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 9 774
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 1 75 0 1 5 252
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 1 1 6 279
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 111 2 2 3 412
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 0 0 4 171
Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach 0 0 0 58 0 1 2 168
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 1 1 1 6 1 2 2 43
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns 0 0 2 194 1 4 12 899
Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series 0 0 0 0 1 1 2 259
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 4 10 1 2 9 60
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 3 90 1 1 13 347
Specification Testing for Multivariate Time Series Volatility Models 0 0 2 452 1 1 6 1,116
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 6 507
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 0 1 2 471
Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices 2 2 3 449 3 3 7 1,126
Total Working Papers 3 3 16 1,845 12 21 88 6,884


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 2 7 341 3 9 21 716
A unified approach to validating univariate and multivariate conditional distribution models in time series 0 0 1 16 0 0 4 100
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 1 1 2 0 1 1 19
An efficient integrated nonparametric entropy estimator of serial dependence 0 1 1 4 0 1 2 10
An empirical study on information spillover effects between the Chinese copper futures market and spot market 0 0 0 11 1 1 2 57
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 1 1 3 5 1 2 5 15
Are corporate bond market returns predictable? 0 0 1 27 4 5 9 138
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 0 2 5 5 7 13 22 22
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 1 23 1 1 8 117
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 0 3 8 578
Autonomy and Incentives in Chinese State Enterprises 0 0 2 608 0 3 18 1,998
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH 0 0 3 3 3 3 10 13
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 1 1 134
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 0 0 0 1 4 5
China's Evolving Managerial Labor Market 0 0 1 251 1 5 7 980
Consistent Specification Testing via Nonparametric Series Regression 0 0 1 112 1 1 5 349
Consistent Testing for Serial Correlation of Unknown Form 0 2 2 150 2 4 8 466
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS 0 1 2 12 1 2 7 31
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 0 0 0 34 1 2 2 91
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 2 8 36 86 13 34 127 273
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 0 5 46 3 4 11 140
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 0 135 1 2 2 420
Generalized spectral testing for multivariate continuous-time models 0 1 1 35 1 2 3 130
Generalized spectral tests for serial dependence 0 0 0 17 0 0 0 66
Granger causality in risk and detection of extreme risk spillover between financial markets 0 2 5 145 3 7 15 436
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 2 108
Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city 0 0 4 20 1 3 13 92
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 1 4 123 1 4 9 374
Model-free evaluation of directional predictability in foreign exchange markets 0 0 0 257 0 1 5 881
Modeling the dynamics of Chinese spot interest rates 0 1 1 38 4 6 8 170
Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates 0 0 0 173 0 0 2 379
ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS 0 0 0 14 1 1 2 63
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 2 20 2 3 14 86
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 1 1 8 1 2 3 40
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 0 0 2 4 0 0 5 7
TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH 0 0 0 26 1 1 4 195
Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function 0 2 2 31 1 5 11 199
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression 0 0 3 50 3 6 17 185
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 0 4 4 1 5 24 24
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 69 1 2 2 208
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 142 2 3 6 537
Total Journal Articles 4 26 102 3,442 66 150 435 11,698


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 17 1 8 30 46
Total Chapters 1 3 12 17 1 8 30 46


Statistics updated 2019-10-05