Yongmiao Hong
Names
| first: |
Yongmiao |
| last: |
Hong |
Identifer
Contact
Affiliations
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University of Chinese Academy of Sciences
/ School of Economics and Management
Research profile
author of:
- Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach (RePEc:ags:aaea05:19163)
by Hong, Yongmiao & Wang, Dabin & Zhang, Xiaobo - A New Test for ARCH Effects and Its Finite-Sample Performance (RePEc:bes:jnlbes:v:17:y:1999:i:1:p:91-108)
by Hong, Yongmiao & Shehadeh, Ramsey D - Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models (RePEc:bes:jnlbes:v:22:y:2004:p:457-473)
by Yongmiao Hong & Haitao Li & Feng Zhao - Testing for pairwise serial independence via the empirical distribution function (RePEc:bla:jorssb:v:60:y:1998:i:2:p:429-453)
by Yongmiao Hong - Generalized spectral tests for serial dependence (RePEc:bla:jorssb:v:62:y:2000:i:3:p:557-574)
by Yongmiao Hong - One‐sided testing for conditional heteroskedasticity in time series models (RePEc:bla:jtsera:v:18:y:1997:i:3:p:253-277)
by Yongmiao Hong - Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes (RePEc:bla:jtsera:v:32:y:2011:i:1:p:1-32)
by Yongmiao Hong & Yoon‐Jin Lee - Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach (RePEc:cam:camdae:2367)
by Hong, Y. & Linton, O. B. & McCabe, B. & Sun, J. & Wang, S. - Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach (RePEc:cam:camjip:2316)
by Hong, Y. & Linton, O. B. & McCabe, B. & Sun, J. & Wang, S. - M-Testing Using Finite and Infinite Dimensional Parameter Estimators (RePEc:cdl:ucsdec:qt9qz123ng)
by White, Halbert & Hong, Yongmiao - Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models (RePEc:cpd:pd2002:a6-3)
by Min-Hsien Chiang & Yongmiao Hong & Chihwa Kao - Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function (RePEc:cuf:journl:y:2001:v:2:i:1:p:123-164)
by Yongmiao Hong - Unknown item RePEc:cuf:wpaper:47 (paper)
- Testing For Serial Correlation Of Unknown Form Using Wavelet Methods (RePEc:cup:etheor:v:17:y:2001:i:02:p:386-423_17)
by Lee, Jin & Hong, Yongmiao - One-Sided Testing For Arch Effects Using Wavelets (RePEc:cup:etheor:v:17:y:2001:i:06:p:1051-1081_17)
by Hong, Yongmiao & Lee, Jin - Diagnostic Checking For The Adequacy Of Nonlinear Time Series Models (RePEc:cup:etheor:v:19:y:2003:i:06:p:1065-1121_19)
by Hong, Yongmiao & Lee, Tae-Hwy - An Improved Generalized Spectral Test For Conditional Mean Models In Time Series With Conditional Heteroskedasticity Of Unknown Form (RePEc:cup:etheor:v:23:y:2007:i:01:p:106-154_07)
by Hong, Yongmiao & Lee, Yoon-Jin - Characteristic Function–Based Testing For Multifactor Continuous-Time Markov Models Via Nonparametric Regression (RePEc:cup:etheor:v:26:y:2010:i:04:p:1115-1179_99)
by Chen, Bin & Hong, Yongmiao - Testing For The Markov Property In Time Series (RePEc:cup:etheor:v:28:y:2012:i:01:p:130-178_00)
by Chen, Bin & Hong, Yongmiao - Detecting For Smooth Structural Changes In Garch Models (RePEc:cup:etheor:v:32:y:2016:i:03:p:740-791_00)
by Chen, Bin & Hong, Yongmiao - Characteristic Function Based Testing For Conditional Independence: A Nonparametric Regression Approach (RePEc:cup:etheor:v:34:y:2018:i:04:p:815-849_00)
by Wang, Xia & Hong, Yongmiao - On Multiple Structural Breaks In Distribution: An Empirical Characteristic Function Approach (RePEc:cup:etheor:v:39:y:2023:i:3:p:534-581_3)
by Fu, Zhonghao & Hong, Yongmiao & Wang, Xia - Consistent Specification Testing via Nonparametric Series Regression (RePEc:ecm:emetrp:v:63:y:1995:i:5:p:1133-59)
by Hong, Yongmiao & White, Halbert - Consistent Testing for Serial Correlation of Unknown Form (RePEc:ecm:emetrp:v:64:y:1996:i:4:p:837-64)
by Hong, Yongmiao - Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models (RePEc:ecm:emetrp:v:72:y:2004:i:5:p:1519-1563)
by Yongmiao Hong & Chihwa Kao - Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence (RePEc:ecm:emetrp:v:73:y:2005:i:3:p:837-901)
by Yongmiao Hong & Halbert White - Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression (RePEc:ecm:emetrp:v:80:y:2012:i:3:p:1157-1183)
