Access Statistics for Yongdeng Xu

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
Almost Unbiased Variance Estimation in Simultaneous Equation Models 0 0 0 102 0 0 0 93
Asymmetric volatility spillover between crude oil and other asset markets 0 0 0 9 0 1 4 25
Classical or Gravity? Which trade model best matches the UK facts? 0 0 3 102 0 0 4 192
Classical or Gravity? Which trade model best matches the UK facts? 0 0 0 18 0 0 2 58
Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results 0 0 0 31 0 0 2 68
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 1 101 1 1 3 97
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 20 0 0 1 44
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 2 67 1 1 8 156
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 1 26 1 1 2 66
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 0 0 157 3 4 7 354
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 1 22 0 1 4 89
Extended multivariate EGARCH model: A model for zero†return and negative spillovers 0 0 38 38 1 4 15 15
How good are out of sample forecasting Tests on DSGE models? 0 0 0 138 0 0 0 124
How good are out of sample forecasting Tests on DSGE models? 0 0 0 1 0 0 1 3
How good are out of sample forecasting Tests on DSGE models? 0 0 0 29 0 0 1 60
Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach 0 0 0 17 1 1 2 92
Indirect Inference and Small Sample Bias - Some Recent Results 0 0 3 31 0 1 5 23
Indirect Inference for the Identification of Star Variables in Macroeconomic Models 0 1 7 7 1 5 16 16
Indirect Inference- a methodological essay on its role and applications 0 0 2 21 0 0 8 24
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 0 5 5 0 0 7 8
Targeting moments for calibration compared with indirect inference 0 0 0 26 0 0 2 39
Testing DSGE Models by indirect inference: a survey of recent findings 0 1 1 92 0 1 1 155
Testing competing world trade models against the facts of world trade 1 1 4 52 1 1 4 68
Testing macro models by indirect inference: a survey for users 0 1 2 82 0 1 3 134
Testing macro models by indirect inference: a survey for users 0 0 0 13 0 0 4 62
Testing part of a DSGE model by Indirect Inference 0 0 1 124 0 0 2 138
Testing part of a DSGE model by Indirect Inference 0 0 0 19 0 0 1 52
Testing weak exogeneity in multiplicative error models 0 0 0 18 0 0 0 109
The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting 0 0 0 42 0 0 2 55
The Pricing of Unexpected Volatility in the Currency Market 0 1 1 39 0 1 2 64
The contribution of realized covariance models to the economic value of volatility timing 0 0 1 25 0 3 7 36
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 0 0 0 0
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 87 1 1 1 339
The small sample properties of Indirect Inference in testing and estimating DSGE models 0 0 2 69 0 0 3 102
What is the truth about DSGE models? Testing by indirect inference 0 0 0 36 0 1 3 69
What is the truth about DSGE models? Testing by indirect inference 0 0 1 104 0 0 2 174
Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note 0 0 0 38 0 0 0 48
Total Working Papers 1 5 76 1,808 11 29 129 3,251

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric volatility spillover between crude oil and other asset markets 0 0 0 1 1 4 7 11
Classical or Gravity? Which Trade Model Best Matches the UK Facts? 0 0 2 24 0 1 9 98
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 1 17 0 2 4 65
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 1 3 5 17 2 7 19 60
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 1 1 2 2 2 2 7 12
How Good are Out of Sample Forecasting Tests on DSGE Models? 0 1 1 18 1 3 3 89
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach 0 0 1 5 1 2 5 43
Indirect Inference and Small Sample Bias — Some Recent Results 0 0 2 3 1 2 5 9
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 2 6 6 0 6 23 24
Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation 0 0 0 0 0 1 4 4
Testing DSGE Models by Indirect Inference: a Survey of Recent Findings 0 1 2 20 0 1 4 84
Testing Macro Models by Indirect Inference: A Survey for Users 0 1 2 43 0 3 7 152
Testing Part of a DSGE Model by Indirect Inference 0 0 0 5 0 2 4 37
Testing competing world trade models against the facts of world trade 1 1 1 5 1 2 7 22
Testing weak exogeneity in multiplicative error models 0 0 0 3 0 0 0 25
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 4 0 0 1 34
The pricing of unexpected volatility in the currency market 0 0 0 1 0 1 5 7
Total Journal Articles 3 10 25 174 9 39 114 776

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Should Britain Leave the EU? 0 0 0 323 1 1 2 755
Total Books 0 0 0 323 1 1 2 755

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Statistics updated 2025-09-05