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 0 82 0 1 3 36
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes 0 0 0 45 0 0 2 52
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 1 2 4 119
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process 0 0 0 79 0 0 2 160
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications 0 0 0 108 0 1 3 483
Moment Approximation for Unit Root Models with Nonnormal Errors 0 0 0 39 1 4 5 57
On the Exact Statistical Distribution of Econometric Estimators and Test Statistics 0 0 0 15 2 3 5 42
Total Working Papers 0 0 0 412 4 11 24 949

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 0 1 3 6 0 2 5 8
Analytical Finite Sample Econometrics: From A. L. Nagar to Now 0 0 1 6 3 4 6 17
Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields? 0 0 0 4 1 1 3 28
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 3 0 4 6 35
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 1 1 122 1 3 4 474
Contributions to Spatial Econometrics 0 0 0 0 1 2 3 4
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process 0 0 0 7 0 1 2 22
Estimating Linear Dynamic Panels with Recentered Moments 0 1 1 1 0 2 3 7
Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle 0 0 0 2 1 1 3 7
Estimating spatial autoregressions under heteroskedasticity without searching for instruments 0 0 0 2 1 3 5 11
Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model 0 0 0 17 1 2 3 143
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution 1 3 6 123 1 3 6 338
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check 0 0 2 288 2 7 10 802
FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM 0 0 0 2 0 2 3 33
FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS 0 0 0 8 0 1 2 53
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION 0 0 0 36 0 1 4 196
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 0 15 0 0 4 75
Finite sample properties of maximum likelihood estimator in spatial models 0 0 1 100 1 1 3 253
General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles 0 0 0 95 2 2 4 530
Heterogeneous spatial dynamic panels with an application to US housing data 0 0 1 7 2 3 6 16
Indirect Inference Estimation of Spatial Autoregressions 0 0 0 6 0 1 1 56
Indirect Inference Estimation of a First-Order Dynamic Panel Data Model 0 0 1 7 0 1 7 22
Indirect inference estimation of dynamic panel data models 0 0 0 6 0 0 4 24
Indirect inference estimation of higher-order spatial autoregressive models 0 0 0 0 0 0 1 1
Machine Learning-Facilitated Policy Intensity Analysis: A Proposed Procedure and Its Application 1 2 7 7 2 3 15 18
Moments of the estimated Sharpe ratio when the observations are not IID 0 0 0 47 1 2 2 124
On Sample Skewness and Kurtosis 0 1 1 46 7 9 14 234
On existence of moment of mean reversion estimator in linear diffusion models 0 0 0 13 0 0 2 64
On skewness and kurtosis of econometric estimators 0 0 0 47 0 1 3 281
On the Fisher information matrix of a vector ARMA process 0 0 0 21 1 1 3 100
On the moments of ratios of quadratic forms in normal random variables 0 1 2 21 1 3 7 74
Reexamination of Economic Growth, Tax Policy, and Distributive Politics 0 0 0 72 0 2 4 263
Should We Demean the Data? 0 0 0 15 3 5 13 151
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 0 28 0 2 2 88
Testing Convergence in Income Distribution* 0 0 2 65 0 2 8 200
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction 0 1 1 1 2 3 4 5
The asymptotic covariance matrix of the QMLE in ARMA models 0 0 0 4 0 2 7 29
The second-order bias and mean squared error of estimators in time-series models 0 0 0 92 1 1 2 305
Total Journal Articles 2 11 30 1,410 35 83 184 5,310

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 43
Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison 0 0 0 0 0 2 2 3
Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models 0 1 1 12 1 2 3 29
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors 0 0 2 4 0 0 6 25
Total Chapters 0 1 3 20 1 4 12 100

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Statistics updated 2025-12-06