12	207
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction	0	0	1	1	0	1	11	13
The asymptotic covariance matrix of the QMLE in ARMA models	0	0	0	4	1	3	12	37
The second-order bias and mean squared error of estimators in time-series models	0	0	1	93	2	5	14	317
Total Journal Articles	5	13	39	1,433	21	178	497	5,685

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	0	2	11	54
Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison	0	0	0	0	0	4	8	9
Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models	0	0	1	12	0	2	12	38
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors	0	0	2	4	0	5	8	31
Total Chapters	0	0	3	20	0	13	39	132

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Statistics updated 2026-06-04