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 1 93
Asymmetric volatility spillover between crude oil and other asset markets 0 0 0 9 1 1 3 24
Classical or Gravity? Which trade model best matches the UK facts? 0 1 4 102 0 1 5 192
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 1 31 0 0 3 68
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 20 0 0 1 44
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 1 1 101 0 2 3 96
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 1 4 67 1 2 10 155
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 1 26 0 0 1 65
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 0 0 157 0 1 3 350
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 1 22 0 1 4 88
Extended multivariate EGARCH model: A model for zero†return and negative spillovers 0 0 38 38 1 1 11 11
How good are out of sample forecasting Tests on DSGE models? 0 0 1 138 0 0 1 124
How good are out of sample forecasting Tests on DSGE models? 0 0 0 29 0 0 1 60
How good are out of sample forecasting Tests on DSGE models? 0 0 1 1 0 0 2 3
Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach 0 0 0 17 0 0 1 91
Indirect Inference and Small Sample Bias - Some Recent Results 0 2 3 31 0 2 5 22
Indirect Inference for the Identification of Star Variables in Macroeconomic Models 2 6 6 6 2 11 11 11
Indirect Inference- a methodological essay on its role and applications 0 0 5 21 1 1 14 24
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 0 5 5 2 2 8 8
Targeting moments for calibration compared with indirect inference 0 0 0 26 1 1 2 39
Testing DSGE Models by indirect inference: a survey of recent findings 0 0 0 91 0 0 0 154
Testing competing world trade models against the facts of world trade 0 1 3 51 0 1 3 67
Testing macro models by indirect inference: a survey for users 0 0 1 13 0 2 5 62
Testing macro models by indirect inference: a survey for users 0 1 2 81 0 1 3 133
Testing part of a DSGE model by Indirect Inference 0 1 1 124 0 1 2 138
Testing part of a DSGE model by Indirect Inference 0 0 0 19 0 1 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 1 4 55
The Pricing of Unexpected Volatility in the Currency Market 0 0 1 38 0 1 3 63
The contribution of realized covariance models to the economic value of volatility timing 0 0 1 25 0 2 6 33
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 0 0 0 338
The small sample properties of Indirect Inference in testing and estimating DSGE models 0 2 2 69 0 3 3 102
What is the truth about DSGE models? Testing by indirect inference 0 1 1 104 0 1 2 174
What is the truth about DSGE models? Testing by indirect inference 0 0 1 36 0 1 3 68
Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note 0 0 0 38 0 0 1 48
Total Working Papers 2 17 84 1,803 9 41 128 3,222

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 1 1 0 0 4 7
Classical or Gravity? Which Trade Model Best Matches the UK Facts? 0 0 2 24 0 0 9 97
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 1 17 0 0 2 63
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 3 14 0 4 14 53
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 1 1 1 1 1 2 5 10
How Good are Out of Sample Forecasting Tests on DSGE Models? 0 0 0 17 0 0 1 86
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach 0 0 1 5 0 0 3 41
Indirect Inference and Small Sample Bias — Some Recent Results 0 2 3 3 0 2 6 7
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 3 4 4 5 10 18 18
Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation 0 0 0 0 1 1 3 3
Testing DSGE Models by Indirect Inference: a Survey of Recent Findings 0 0 1 19 0 1 4 83
Testing Macro Models by Indirect Inference: A Survey for Users 0 1 2 42 0 1 9 149
Testing Part of a DSGE Model by Indirect Inference 0 0 0 5 0 2 2 35
Testing competing world trade models against the facts of world trade 0 0 0 4 0 0 6 20
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 1 1 1 34
The pricing of unexpected volatility in the currency market 0 0 0 1 0 0 4 6
Total Journal Articles 1 7 19 164 8 24 91 737

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 0 0 1 754
Total Books 0 0 0 323 0 0 1 754

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Statistics updated 2025-06-06