Access Statistics for Yongmiao Hong

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
Are the directions of stock price changes predictable? A generalized cross-spectral approach 0 0 0 2 0 2 12 864
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 1 1 12 280
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 0 12 305
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 0 2 18 447
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 0 0 12 197
Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach 0 0 0 58 0 0 18 196
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 0 16 0 0 13 25
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 0 8 0 2 9 66
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns 0 0 0 195 0 1 8 936
Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series 0 0 0 0 0 0 6 272
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 0 3 16 94
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 0 0 13 379
Sparse Interval-valued Time Series Modeling with Machine Learning 1 1 2 17 1 2 19 48
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 0 0 15 1,155
Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models 0 0 0 142 0 1 13 535
Testing for independence between two covariance stationary time series 0 0 0 7 0 1 11 28
Time-varying Model Averaging 0 0 0 34 1 7 28 194
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 0 4 14 495
Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices 0 0 2 460 0 0 8 1,161
Total Working Papers 1 1 4 1,948 3 26 257 7,677
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Test for ARCH Effects and Its Finite-Sample Performance 0 0 0 0 0 0 7 305
A Novel Hybrid Nonlinear Forecasting Model for Interval‐Valued Gas Prices 1 1 2 2 2 4 29 30
A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data 1 4 11 19 3 6 25 42
A model-free consistent test for structural change in regression possibly with endogeneity 0 0 2 20 0 1 12 83
A score statistic for testing the presence of a stochastic trend in conditional variances 0 0 0 1 0 0 11 13
A test for volatility spillover with application to exchange rates 0 0 0 355 0 2 15 797
A unified approach to validating univariate and multivariate conditional distribution models in time series 0 0 0 19 0 0 10 130
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 0 18 1 1 9 95
Adaptive penalized splines for data smoothing 0 0 0 19 0 0 9 72
Adjusted-range self-normalized confidence interval construction for censored dependent data 0 0 1 3 1 5 15 29
An efficient integrated nonparametric entropy estimator of serial dependence 0 0 1 8 0 0 12 45
An empirical study on information spillover effects between the Chinese copper futures market and spot market 0 0 0 12 0 0 7 86
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 0 0 2 20 1 1 13 70
Are corporate bond market returns predictable? 0 0 1 49 0 2 14 224
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 1 1 2 37 3 9 24 161
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 1 2 32 0 1 9 154
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 1 3 12 615
Autonomy and Incentives in Chinese State Enterprises 0 0 1 637 3 3 34 2,144
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH 0 0 0 19 1 1 8 64
CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION 0 0 0 14 0 0 8 87
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates 0 0 0 43 0 1 6 157
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 0 1 0 0 6 21
China's Evolving Managerial Labor Market 0 0 0 260 0 1 14 1,049
Climate change and crude oil prices: An interval forecast model with interval-valued textual data 0 1 4 11 0 2 21 39
Consistent Specification Testing via Nonparametric Series Regression 0 0 1 127 0 4 19 429
Consistent Testing for Serial Correlation of Unknown Form 0 0 0 154 0 2 11 512
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS 0 0 0 21 0 1 14 67
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 0 0 1 37 1 2 13 111
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 1 1 5 35
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 1 1 3 169 3 5 30 663
ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 32 0 1 6 100
Estimating and testing for smooth structural changes in moment condition models 0 0 1 1 0 2 25 25
Fast estimation of a large TVP-VAR model with score-driven volatilities 0 0 2 8 3 9 29 56
Financial volatility forecasting with range-based autoregressive volatility model 0 0 1 56 1 2 15 189
Forecasting Inflation Using Economic Narratives 1 9 25 44 2 27 88 139
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 0 1 2 26 1 2 14 68
Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach 0 0 1 1 0 4 20 27
Forecasting interval-valued crude oil prices using asymmetric interval models 0 0 4 34 0 0 19 72
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 4 140 3 3 11 460
Generalized spectral testing for multivariate continuous-time models 0 0 0 38 1 2 16 170
Generalized spectral tests for serial dependence 0 0 0 21 0 2 18 112
Granger causality in risk and detection of extreme risk spillover between financial markets 0 0 2 180 1 2 29 615
Guest editors' introduction 0 0 0 10 0 3 15 61
How smooth is price discovery? Evidence from cross-listed stock trading 0 0 0 20 1 5 32 168
Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city 0 0 0 25 0 2 8 125
Inference for time-varying factor models under local stationarity 0 0 0 0 1 5 8 8
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 1 1 136 0 2 16 433
Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach 0 0 5 8 0 2 21 32
Model-free evaluation of directional predictability in foreign exchange markets 0 0 0 263 0 0 16 953
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 0 0 9 198
Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates 0 0 0 178 0 0 6 408
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH 0 0 1 4 0 0 15 23
ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS 0 0 0 15 0 0 10 81
One‐sided testing for conditional heteroskedasticity in time series models 0 0 0 1 1 2 9 11
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 0 2 7 195
Penalized time-varying model averaging 0 0 7 29 2 7 30 72
Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China 0 0 0 7 0 1 10 43
Post-averaging inference for optimal model averaging estimator in generalized linear models 0 1 8 22 0 2 15 34
Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information 0 0 1 13 0 5 19 53
Productivity spillovers among linked sectors 0 1 1 22 0 2 16 124
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 3 12 1 4 26 48
Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure 0 3 7 7 0 6 36 36
Solving Euler equations via two-stage nonparametric penalized splines 0 0 0 16 1 2 9 49
Specification tests for time-varying coefficient models 0 0 2 9 0 6 10 28
Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin 0 0 2 7 1 4 42 59
Structural stability of functional data — A new adjusted-range-based self-normalization approach 0 0 1 1 0 1 18 19
TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS 0 0 0 25 0 0 11 97
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES 0 0 1 17 1 5 35 126
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 0 0 2 16 0 0 8 58
TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH 0 0 0 29 1 1 10 231
Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function 0 0 0 37 0 0 10 246
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression 0 0 1 63 0 0 31 267
Testing for pairwise serial independence via the empirical distribution function 0 1 2 3 0 2 10 21
Testing for structural changes in large dimensional factor models via discrete Fourier transform 0 0 4 13 2 7 24 50
The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis 0 0 2 9 1 5 25 46
Threshold autoregressive models for interval-valued time series data 0 1 6 51 1 5 30 199
Time-varying Granger causality tests for applications in global crude oil markets 0 0 1 113 0 2 25 430
Time-varying forecast combination for factor-augmented regressions with smooth structural changes 0 1 3 13 2 3 28 55
Time-varying model averaging 0 1 1 29 0 7 32 142
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 1 2 18 245
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 1 145 1 2 15 570
Total Journal Articles 5 29 139 4,414 51 218 1,427 16,406

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data 1 3 12 103 5 11 45 269
Some recent developments in nonparametric finance 0 0 0 1 0 0 2 4
Total Chapters 1 3 12 104 5 11 47 273

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