by Bin Chen & Yongmiao Hong - Specification Testing for Multivariate Time Series Volatility Models (RePEc:ecm:feam04:696)
by Yoon-Jin Lee & Yongmiao Hong - Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity (RePEc:ecm:feam04:753)
by Chihwa Kao & Yongmiao Hong - Are the directions of stock price changes predictable? A generalized cross-spectral approach (RePEc:ecm:nawm04:469)
by Jaehun Chung & Yongmiao Hong - Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions (RePEc:ecm:nawm04:614)
by Tae-Hwy Lee & Yongmiao Hong - Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices (RePEc:ecm:wc2000:1211)
by Yongmiao Hong & Jin Lee - Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information (RePEc:eee:appene:v:306:y:2022:i:pa:s030626192101326x)
by Heng, Jiani & Hong, Yongmiao & Hu, Jianming & Wang, Shouyang - Productivity spillovers among linked sectors (RePEc:eee:chieco:v:25:y:2013:i:c:p:44-61)
by Peng, Ling & Hong, Yongmiao - Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city (RePEc:eee:chieco:v:39:y:2016:i:c:p:1-14)
by Yang, Jinqiu & Hong, Yongmiao & Ma, Shuangge - Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach (RePEc:eee:chieco:v:44:y:2017:i:c:p:203-226)
by Ke, Xiao & Chen, Haiqiang & Hong, Yongmiao & Hsiao, Cheng - Adaptive penalized splines for data smoothing (RePEc:eee:csdana:v:108:y:2017:i:c:p:70-83)
by Yang, Lianqiang & Hong, Yongmiao - Fast estimation of a large TVP-VAR model with score-driven volatilities (RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689)
by Zheng, Tingguo & Ye, Shiqi & Hong, Yongmiao - A score statistic for testing the presence of a stochastic trend in conditional variances (RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000660)
by Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing - Adjusted-range self-normalized confidence interval construction for censored dependent data (RePEc:eee:ecolet:v:220:y:2022:i:c:s0165176522003470)
by Sun, Jiajing & Hong, Yongmiao & Linton, Oliver & Zhao, Xiaolu - A test for volatility spillover with application to exchange rates (RePEc:eee:econom:v:103:y:2001:i:1-2:p:183-224)
by Hong, Yongmiao - Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? (RePEc:eee:econom:v:135:y:2006:i:1-2:p:255-284)
by Egorov, Alexei V. & Hong, Yongmiao & Li, Haitao - Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (RePEc:eee:econom:v:141:y:2007:i:2:p:736-776)
by Hong, Yongmiao & Li, Haitao & Zhao, Feng - Guest editors' introduction (RePEc:eee:econom:v:150:y:2009:i:2:p:117-118)
by Kuan, Chung-Ming & Hong, Yongmiao - Granger causality in risk and detection of extreme risk spillover between financial markets (RePEc:eee:econom:v:150:y:2009:i:2:p:271-287)
by Hong, Yongmiao & Liu, Yanhui & Wang, Shouyang - Generalized spectral testing for multivariate continuous-time models (RePEc:eee:econom:v:164:y:2011:i:2:p:268-293)
by Chen, Bin & Hong, Yongmiao - A unified approach to validating univariate and multivariate conditional distribution models in time series (RePEc:eee:econom:v:178:y:2014:i:p1:p:22-44)
by Chen, Bin & Hong, Yongmiao - Threshold autoregressive models for interval-valued time series data (RePEc:eee:econom:v:206:y:2018:i:2:p:414-446)
by Sun, Yuying & Han, Ai & Hong, Yongmiao & Wang, Shouyang - A model-free consistent test for structural change in regression possibly with endogeneity (RePEc:eee:econom:v:211:y:2019:i:1:p:206-242)
by Fu, Zhonghao & Hong, Yongmiao - Solving Euler equations via two-stage nonparametric penalized splines (RePEc:eee:econom:v:222:y:2021:i:2:p:1024-1056)
by Cui, Liyuan & Hong, Yongmiao & Li, Yingxing - Time-varying model averaging (RePEc:eee:econom:v:222:y:2021:i:2:p:974-992)
by Sun, Yuying & Hong, Yongmiao & Lee, Tae-Hwy & Wang, Shouyang & Zhang, Xinyu - Testing for structural changes in large dimensional factor models via discrete Fourier transform (RePEc:eee:econom:v:233:y:2023:i:1:p:302-331)
by Fu, Zhonghao & Hong, Yongmiao & Wang, Xia - Penalized time-varying model averaging (RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377)
