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	5	6	41
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes	0	0	0	45	1	9	10	61
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes	0	0	0	44	1	6	10	125
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process	0	0	0	79	1	6	8	166
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications	0	0	0	108	0	2	4	485
Moment Approximation for Unit Root Models with Nonnormal Errors	0	0	0	39	1	2	7	59
On the Exact Statistical Distribution of Econometric Estimators and Test Statistics	0	0	0	15	3	9	13	51
Total Working Papers	0	0	0	412	8	39	58	988

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	7	11	15
Analytical Finite Sample Econometrics: From A. L. Nagar to Now	0	0	1	6	0	8	14	25
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	0	3	7	38
Bias of a Value-at-Risk estimator	0	0	0	60	1	5	5	166
Borderplex menu evidence for the law of one price: a convergence approach	0	0	0	8	1	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	1	6	10	480
Contributions to Spatial Econometrics	0	0	0	0	0	1	4	5
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process	0	0	0	7	3	6	8	28
Estimating Linear Dynamic Panels with Recentered Moments	0	1	2	2	0	6	9	13
Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle	0	0	0	2	1	2	4	9
Estimating spatial autoregressions under heteroskedasticity without searching for instruments	0	0	0	2	0	5	8	16
Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model	0	0	0	17	1	3	6	146
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution	0	1	5	124	0	8	12	346
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check	0	0	2	288	1	10	20	812
FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM	0	0	0	2	0	2	5	35
FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS	0	0	0	8	0	3	5	56
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION	0	0	0	36	0	3	6	199
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	0	0	0	15	0	4	7	79
Finite sample properties of maximum likelihood estimator in spatial models	0	0	1	100	0	5	7	258
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	0	1	5	17
Indirect Inference Estimation of Spatial Autoregressions	0	0	0	6	0	2	3	58
Indirect Inference Estimation of a First-Order Dynamic Panel Data Model	0	1	1	8	0	4	8	26
Indirect inference estimation of dynamic panel data models	0	1	1	7	1	8	9	32
Indirect inference estimation of higher-order spatial autoregressive models	0	0	0	0	1	5	6	6
Machine Learning-Facilitated Policy Intensity Analysis: A Proposed Procedure and Its Application	0	4	9	11	4	14	24	32
Moments of the estimated Sharpe ratio when the observations are not IID	0	0	0	47	0	5	7	129
On Sample Skewness and Kurtosis	0	0	1	46	1	8	22	242
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	0	3	5	103
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	0	4	7	267
Should We Demean the Data?	1	1	1	16	1	5	14	156
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	0	0	0	28	0	7	9	95
Testing Convergence in Income Distribution*	0	0	2	65	0	7	14	207
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction	0	0	1	1	0	7	10	12
The asymptotic covariance matrix of the QMLE in ARMA models	0	0	0	4	0	5	10	34
The second-order bias and mean squared error of estimators in time-series models	0	1	1	93	0	7	9	312
Total Journal Articles	1	10	33	1,420	17	197	341	5,507

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	2	9	10	52
Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison	0	0	0	0	0	2	4	5
Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models	0	0	1	12	1	7	10	36
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	3	19	27	119

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Statistics updated 2026-03-04