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 10 774
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 1 75 0 0 7 251
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 0 1 7 278
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 111 0 0 3 410
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 0 3 4 171
Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach 0 0 0 58 0 0 1 167
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 0 5 0 0 0 41
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns 0 1 2 194 0 3 8 895
Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series 0 0 0 0 1 1 1 258
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 2 4 10 0 4 8 58
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 4 90 0 0 14 346
Specification Testing for Multivariate Time Series Volatility Models 0 0 2 452 0 0 5 1,115
Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models 0 0 0 142 3 4 5 506
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 1 1 2 470
Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices 0 0 1 447 0 3 5 1,123
Total Working Papers 0 3 14 1,842 5 22 80 6,863


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 0 291
A test for volatility spillover with application to exchange rates 1 1 6 339 2 5 16 707
A unified approach to validating univariate and multivariate conditional distribution models in time series 0 0 1 16 0 0 5 100
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 0 18 0 0 0 75
Adaptive penalized splines for data smoothing 0 0 0 1 0 0 0 18
An efficient integrated nonparametric entropy estimator of serial dependence 0 0 0 3 0 1 3 9
An empirical study on information spillover effects between the Chinese copper futures market and spot market 0 0 0 11 0 0 4 56
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 1 1 3 4 1 1 5 13
Are corporate bond market returns predictable? 0 1 3 27 0 2 9 133
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 2 3 3 3 4 9 9 9
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 1 23 1 1 8 116
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 0 0 6 575
Autonomy and Incentives in Chinese State Enterprises 0 0 6 608 2 5 22 1,995
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH 0 0 3 3 0 1 10 10
CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION 0 0 1 12 0 0 1 65
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates 0 0 0 40 0 0 1 133
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 0 0 0 0 3 4
China's Evolving Managerial Labor Market 0 0 1 251 1 1 4 975
Consistent Specification Testing via Nonparametric Series Regression 0 1 1 112 2 3 4 348
Consistent Testing for Serial Correlation of Unknown Form 0 0 0 148 0 1 5 462
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS 0 1 1 11 0 2 6 29
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 0 0 0 34 0 0 1 89
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 1 27
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 4 6 48 78 13 31 122 239
ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 32 0 0 1 87
Financial volatility forecasting with range-based autoregressive volatility model 0 1 5 46 0 1 7 136
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 0 135 0 0 2 418
Generalized spectral testing for multivariate continuous-time models 0 0 0 34 0 0 1 128
Generalized spectral tests for serial dependence 0 0 0 17 0 0 1 66
Granger causality in risk and detection of extreme risk spillover between financial markets 1 1 4 143 1 3 10 429
Guest editors' introduction 0 0 0 10 0 0 0 43
How smooth is price discovery? Evidence from cross-listed stock trading 0 0 0 16 0 1 1 107
Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city 0 0 4 20 0 2 11 89
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 1 3 122 0 1 5 370
Model-free evaluation of directional predictability in foreign exchange markets 0 0 1 257 0 2 8 880
Modeling the dynamics of Chinese spot interest rates 0 0 0 37 0 0 5 164
Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates 0 0 0 173 0 0 8 379
ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS 0 0 0 14 0 0 1 62
One‐sided testing for conditional heteroskedasticity in time series models 0 0 0 0 0 0 1 1
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 74 0 0 0 177
Productivity spillovers among linked sectors 0 0 3 20 1 4 16 83
TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS 0 0 0 25 0 0 0 78
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES 0 0 0 7 0 0 1 38
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 1 1 3 4 1 1 6 7
TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH 0 0 1 26 0 0 6 194
Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function 0 0 1 29 0 1 9 194
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression 0 2 3 50 0 2 12 179
Testing for pairwise serial independence via the empirical distribution function 0 0 0 0 0 0 2 2
Threshold autoregressive models for interval-valued time series data 0 1 4 4 1 7 19 19
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 69 0 0 0 206
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 142 0 1 3 534
Total Journal Articles 10 21 110 3,416 30 89 381 11,548


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 2 5 10 14 6 11 26 38
Total Chapters 2 5 10 14 6 11 26 38


Statistics updated 2019-07-03