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 2 93
Asymmetric volatility spillover between crude oil and other asset markets 0 0 0 9 0 1 2 23
Classical or Gravity? Which trade model best matches the UK facts? 0 2 3 101 0 3 4 191
Classical or Gravity? Which trade model best matches the UK facts? 0 0 0 18 0 2 2 58
Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results 0 0 1 31 0 2 4 68
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 20 0 1 1 44
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 100 1 1 3 95
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 3 66 0 1 8 153
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 1 2 3 350
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 1 22 1 1 4 88
Extended multivariate EGARCH model: A model for zero†return and negative spillovers 0 37 38 38 0 7 10 10
How good are out of sample forecasting Tests on DSGE models? 0 0 0 29 0 1 1 60
How good are out of sample forecasting Tests on DSGE models? 0 0 1 1 0 0 2 3
How good are out of sample forecasting Tests on DSGE models? 0 0 1 138 0 0 1 124
Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach 0 0 0 17 0 1 1 91
Indirect Inference and Small Sample Bias - Some Recent Results 0 0 1 29 0 1 4 20
Indirect Inference for the Identification of Star Variables in Macroeconomic Models 2 2 2 2 3 3 3 3
Indirect Inference- a methodological essay on its role and applications 0 0 6 21 0 1 15 23
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 1 5 5 0 3 6 6
Targeting moments for calibration compared with indirect inference 0 0 0 26 0 1 1 38
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 2 50 0 1 2 66
Testing macro models by indirect inference: a survey for users 0 0 1 80 0 1 2 132
Testing macro models by indirect inference: a survey for users 0 0 1 13 0 2 3 60
Testing part of a DSGE model by Indirect Inference 0 0 0 123 0 1 1 137
Testing part of a DSGE model by Indirect Inference 0 0 0 19 0 0 0 51
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 1 1 4 55
The Pricing of Unexpected Volatility in the Currency Market 0 0 2 38 1 1 5 63
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 1 25 2 2 8 33
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 0 0 67 1 1 1 100
What is the truth about DSGE models? Testing by indirect inference 0 0 1 103 0 1 2 173
What is the truth about DSGE models? Testing by indirect inference 0 0 1 36 0 1 2 67
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 43 72 1,788 11 44 109 3,192

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 1 5 7
Classical or Gravity? Which Trade Model Best Matches the UK Facts? 0 2 2 24 0 6 10 97
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 1 17 0 1 2 63
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 3 14 1 4 13 50
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 0 0 0 3 5 8
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 1 4 41
Indirect Inference and Small Sample Bias — Some Recent Results 0 0 1 1 0 1 5 5
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 2 2 3 3 3 5 11 11
Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation 0 0 0 0 0 1 2 2
Testing DSGE Models by Indirect Inference: a Survey of Recent Findings 0 0 1 19 0 1 3 82
Testing Macro Models by Indirect Inference: A Survey for Users 0 0 2 41 0 1 11 148
Testing Part of a DSGE Model by Indirect Inference 0 0 0 5 0 0 1 33
Testing competing world trade models against the facts of world trade 0 0 0 4 0 2 7 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 0 0 0 33
The pricing of unexpected volatility in the currency market 0 0 0 1 0 3 4 6
Total Journal Articles 2 4 15 159 4 30 84 717

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 2025-04-04