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 1 3 19 863
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 0 5 11 279
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 2 13 305
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 1 3 17 446
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 0 3 12 197
Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach 0 0 0 58 0 3 18 196
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 0 16 0 4 14 25
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 1 8 2 5 11 66
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns 0 0 0 195 0 3 7 935
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 3 8 16 94
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 0 3 14 379
Sparse Interval-valued Time Series Modeling with Machine Learning 0 0 2 16 0 4 18 46
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 0 4 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 1 3 14 535
Testing for independence between two covariance stationary time series 0 0 0 7 0 4 10 27
Time-varying Model Averaging 0 0 0 34 6 10 28 193
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 3 9 13 494
Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices 0 0 2 460 0 1 8 1,161
Total Working Papers 0 0 5 1,947 17 77 264 7,668
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 2 8 305
A Novel Hybrid Nonlinear Forecasting Model for Interval‐Valued Gas Prices 0 0 1 1 2 5 28 28
A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data 1 2 9 16 1 5 21 37
A model-free consistent test for structural change in regression possibly with endogeneity 0 0 2 20 1 4 12 83
A score statistic for testing the presence of a stochastic trend in conditional variances 0 0 0 1 0 7 11 13
A test for volatility spillover with application to exchange rates 0 0 0 355 1 5 14 796
A unified approach to validating univariate and multivariate conditional distribution models in time series 0 0 0 19 0 4 11 130
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 0 18 0 5 8 94
Adaptive penalized splines for data smoothing 0 0 1 19 0 5 10 72
Adjusted-range self-normalized confidence interval construction for censored dependent data 0 0 1 3 3 6 14 27
An efficient integrated nonparametric entropy estimator of serial dependence 0 0 1 8 0 1 12 45
An empirical study on information spillover effects between the Chinese copper futures market and spot market 0 0 0 12 0 4 8 86
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 0 0 2 20 0 3 12 69
Are corporate bond market returns predictable? 0 0 2 49 1 5 14 223
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 0 0 1 36 1 9 20 153
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 1 31 0 3 8 153
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 2 5 12 614
Autonomy and Incentives in Chinese State Enterprises 0 0 1 637 0 3 33 2,141
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH 0 0 0 19 0 3 7 63
CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION 0 0 0 14 0 4 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 1 1 6 157
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 1 1 0 1 7 21
China's Evolving Managerial Labor Market 0 0 0 260 0 5 15 1,048
Climate change and crude oil prices: An interval forecast model with interval-valued textual data 1 1 5 11 1 7 21 38
Consistent Specification Testing via Nonparametric Series Regression 0 0 1 127 3 4 18 428
Consistent Testing for Serial Correlation of Unknown Form 0 0 0 154 2 4 11 512
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS 0 0 0 21 1 5 14 67
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 0 0 1 37 1 6 12 110
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 1 4 34
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 0 0 2 168 2 12 31 660
ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 32 1 3 6 100
Estimating and testing for smooth structural changes in moment condition models 0 0 1 1 2 7 25 25
Fast estimation of a large TVP-VAR model with score-driven volatilities 0 0 2 8 4 6 25 51
Financial volatility forecasting with range-based autoregressive volatility model 0 1 1 56 0 6 13 187
Forecasting Inflation Using Economic Narratives 6 8 30 41 20 35 96 132
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 0 0 1 25 0 3 13 66
Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach 0 0 1 1 3 8 20 26
Forecasting interval-valued crude oil prices using asymmetric interval models 0 0 5 34 0 4 20 72
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 4 140 0 1 11 457
Generalized spectral testing for multivariate continuous-time models 0 0 0 38 0 4 14 168
Generalized spectral tests for serial dependence 0 0 0 21 0 4 16 110
Granger causality in risk and detection of extreme risk spillover between financial markets 0 1 2 180 1 10 29 614
Guest editors' introduction 0 0 0 10 1 2 13 59
How smooth is price discovery? Evidence from cross-listed stock trading 0 0 0 20 1 15 29 164
Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city 0 0 0 25 0 1 6 123
Inference for time-varying factor models under local stationarity 0 0 0 0 3 6 6 6
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 1 1 1 136 2 5 17 433
Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach 0 0 5 8 2 3 21 32
Model-free evaluation of directional predictability in foreign exchange markets 0 0 0 263 0 4 16 953
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 0 1 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 4 10 81
One‐sided testing for conditional heteroskedasticity in time series models 0 0 0 1 1 5 8 10
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 2 5 7 195
Penalized time-varying model averaging 0 3 8 29 4 11 30 69
Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China 0 0 0 7 1 3 11 43
Post-averaging inference for optimal model averaging estimator in generalized linear models 1 1 11 22 2 3 18 34
Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information 0 0 1 13 2 4 17 50
Productivity spillovers among linked sectors 1 1 1 22 1 4 16 123
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 4 12 2 8 26 46
Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure 2 3 6 6 4 11 34 34
Solving Euler equations via two-stage nonparametric penalized splines 0 0 0 16 1 3 8 48
Specification tests for time-varying coefficient models 0 0 3 9 0 0 6 22
Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin 0 0 2 7 2 15 43 57
Structural stability of functional data — A new adjusted-range-based self-normalization approach 0 0 1 1 1 3 19 19
TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS 0 0 0 25 0 1 11 97
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES 0 1 1 17 2 10 36 123
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 0 1 2 16 0 3 8 58
TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH 0 0 0 29 0 3 10 230
Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function 0 0 0 37 0 4 10 246
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression 0 0 1 63 0 3 31 267
Testing for pairwise serial independence via the empirical distribution function 1 1 2 3 1 4 9 20
Testing for structural changes in large dimensional factor models via discrete Fourier transform 0 1 4 13 5 8 22 48
The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis 0 1 3 9 3 8 31 44
Threshold autoregressive models for interval-valued time series data 0 1 5 50 1 5 27 195
Time-varying Granger causality tests for applications in global crude oil markets 0 0 1 113 2 10 25 430
Time-varying forecast combination for factor-augmented regressions with smooth structural changes 1 1 4 13 1 10 28 53
Time-varying model averaging 1 1 2 29 4 9 31 139
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 0 5 16 243
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 1 1 145 1 5 14 569
Total Journal Articles 16 31 149 4,401 106 429 1,398 16,294

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 5 14 101 3 13 42 261
Some recent developments in nonparametric finance 0 0 0 1 0 0 2 4
Total Chapters 1 5 14 102 3 13 44 265

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