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	8	23	59
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes	0	0	0	45	1	1	11	63
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes	0	0	0	44	1	1	10	127
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process	0	0	0	79	1	1	14	174
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications	0	0	0	108	0	1	10	492
Moment Approximation for Unit Root Models with Nonnormal Errors	0	0	0	39	0	1	11	64
On the Exact Statistical Distribution of Econometric Estimators and Test Statistics	0	0	0	15	2	2	19	59
Total Working Papers	0	0	0	412	6	15	98	1,038

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	0	6	0	1	13	20
Analytical Finite Sample Econometrics: From A. L. Nagar to Now	0	0	0	6	0	0	42	55
Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields?	0	0	0	4	0	2	5	32
Bias in the estimation of mean reversion in continuous-time Lévy processes	1	1	1	4	2	3	21	53
Bias of a Value-at-Risk estimator	0	0	0	60	0	0	6	167
Borderplex menu evidence for the law of one price: a convergence approach	0	0	0	8	0	1	5	63
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	122	0	0	11	484
Contributions to Spatial Econometrics	0	0	0	0	0	0	6	8
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process	1	1	1	8	1	3	13	34
Estimating Linear Dynamic Panels with Recentered Moments	0	0	2	2	0	0	12	17
Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle	0	0	0	2	0	1	7	13
Estimating spatial autoregressions under heteroskedasticity without searching for instruments	0	0	0	2	0	2	12	21
Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model	0	0	0	17	1	1	5	147
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution	0	0	8	129	1	1	18	354
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check	0	0	0	288	0	0	23	819
FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM	0	0	0	2	0	0	9	40
FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS	0	0	0	8	0	1	13	65
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION	0	0	0	36	0	2	11	206
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	0	0	0	15	0	0	6	81
Finite sample properties of maximum likelihood estimator in spatial models	0	0	1	101	0	1	10	262
General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles	0	0	0	95	0	3	12	540
Heterogeneous spatial dynamic panels with an application to US housing data	0	1	1	8	0	3	10	23
Indirect Inference Estimation of Spatial Autoregressions	0	0	0	6	1	1	8	63
Indirect Inference Estimation of a First-Order Dynamic Panel Data Model	0	0	2	9	0	4	18	39
Indirect inference estimation of dynamic panel data models	0	0	2	8	0	3	19	43
Indirect inference estimation of higher-order spatial autoregressive models	0	0	0	0	0	1	6	7
Machine Learning-Facilitated Policy Intensity Analysis: A Proposed Procedure and Its Application	1	2	14	19	1	4	44	59
Moments of the estimated Sharpe ratio when the observations are not IID	0	0	0	47	1	2	13	135
On Sample Skewness and Kurtosis	0	0	1	47	0	0	25	251
On existence of moment of mean reversion estimator in linear diffusion models	1	1	1	14	1	2	7	71
On skewness and kurtosis of econometric estimators	0	0	0	47	0	0	6	287
On the Fisher information matrix of a vector ARMA process	0	0	0	21	0	0	9	108
On the moments of ratios of quadratic forms in normal random variables	0	0	0	21	0	0	5	77
Reexamination of Economic Growth, Tax Policy, and Distributive Politics	0	0	0	72	0	0	10	271
Selection of spillover channels in spatial dynamic panel models using heterogeneous shrinkage on spatial parameters	0	0	1	1	0	0	11	11
Should We Demean the Data?	0	0	1	16	0	1	14	160
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	1	1	1	29	1	1	13	99
Testing Convergence in Income Distribution*	0	0	0	65	0	0	9	207
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction	0	0	1	1	0	1	13	15
The asymptotic covariance matrix of the QMLE in ARMA models	0	0	0	4	0	0	10	37
The second-order bias and mean squared error of estimators in time-series models	0	0	1	93	0	0	14	318
Voluntary retirement savings in China: A spatial ordered probit approach	0	0	0	1	0	2	22	26
Total Journal Articles	5	7	39	1,444	10	47	546	5,788

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	14	57
Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison	0	0	0	0	0	0	7	9
Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models	0	0	0	12	0	0	10	38
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors	0	0	0	4	0	0	6	31
Total Chapters	0	0	0	20	0	2	37	135

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