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 1 2 5 35
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes 0 0 0 45 0 1 1 51
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 0 0 0 115
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process 0 0 1 79 0 0 5 158
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications 0 0 0 108 0 1 1 481
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 1 1 2 38
Total Working Papers 0 0 2 412 2 5 14 930

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 1 1 4 4 1 1 4 4
Analytical Finite Sample Econometrics: From A. L. Nagar to Now 0 0 3 5 0 0 6 11
Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields? 0 0 1 4 0 1 3 26
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 3 1 2 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 0 0 470
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 0 0 2 4
Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle 0 0 0 2 1 1 1 5
Estimating spatial autoregressions under heteroskedasticity without searching for instruments 0 0 2 2 2 2 8 8
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 2 2 4 119 2 2 5 334
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check 0 0 2 286 0 0 5 792
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 1 1 193
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 0 15 1 1 1 72
Finite sample properties of maximum likelihood estimator in spatial models 0 0 1 99 1 1 3 251
General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles 0 0 0 95 0 0 1 526
Heterogeneous spatial dynamic panels with an application to US housing data 0 0 1 6 0 2 4 12
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 1 1 2 7 2 3 5 18
Indirect inference estimation of dynamic panel data models 0 0 2 6 1 3 11 23
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 1 2 2 2 4 5 8 8
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 0 3 45 0 0 4 220
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 0 2 5 280
On the Fisher information matrix of a vector ARMA process 0 0 0 21 1 1 2 98
On the moments of ratios of quadratic forms in normal random variables 1 1 1 20 2 3 4 70
Reexamination of Economic Growth, Tax Policy, and Distributive Politics 0 0 0 72 1 1 2 260
Should We Demean the Data? 0 0 2 15 1 4 13 142
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 0 1 63 0 1 2 193
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction 0 0 0 0 0 1 1 2
The asymptotic covariance matrix of the QMLE in ARMA models 0 0 0 4 1 2 4 24
The second-order bias and mean squared error of estimators in time-series models 0 0 0 92 0 0 6 303
Total Journal Articles 6 7 36 1,387 22 40 121 5,166

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 0 3 26
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors 0 0 0 2 4 4 6 23
Total Chapters 0 0 1 17 4 4 11 92

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Statistics updated 2025-03-03