by Sun, Yuying & Hong, Yongmiao & Wang, Shouyang & Zhang, Xinyu - Specification tests for time-varying coefficient models (RePEc:eee:econom:v:235:y:2023:i:2:p:720-744)
by Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia - Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach (RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196)
by Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing & Wang, Shouyang - Time-varying forecast combination for factor-augmented regressions with smooth structural changes (RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393)
by Chen, Qitong & Hong, Yongmiao & Li, Haiqi - Climate change and crude oil prices: An interval forecast model with interval-valued textual data (RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003207)
by Cheng, Zishu & Li, Mingchen & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang - Time-varying Granger causality tests for applications in global crude oil markets (RePEc:eee:eneeco:v:42:y:2014:i:c:p:289-298)
by Lu, Feng-bin & Hong, Yong-miao & Wang, Shou-yang & Lai, Kin-keung & Liu, John - Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling (RePEc:eee:eneeco:v:78:y:2019:i:c:p:165-173)
by Sun, Yuying & Zhang, Xun & Hong, Yongmiao & Wang, Shouyang - Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin (RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168)
by Zhang, Dingxuan & Sun, Yuying & Duan, Hongbo & Hong, Yongmiao & Wang, Shouyang - The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis (RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003867)
by Cheng, Zishu & Li, Mingchen & Cui, Ruhong & Wei, Yunjie & Wang, Shouyang & Hong, Yongmiao - Financial volatility forecasting with range-based autoregressive volatility model (RePEc:eee:finlet:v:8:y:2011:i:2:p:69-76)
by Li, Hongquan & Hong, Yongmiao - Modeling the dynamics of Chinese spot interest rates (RePEc:eee:jbfina:v:34:y:2010:i:5:p:1047-1061)
by Hong, Yongmiao & Lin, Hai & Wang, Shouyang - Are corporate bond market returns predictable? (RePEc:eee:jbfina:v:36:y:2012:i:8:p:2216-2232)
by Hong, Yongmiao & Lin, Hai & Wu, Chunchi - How smooth is price discovery? Evidence from cross-listed stock trading (RePEc:eee:jimfin:v:32:y:2013:i:c:p:668-699)
by Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao - An empirical study on information spillover effects between the Chinese copper futures market and spot market (RePEc:eee:phsmap:v:387:y:2008:i:4:p:899-914)
by Liu, Xiangli & Cheng, Siwei & Wang, Shouyang & Hong, Yongmiao & Li, Yi - Some recent developments in nonparametric finance (RePEc:eme:aecozz:s0731-9053(2009)0000025015)
by Zongwu Cai & Yongmiao Hong - A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data (RePEc:eme:aecozz:s0731-905320160000036021)
by Ai Han & Yongmiao Hong & Shouyang Wang & Xin Yun - Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns (RePEc:fir:econom:wp2001_03)
by Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee - Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series (RePEc:fth:cornel:94-31)
by Hong, Y. - Testing The Structure Of Conditional Correlations In Multivariate Garch Models: A Generalized Cross‐Spectrum Approach (RePEc:ier:iecrev:v:52:y:2011:i:4:p:991-1037)
by Nadine McCloud & Yongmiao Hong - A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data (RePEc:inm:ormnsc:v:70:y:2024:i:10:p:7242-7264)
by Liyuan Cui & Yongmiao Hong & Yingxing Li & Junhui Wang - Detecting Misspecifications in Autoregressive Conditional Duration Models (RePEc:inu:caeprp:2007019)
by Yongmiao Hong & Yoon-Jin Lee - Model-free evaluation of directional predictability in foreign exchange markets (RePEc:jae:japmet:v:22:y:2007:i:5:p:855-889)
by Jaehun Chung & Yongmiao Hong - Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models (RePEc:max:cprwps:32)
by Yongmiao Hong & Chihwa Kao - Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China (RePEc:nat:natcom:v:12:y:2021:i:1:d:10.1038_s41467-021-22256-3)
by Shangrong Jiang & Yuze Li & Quanying Lu & Yongmiao Hong & Dabo Guan & Yu Xiong & Shouyang Wang - Autonomy and Incentives in Chinese State Enterprises (RePEc:oup:qjecon:v:109:y:1994:i:1:p:183-209.)
