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 3 93
Asymmetric volatility spillover between crude oil and other asset markets 0 0 4 9 1 1 8 22
Classical or Gravity? Which trade model best matches the UK facts? 0 0 0 18 0 0 1 56
Classical or Gravity? Which trade model best matches the UK facts? 0 0 2 99 0 0 4 188
Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results 0 0 1 31 0 0 4 66
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 1 20 0 0 2 43
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 100 0 0 3 94
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 1 4 66 2 4 13 152
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 1 1 26 0 1 3 65
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 0 2 157 0 1 3 348
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 1 1 22 1 2 3 87
How good are out of sample forecasting Tests on DSGE models? 0 0 1 1 1 1 3 3
How good are out of sample forecasting Tests on DSGE models? 0 0 0 29 0 0 1 59
How good are out of sample forecasting Tests on DSGE models? 0 0 1 138 0 0 3 124
Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach 0 0 0 17 0 0 0 90
Indirect Inference and Small Sample Bias - Some Recent Results 0 1 2 29 0 1 6 19
Indirect Inference- a methodological essay on its role and applications 0 2 21 21 0 4 20 20
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 4 4 4 0 2 3 3
Targeting moments for calibration compared with indirect inference 0 0 0 26 0 0 2 37
Testing DSGE Models by indirect inference: a survey of recent findings 0 0 0 91 0 0 2 154
Testing competing world trade models against the facts of world trade 0 0 2 48 0 0 3 64
Testing macro models by indirect inference: a survey for users 0 0 1 13 0 0 2 58
Testing macro models by indirect inference: a survey for users 0 0 1 80 0 0 2 131
Testing part of a DSGE model by Indirect Inference 0 0 0 19 0 0 1 51
Testing part of a DSGE model by Indirect Inference 0 0 0 123 0 0 1 136
Testing weak exogeneity in multiplicative error models 0 0 0 18 0 0 1 109
The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting 0 0 0 42 0 0 6 53
The Pricing of Unexpected Volatility in the Currency Market 0 0 2 38 0 0 4 62
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 0 0 0 0
The contribution of realized covariance models to the economic value of volatility timing 0 0 2 24 0 0 8 29
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 87 0 0 1 338
The small sample properties of Indirect Inference in testing and estimating DSGE models 0 0 0 67 0 0 1 99
What is the truth about DSGE models? Testing by indirect inference 0 0 1 36 0 0 2 66
What is the truth about DSGE models? Testing by indirect inference 0 0 1 103 0 0 3 172
Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note 0 0 1 38 0 0 4 48
Total Working Papers 0 10 56 1,742 5 17 126 3,139

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 1 1 5 5
Classical or Gravity? Which Trade Model Best Matches the UK Facts? 0 0 1 22 2 2 9 91
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 1 1 17 0 1 2 62
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 1 1 4 13 1 2 15 43
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 0 0 0 0 2 5
How Good are Out of Sample Forecasting Tests on DSGE Models? 0 0 1 17 0 0 5 86
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach 0 1 1 5 0 2 5 40
Indirect Inference and Small Sample Bias — Some Recent Results 0 0 1 1 0 0 4 4
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 1 1 1 1 1 3 4 4
Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation 0 0 0 0 0 1 1 1
Testing DSGE Models by Indirect Inference: a Survey of Recent Findings 0 0 2 18 0 0 4 80
Testing Macro Models by Indirect Inference: A Survey for Users 0 0 7 41 0 2 16 147
Testing Part of a DSGE Model by Indirect Inference 0 0 0 5 0 0 2 33
Testing competing world trade models against the facts of world trade 0 0 1 4 1 3 14 18
Testing weak exogeneity in multiplicative error models 0 0 0 3 0 0 2 25
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 4 0 0 0 33
The pricing of unexpected volatility in the currency market 0 0 1 1 0 1 2 3
Total Journal Articles 2 4 22 153 6 18 92 680

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 1 753
Total Books 0 0 0 323 0 0 1 753

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Statistics updated 2024-12-04