Yong Bao
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Identifer
Contact
Affiliations
-
Purdue University
/ Mitchell E. Daniels, Jr. School of Business
/ Department of Economics
Research profile
author of:
- Testing Convergence in Income Distribution (RePEc:bla:obuest:v:71:y:2009:i:2:p:295-302)
by Yong Bao & Shatakshee Dhongde - A Spatial Sample Selection Model (RePEc:bla:obuest:v:86:y:2024:i:4:p:928-950)
by Yong Bao & Gucheng Li & Xiaotian Liu - Reexamination of Economic Growth, Tax Policy, and Distributive Politics (RePEc:bla:rdevec:v:8:y:2004:i:3:p:474-482)
by Yong Bao & Jang‐Ting Guo - Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model (RePEc:bpj:jtsmet:v:6:y:2013:i:1:p:63-80:n:4)
by Bao Yong & Zhang Ru - Should We Demean the Data? (RePEc:cuf:journl:y:2015:v:16:i:1:bao)
by Yong Bao - Finite-Sample Properties Of Forecasts From The Stationary First-Order Autoregressive Model Under A General Error Distribution (RePEc:cup:etheor:v:23:y:2007:i:04:p:767-773_07)
by Bao, Yong - The Approximate Moments Of The Least Squares Estimator For The Stationary Autoregressive Model Under A General Error Distribution (RePEc:cup:etheor:v:23:y:2007:i:05:p:1013-1021_07)
by Bao, Yong - Finite-Sample Moments Of The Coefficient Of Variation (RePEc:cup:etheor:v:25:y:2009:i:01:p:291-297_09)
by Bao, Yong - Finite-Sample Bias Of The Qmle In Spatial Autoregressive Models (RePEc:cup:etheor:v:29:y:2013:i:01:p:68-88_00)
by Bao, Yong - Finite Sample Bias Of The Qmle In Spatial Autoregressive Models – Erratum (RePEc:cup:etheor:v:29:y:2013:i:01:p:89-89_00)
by Bao, Yong - On skewness and kurtosis of econometric estimators (RePEc:ect:emjrnl:v:12:y:2009:i:2:p:232-247)
by Yong Bao & Aman Ullah - On existence of moment of mean reversion estimator in linear diffusion models (RePEc:eee:ecolet:v:120:y:2013:i:2:p:146-148)
by Bao, Yong & Ullah, Aman & Zinde-Walsh, Victoria - On the Fisher information matrix of a vector ARMA process (RePEc:eee:ecolet:v:123:y:2014:i:1:p:14-16)
by Bao, Yong & Hua, Ying - Bias in the estimation of mean reversion in continuous-time Lévy processes (RePEc:eee:ecolet:v:134:y:2015:i:c:p:16-19)
by Bao, Yong & Ullah, Aman & Wang, Yun & Yu, Jun - Finite sample properties of maximum likelihood estimator in spatial models (RePEc:eee:econom:v:137:y:2007:i:2:p:396-413)
by Bao, Yong & Ullah, Aman - The second-order bias and mean squared error of estimators in time-series models (RePEc:eee:econom:v:140:y:2007:i:2:p:650-669)
by Bao, Yong & Ullah, Aman - Indirect inference estimation of dynamic panel data models (RePEc:eee:econom:v:235:y:2023:i:2:p:1027-1053)
by Bao, Yong & Yu, Xuewen - Bias of a Value-at-Risk estimator (RePEc:eee:finlet:v:1:y:2004:i:4:p:241-249)
by Bao, Yong & Ullah, Aman - Moments of the estimated Sharpe ratio when the observations are not IID (RePEc:eee:finlet:v:3:y:2006:i:1:p:49-56)
by Bao, Yong & Ullah, Aman - On the moments of ratios of quadratic forms in normal random variables (RePEc:eee:jmvana:v:117:y:2013:i:c:p:229-245)
by Bao, Yong & Kan, Raymond - Estimating spatial autoregressions under heteroskedasticity without searching for instruments (RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000358)
by Bao, Yong - Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison (RePEc:eme:aecozz:s0731-9053(05)20021-x)
by Yong Bao & Tae-Hwy Lee - Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors (RePEc:eme:aecozz:s0731-905320140000033003)
by Yong Bao & Aman Ullah & Ru Zhang - A Selective Review of Aman Ullah’s Contributions to Econometrics (RePEc:eme:aecozz:s0731-905320160000036001)
by Bao Yong & Fan Yanqin & Su Liangjun & Zinde-Walsh Victoria - Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models (RePEc:eme:aecozz:s0731-905320160000036015)
