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 3 3 15 856
Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing 0 0 0 78 2 3 3 271
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 0 98 4 6 7 299
Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity 0 0 0 113 3 6 6 435
Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions 0 0 0 2 2 4 4 189
Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach 0 0 0 58 4 7 8 185
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 0 16 3 6 9 19
Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach 0 0 0 11 1 4 6 19
M-Testing Using Finite and Infinite Dimensional Parameter Estimators 0 0 1 8 3 3 5 60
Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns 0 0 0 195 1 2 3 930
Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series 0 0 0 0 0 1 1 267
Nonparametric Methods in Continuous-Time Finance: A Selective Review 0 0 0 12 2 2 2 80
Nonparametric specification testing for continuous-time models with application to spot interest rates 0 0 0 94 1 3 5 370
Sparse Interval-valued Time Series Modeling with Machine Learning 0 0 7 15 3 7 20 37
Specification Testing for Multivariate Time Series Volatility Models 0 0 0 456 1 3 5 1,143
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 5 6 527
Testing for independence between two covariance stationary time series 0 0 0 7 2 4 4 21
Time-varying Model Averaging 0 0 0 34 2 11 14 177
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 156 1 1 1 482
Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices 0 0 3 459 1 4 7 1,158
Total Working Papers 0 0 11 1,956 39 85 131 7,525
1 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 1 2 3 300
A Novel Hybrid Nonlinear Forecasting Model for Interval‐Valued Gas Prices 0 0 0 0 1 7 11 11
A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data 0 2 10 13 1 4 18 26
A model-free consistent test for structural change in regression possibly with endogeneity 1 1 1 19 2 5 9 76
A score statistic for testing the presence of a stochastic trend in conditional variances 0 0 0 1 0 2 2 4
A test for volatility spillover with application to exchange rates 0 0 2 355 1 5 9 788
A unified approach to validating univariate and multivariate conditional distribution models in time series 0 0 0 19 0 2 6 125
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 0 18 0 0 2 87
Adaptive penalized splines for data smoothing 0 0 1 19 2 2 4 65
Adjusted-range self-normalized confidence interval construction for censored dependent data 0 0 1 3 2 4 11 20
An efficient integrated nonparametric entropy estimator of serial dependence 0 0 0 7 2 7 8 40
An empirical study on information spillover effects between the Chinese copper futures market and spot market 0 0 0 12 0 0 1 79
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 0 0 1 19 0 2 4 60
Are corporate bond market returns predictable? 0 1 3 49 2 3 8 213
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 0 0 0 35 1 4 10 141
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 1 1 31 1 2 2 147
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence 0 0 0 168 0 3 4 606
Autonomy and Incentives in Chinese State Enterprises 0 1 2 637 2 5 12 2,116
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH 0 0 0 19 1 1 2 57
CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION 0 0 0 14 1 1 2 80
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates 0 0 0 43 0 3 3 154
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 1 1 2 3 5 18
China's Evolving Managerial Labor Market 0 0 1 260 3 4 10 1,039
Climate change and crude oil prices: An interval forecast model with interval-valued textual data 0 2 6 10 2 7 16 28
Consistent Specification Testing via Nonparametric Series Regression 1 1 1 127 5 5 7 415
Consistent Testing for Serial Correlation of Unknown Form 0 0 0 154 1 3 3 504
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS 0 0 0 21 3 5 5 58
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS 0 0 1 36 3 5 6 103
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 1 1 31
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach 2 2 2 168 5 7 15 642
ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 32 0 1 2 96
Estimating and testing for smooth structural changes in moment condition models 0 0 1 1 7 10 12 12
Fast estimation of a large TVP-VAR model with score-driven volatilities 1 1 3 8 9 10 22 39
Financial volatility forecasting with range-based autoregressive volatility model 0 0 0 55 2 3 4 177
Forecasting Inflation Using Economic Narratives 1 5 25 25 7 17 75 75
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 0 0 2 25 2 3 7 59
Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach 0 0 1 1 1 5 9 14
Forecasting interval-valued crude oil prices using asymmetric interval models 0 1 6 32 2 4 13 59
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form 0 0 1 137 1 2 8 452
Generalized spectral testing for multivariate continuous-time models 0 0 0 38 0 4 7 160
Generalized spectral tests for serial dependence 0 0 0 21 1 8 10 102
Granger causality in risk and detection of extreme risk spillover between financial markets 0 1 4 179 4 14 19 600
Guest editors' introduction 0 0 0 10 0 1 2 48
How smooth is price discovery? Evidence from cross-listed stock trading 0 0 0 20 1 3 12 143
Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city 0 0 0 25 1 3 3 120
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models 0 0 0 135 0 4 6 422
Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach 1 4 5 7 1 7 11 20
Model-free evaluation of directional predictability in foreign exchange markets 0 0 1 263 1 6 8 943
Modeling the dynamics of Chinese spot interest rates 0 0 0 42 0 2 3 191
Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates 0 0 0 178 0 1 2 403
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH 0 1 1 4 4 5 5 13
ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS 0 0 0 15 1 1 1 72
One‐sided testing for conditional heteroskedasticity in time series models 0 0 0 1 1 3 3 5
Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models 0 0 0 75 0 1 1 189
Penalized time-varying model averaging 1 2 6 25 2 4 15 47
Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China 0 0 0 7 2 4 8 38
Post-averaging inference for optimal model averaging estimator in generalized linear models 0 4 11 19 1 7 15 27
Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information 0 0 0 12 2 3 9 39
Productivity spillovers among linked sectors 0 0 0 21 3 5 7 113
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING 2 2 5 11 3 6 14 29
Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure 0 1 2 2 4 8 9 9
Solving Euler equations via two-stage nonparametric penalized splines 0 0 1 16 2 2 4 42
Specification tests for time-varying coefficient models 1 1 3 8 2 2 5 20
Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin 0 1 3 7 10 18 27 36
Structural stability of functional data — A new adjusted-range-based self-normalization approach 0 0 1 1 1 3 6 6
TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS 0 0 0 25 1 3 3 89
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES 0 0 1 16 1 13 19 104
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 0 0 0 14 2 3 5 53
TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH 0 0 0 29 2 4 6 225
Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function 0 0 0 37 1 3 4 240
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression 1 1 2 63 18 22 24 258
Testing for pairwise serial independence via the empirical distribution function 0 0 0 1 1 2 3 13
Testing for structural changes in large dimensional factor models via discrete Fourier transform 0 0 3 11 6 7 13 35
The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis 0 0 5 8 0 4 22 27
Threshold autoregressive models for interval-valued time series data 2 3 6 49 3 8 18 182
Time-varying Granger causality tests for applications in global crude oil markets 0 0 4 112 3 7 16 414
Time-varying forecast combination for factor-augmented regressions with smooth structural changes 0 2 6 12 5 11 21 39
Time-varying model averaging 0 0 3 28 5 9 19 123
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 0 1 2 228
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models 0 0 0 144 1 5 6 560
Total Journal Articles 14 41 146 4,338 171 386 744 15,443

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 2 16 96 5 9 36 242
Some recent developments in nonparametric finance 0 0 0 1 1 1 1 3
Total Chapters 1 2 16 97 6 10 37 245

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