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	3	7	42
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes	0	0	0	45	0	8	10	61
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes	0	0	0	44	0	5	9	125
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process	0	0	0	79	2	6	10	168
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications	0	0	0	108	2	2	5	487
Moment Approximation for Unit Root Models with Nonnormal Errors	0	0	0	39	0	2	7	59
On the Exact Statistical Distribution of Econometric Estimators and Test Statistics	0	0	0	15	1	9	14	52
Total Working Papers	0	0	0	412	6	35	62	994

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	5	11	15
Analytical Finite Sample Econometrics: From A. L. Nagar to Now	0	0	1	6	1	7	14	26
Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields?	0	0	0	4	0	2	4	30
Bias in the estimation of mean reversion in continuous-time Lévy processes	0	0	0	3	2	3	9	40
Bias of a Value-at-Risk estimator	0	0	0	60	0	4	5	166
Borderplex menu evidence for the law of one price: a convergence approach	0	0	0	8	0	2	2	60
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	2	7	12	482
Contributions to Spatial Econometrics	0	0	0	0	1	1	5	6
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process	0	0	0	7	0	4	8	28
Estimating Linear Dynamic Panels with Recentered Moments	0	0	2	2	0	5	9	13
Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle	0	0	0	2	2	4	6	11
Estimating spatial autoregressions under heteroskedasticity without searching for instruments	0	0	0	2	0	4	8	16
Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model	0	0	0	17	0	3	6	146
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution	2	3	7	126	2	7	14	348
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check	0	0	1	288	1	10	20	813
FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM	0	0	0	2	1	2	6	36
FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS	0	0	0	8	0	2	5	56
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION	0	0	0	36	0	2	6	199
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	0	0	0	15	0	2	4	79
Finite sample properties of maximum likelihood estimator in spatial models	0	0	1	100	1	3	8	259
General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles	0	0	0	95	0	4	8	534
Heterogeneous spatial dynamic panels with an application to US housing data	0	0	1	7	1	2	6	18
Indirect Inference Estimation of Spatial Autoregressions	0	0	0	6	0	0	3	58
Indirect Inference Estimation of a First-Order Dynamic Panel Data Model	0	1	1	8	2	5	9	28
Indirect inference estimation of dynamic panel data models	1	2	2	8	5	11	14	37
Indirect inference estimation of higher-order spatial autoregressive models	0	0	0	0	0	5	6	6
Machine Learning-Facilitated Policy Intensity Analysis: A Proposed Procedure and Its Application	2	4	11	13	7	15	31	39
Moments of the estimated Sharpe ratio when the observations are not IID	0	0	0	47	2	6	9	131
On Sample Skewness and Kurtosis	1	1	2	47	7	11	29	249
On existence of moment of mean reversion estimator in linear diffusion models	0	0	0	13	0	3	5	67
On skewness and kurtosis of econometric estimators	0	0	0	47	0	6	7	287
On the Fisher information matrix of a vector ARMA process	0	0	0	21	1	3	6	104
On the moments of ratios of quadratic forms in normal random variables	0	0	1	21	0	1	5	75
Reexamination of Economic Growth, Tax Policy, and Distributive Politics	0	0	0	72	2	5	9	269
Should We Demean the Data?	0	1	1	16	1	6	13	157
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	0	0	0	28	0	4	9	95
Testing Convergence in Income Distribution*	0	0	2	65	0	6	14	207
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction	0	0	1	1	0	2	10	12
The asymptotic covariance matrix of the QMLE in ARMA models	0	0	0	4	0	3	9	34
The second-order bias and mean squared error of estimators in time-series models	0	1	1	93	0	3	9	312
Total Journal Articles	6	13	38	1,426	41	180	373	5,548

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	7	9	52
Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison	0	0	0	0	1	1	5	6
Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models	0	0	1	12	1	5	11	37
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors	0	0	2	4	0	1	3	26
Total Chapters	0	0	3	20	2	14	28	121

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