by Yong Bao - Estimating Linear Dynamic Panels with Recentered Moments (RePEc:gam:jecnmx:v:12:y:2024:i:1:p:3-:d:1321182)
by Yong Bao - Indirect Inference Estimation of Spatial Autoregressions (RePEc:gam:jecnmx:v:8:y:2020:i:3:p:34-:d:408384)
by Yong Bao & Xiaotian Liu & Lihong Yang - General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles (RePEc:jae:japmet:v:25:y:2010:i:2:p:345-353)
by Yong Bao & Melody Lo & Franklin G. Mixon - Evaluating predictive performance of value-at-risk models in emerging markets: a reality check (RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128)
by Tae-Hwy Lee & Yong Bao & Burak Saltoglu - Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003; (RePEc:jof:jforec:v:26:y:2007:i:3:p:203-225)
by Tae-Hwy Lee & Yong Bao & Burak Saltoğlu - Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution (RePEc:oup:jfinec:v:7:y:2009:i:2:p:152-173)
by Yong Bao - Contributions to Spatial Econometrics (RePEc:sae:inrsre:v:37:y:2014:i:3:p:247-250)
by Yong Bao & Raymond J. G. M. Florax & Julie Le Gallo - Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes (RePEc:siu:wpaper:02-2013)
by Yong Bao & Aman Ullah & Yun Wang & Jun Yu - Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes (RePEc:skb:wpaper:cofie-03-2013)
by Yong Bao & Aman Ullah & Yun Wang & Jun Yu - The Special Issue in Honor of Anirudh Lal Nagar: An Introduction (RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00259-7)
by Yong Bao & Aman Ullah - Analytical Finite Sample Econometrics: From A. L. Nagar to Now (RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00261-z)
by Yong Bao & Aman Ullah - Indirect Inference Estimation of a First-Order Dynamic Panel Data Model (RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00264-w)
by Yong Bao - Machine Learning-Facilitated Policy Intensity Analysis: A Proposed Procedure and Its Application (RePEc:spr:soinre:v:174:y:2024:i:3:d:10.1007_s11205-024-03416-6)
by Su Xie & Hang Xiong & Linmei Shang & Yong Bao - Borderplex menu evidence for the law of one price: a convergence approach (RePEc:taf:apeclt:v:16:y:2009:i:17:p:1717-1720)
by Yong Bao & Thomas Fullerton & Donald Lien - On Sample Skewness and Kurtosis (RePEc:taf:emetrv:v:32:y:2013:i:4:p:415-448)
by Yong Bao - Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:1039-1056)
by Yong Bao & Aman Ullah & Yun Wang - The asymptotic covariance matrix of the QMLE in ARMA models (RePEc:taf:emetrv:v:37:y:2018:i:4:p:309-324)
by Yong Bao - Indirect inference estimation of higher-order spatial autoregressive models (RePEc:taf:emetrv:v:42:y:2023:i:3:p:247-280)
by Yong Bao - Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields? (RePEc:taf:jnlbes:v:34:y:2016:i:1:p:62-67)
by Melody Lo & Yong Bao - Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle (RePEc:taf:specan:v:16:y:2021:i:4:p:506-529)
by Yong Bao & Xiaotian Liu - Heterogeneous spatial dynamic panels with an application to US housing data (RePEc:taf:specan:v:18:y:2023:i:2:p:259-285)
by Yong Bao & Xiaoyan Zhou - Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications (RePEc:ucr:wpaper:200907)
by Yong Bao & Aman Ullah - Moment Approximation for Unit Root Models with Nonnormal Errors (RePEc:ucr:wpaper:201401)
by Aman Ullah & Yong Bao & Ru Zhang - Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process (RePEc:ucr:wpaper:201413)
by Aman Ullah & Yong Bao & Yun Wang - On the Exact Statistical Distribution of Econometric Estimators and Test Statistics (RePEc:ucr:wpaper:202014)
by Yong Bao & Xiaotian Liu & Aman Ullah - Analytical Finite Sample Econometrics-from A.L.Nagar to Now (RePEc:ucr:wpaper:202114)
by Yong Bao & Aman Ullah