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 0 11 864
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 0 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 1 1 19 448
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 1 1 13 198
Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach 0 0 0 58 1 2 20 198
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 0 16 0 0 12 25
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 0 8 0 0 9 66
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns 0 0 0 195 0 1 9 937
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 1 17 95
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 1 1 13 380
Sparse Interval-valued Time Series Modeling with Machine Learning 0 1 2 17 1 2 19 49
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 1 1 14 536
Testing for independence between two covariance stationary time series 0 0 0 7 0 0 11 28
Time-varying Model Averaging 0 0 0 34 0 2 29 195
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 0 0 14 495
Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices 0 0 1 460 0 0 7 1,161
Total Working Papers 0 1 3 1,948 6 13 262 7,687
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 0 1 2 2 0 2 26 30
A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data 1 4 11 22 2 7 24 46
A model-free consistent test for structural change in regression possibly with endogeneity 1 1 3 21 2 2 14 85
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 0 14 797
A unified approach to validating univariate and multivariate conditional distribution models in time series 0 0 0 19 0 0 7 130
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 0 18 0 1 8 95
Adaptive penalized splines for data smoothing 0 2 2 21 0 3 12 75
Adjusted-range self-normalized confidence interval construction for censored dependent data 0 0 0 3 1 2 14 30
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 1 20 0 1 12 70
Are corporate bond market returns predictable? 1 1 2 50 2 2 16 226
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 1 2 3 38 3 8 29 166
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 2 32 0 4 13 158
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 0 1 12 615
Autonomy and Incentives in Chinese State Enterprises 0 0 1 637 0 8 38 2,149
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH 0 0 0 19 1 4 11 67
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 0 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 0 14 1,049
Climate change and crude oil prices: An interval forecast model with interval-valued textual data 0 0 3 11 1 2 20 41
Consistent Specification Testing via Nonparametric Series Regression 0 0 1 127 0 0 19 429
Consistent Testing for Serial Correlation of Unknown Form 0 0 0 154 0 0 11 512
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS 1 1 1 22 1 1 15 68
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 0 0 1 37 0 1 13 111
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 1 5 35
Do Asset Prices Help Predict Inflation? Evidence from Individual Stock Prices 1 1 1 1 2 4 4 4
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 1 3 5 171 3 14 39 674
ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 32 0 1 6 101
Estimating and testing for smooth structural changes in moment condition models 0 1 1 2 1 2 25 27
Fast estimation of a large TVP-VAR model with score-driven volatilities 0 0 1 8 0 4 28 57
Financial volatility forecasting with range-based autoregressive volatility model 0 0 1 56 0 1 15 189
Forecasting Inflation Using Economic Narratives 1 3 26 46 2 7 86 144
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 0 0 1 26 0 2 13 69
Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach 0 0 0 1 1 1 19 28
Forecasting interval-valued crude oil prices using asymmetric interval models 0 0 3 34 0 0 17 72
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 3 140 0 4 11 461
Generalized spectral testing for multivariate continuous-time models 0 0 0 38 0 1 14 170
Generalized spectral tests for serial dependence 0 0 0 21 0 0 18 112
Granger causality in risk and detection of extreme risk spillover between financial markets 0 0 2 180 0 1 29 615
Guest editors' introduction 0 0 0 10 0 0 14 61
How smooth is price discovery? Evidence from cross-listed stock trading 0 0 0 20 0 1 28 168
Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city 0 0 0 25 1 2 10 127
Inference for time-varying factor models under local stationarity 0 0 0 0 1 2 9 9
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 1 136 0 0 15 433
Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach 0 0 5 8 0 0 19 32
Model-free evaluation of directional predictability in foreign exchange markets 0 0 0 263 1 3 19 956
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 1 16 24
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 10 12
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 0 0 7 195
Penalized time-varying model averaging 5 6 12 35 6 9 36 79
Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China 0 0 0 7 0 1 10 44
Post-averaging inference for optimal model averaging estimator in generalized linear models 1 1 8 23 1 1 15 35
Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information 0 0 1 13 1 1 18 54
Productivity spillovers among linked sectors 0 0 1 22 1 1 17 125
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 0 0 3 12 2 7 31 54
Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure 1 2 8 9 1 2 37 38
Solving Euler equations via two-stage nonparametric penalized splines 0 0 0 16 0 1 9 49
Specification tests for time-varying coefficient models 0 0 2 9 1 2 12 30
Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin 0 0 1 7 3 4 44 62
Structural stability of functional data — A new adjusted-range-based self-normalization approach 0 0 0 1 0 0 16 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 1 2 3 19 1 4 38 129
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 0 1 10 231
TIME-VARYING COMPLETE SUBSET AVERAGING IN A DATA-RICH ENVIRONMENT 1 1 1 1 2 4 4 4
Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function 1 1 1 38 1 2 11 248
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 0 2 3 0 0 10 21
Testing for structural changes in large dimensional factor models via discrete Fourier transform 0 0 2 13 0 2 22 50
The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis 0 0 1 9 1 4 26 49
Threshold autoregressive models for interval-valued time series data 0 0 5 51 0 1 25 199
Time-varying Granger causality tests for applications in global crude oil markets 0 0 1 113 0 0 23 430
Time-varying forecast combination for factor-augmented regressions with smooth structural changes 2 2 5 15 2 5 30 58
Time-varying model averaging 1 1 2 30 3 6 34 148
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 2 3 20 247
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 1 145 0 1 15 570
Total Journal Articles 21 36 148 4,445 54 165 1,463 16,520

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 4 12 106 2 10 41 274
Some recent developments in nonparametric finance 0 0 0 1 0 0 2 4
Total Chapters 1 4 12 107 2 10 43 278

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