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
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 2 3 7 109
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process 0 0 1 62 2 3 11 118
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications 0 0 2 103 0 1 15 460
Moment Approximation for Unit Root Models with Nonnormal Errors 1 1 1 39 3 3 11 46
Total Working Papers 1 1 4 248 7 10 44 733


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields? 0 0 0 3 0 0 5 16
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 2 1 1 6 26
Bias of a Value-at-Risk estimator 0 0 1 58 0 0 8 156
Borderplex menu evidence for the law of one price: a convergence approach 0 0 0 8 0 1 3 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 0 116 0 2 7 451
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process 0 1 1 2 0 1 2 12
Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model 0 0 0 16 2 3 69 135
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution 1 5 9 102 2 7 17 305
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check 0 1 4 272 0 6 20 743
FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM 0 0 0 1 0 0 3 27
FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS 0 0 0 7 0 0 3 45
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION 0 0 1 32 0 0 4 183
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 0 15 0 0 4 70
Finite sample properties of maximum likelihood estimator in spatial models 0 0 1 87 0 0 4 219
General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles 0 0 0 88 0 0 9 503
Moments of the estimated Sharpe ratio when the observations are not IID 0 0 0 43 0 1 2 114
On Sample Skewness and Kurtosis 0 0 0 40 1 1 6 206
On existence of moment of mean reversion estimator in linear diffusion models 0 0 1 13 1 1 6 60
On skewness and kurtosis of econometric estimators 0 0 0 47 0 1 5 272
On the Fisher information matrix of a vector ARMA process 0 0 1 19 0 0 1 87
On the moments of ratios of quadratic forms in normal random variables 0 1 1 17 0 1 5 52
Reexamination of Economic Growth, Tax Policy, and Distributive Politics 0 0 0 72 0 0 2 256
Should We Demean the Data? 0 0 0 9 1 3 16 79
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 0 27 0 0 4 78
Testing Convergence in Income Distribution* 0 0 0 59 0 0 6 181
The second-order bias and mean squared error of estimators in time-series models 0 0 1 88 1 2 11 284
Total Journal Articles 1 8 21 1,243 9 31 228 4,618


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 1 3 1 5 10 26
Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models 0 0 4 6 0 2 9 15
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors 0 0 0 1 0 4 7 12
Total Chapters 0 0 5 10 1 11 26 53


Statistics updated 2020-09-04