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 1 81 0 1 2 30
Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes 0 0 0 44 2 2 2 115
Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process 0 1 4 78 0 1 7 153
Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications 0 0 2 108 0 0 3 479
Moment Approximation for Unit Root Models with Nonnormal Errors 0 0 0 39 0 0 0 52
On the Exact Statistical Distribution of Econometric Estimators and Test Statistics 0 0 1 15 0 0 2 36
Total Working Papers 0 1 8 365 2 4 16 865


Journal Article 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 1 2 0 0 2 5
Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields? 0 0 0 3 0 0 0 23
Bias in the estimation of mean reversion in continuous-time Lévy processes 0 0 0 3 0 0 0 29
Bias of a Value-at-Risk estimator 0 0 1 60 0 0 2 161
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 1 120 1 4 4 469
Contributions to Spatial Econometrics 0 0 0 0 0 0 0 1
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process 0 0 1 4 0 0 1 17
Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle 0 0 0 2 0 0 1 4
Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model 0 0 0 17 0 0 0 140
Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution 1 3 5 115 1 4 8 329
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check 0 0 3 284 1 1 8 787
FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM 0 0 0 2 0 0 0 30
FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS 0 0 0 7 0 0 1 50
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION 0 0 1 36 0 0 1 192
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 0 15 0 0 0 71
Finite sample properties of maximum likelihood estimator in spatial models 0 1 2 98 0 2 8 248
General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles 0 0 0 94 1 2 3 523
Indirect Inference Estimation of Spatial Autoregressions 0 0 0 6 0 1 3 52
Indirect Inference Estimation of a First-Order Dynamic Panel Data Model 0 0 2 5 1 1 5 12
Moments of the estimated Sharpe ratio when the observations are not IID 0 0 0 46 0 0 1 121
On Sample Skewness and Kurtosis 0 0 0 42 0 1 2 215
On existence of moment of mean reversion estimator in linear diffusion models 0 0 0 13 0 0 1 62
On skewness and kurtosis of econometric estimators 0 0 0 47 0 0 0 275
On the Fisher information matrix of a vector ARMA process 0 0 2 21 0 0 2 95
On the moments of ratios of quadratic forms in normal random variables 0 0 0 19 0 0 3 66
Reexamination of Economic Growth, Tax Policy, and Distributive Politics 0 0 0 72 0 0 0 258
Should We Demean the Data? 0 0 2 13 2 5 15 128
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION 0 0 0 28 0 1 1 86
Testing Convergence in Income Distribution* 0 0 2 62 0 0 3 191
The Special Issue in Honor of Anirudh Lal Nagar: An Introduction 0 0 0 0 0 0 0 1
The asymptotic covariance matrix of the QMLE in ARMA models 0 0 0 4 1 1 1 20
The second-order bias and mean squared error of estimators in time-series models 0 1 1 92 0 1 2 297
Total Journal Articles 1 6 24 1,340 8 24 78 5,016


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 2 41
Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models 0 0 1 10 0 0 3 23
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors 0 0 0 2 0 0 0 17
Total Chapters 0 0 1 16 0 0 5 81


Statistics updated 2024-02-04