by Theodore Groves & Yongmiao Hong & John McMillan & Barry Naughton - Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form (RePEc:oup:restud:v:72:y:2005:i:2:p:499-541)
by Yongmiao Hong & Yoon-Jin Lee - Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates (RePEc:oup:rfinst:v:18:y:2005:i:1:p:37-84)
by Yongmiao Hong - Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation (RePEc:oup:rfinst:v:20:y:2006:i:5:p:1547-1581)
by Yongmiao Hong & Jun Tu & Guofu Zhou - Testing for independence between two covariance stationary time series (RePEc:pra:mprapa:108731)
by Hong, Yongmiao - Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing (RePEc:pra:mprapa:11977)
by Gao, Jiti & Hong, Yongmiao - Advanced Studies in Theoretical and Applied Econometrics (RePEc:spr:adstae)
from Springer as editor - An efficient integrated nonparametric entropy estimator of serial dependence (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:728-780)
by Yongmiao Hong & Xia Wang & Wenjie Zhang & Shouyang Wang - Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models (RePEc:taf:emetrv:v:40:y:2021:i:6:p:584-606)
by Yanan He & Ai Han & Yongmiao Hong & Yuying Sun & Shouyang Wang - Post-averaging inference for optimal model averaging estimator in generalized linear models (RePEc:taf:emetrv:v:43:y:2024:i:2-4:p:98-122)
by Dalei Yu & Heng Lian & Yuying Sun & Xinyu Zhang & Yongmiao Hong - Central limit theorems for generalized -statistics with applications in nonparametric specification (RePEc:taf:gnstxx:v:20:y:2008:i:1:p:61-76)
by Jiti Gao & Yongmiao Hong - Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling (RePEc:taf:quantf:v:16:y:2016:i:12:p:1917-1928)
by Wei Yang & Ai Han & Yongmiao Hong & Shouyang Wang - Forecasting interval-valued crude oil prices using asymmetric interval models (RePEc:taf:quantf:v:22:y:2022:i:11:p:2047-2061)
by Quanying Lu & Yuying Sun & Yongmiao Hong & Shouyang Wang - Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models (RePEc:tpr:restat:v:85:y:2003:i:4:p:1048-1062)
by Yongmiao Hong & Tae-Hwy Lee - ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models (RePEc:tpr:restat:v:86:y:2004:i:3:p:840-840)
by Yongmiao Hong & Tae-Hwy Lee - China's Evolving Managerial Labor Market (RePEc:ucp:jpolec:v:103:y:1995:i:4:p:873-92)
by Groves, Theodore & Yongmiao Hong & John McMillan & Barry Naughton - Time-varying Model Averaging (RePEc:ucr:wpaper:202001)
by Yongmiao Hong & Tae-Hwy Lee & Yuying Sun & Shouyang Wang & Xinyu Zhang - Testing Strict Stationarity With Applications To Macroeconomic Time Series (RePEc:wly:iecrev:v:58:y:2017:i:4:p:1227-1277)
by Yongmiao Hong & Xia Wang & Shouyang Wang - Regularized Gmm For Time‐Varying Models With Applications To Asset Pricing (RePEc:wly:iecrev:v:65:y:2024:i:2:p:851-883)
by Liyuan Cui & Guanhao Feng & Yongmiao Hong - Nonparametric specification testing for continuous-time models with application to spot interest rates (RePEc:zbw:sfb373:200232)
by Hong, Yongmiao & Li, Haitao - Nonparametric Methods in Continuous-Time Finance: A Selective Review (RePEc:zbw:sfb373:200315)
by Cai, Zongwu & Hong, Yongmiao