9
H index
7
i10 index
357
Citations
Yong Bao : Citation Profile
Purdue University | RESEARCH PRODUCTION: 32 Articles 6 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2004 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Yong Bao. | Is cited by:
| Cites to:
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Main data
Where Yong Bao has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 5 |
| Economics Letters | 3 |
| Journal of Quantitative Economics | 3 |
| Econometric Reviews | 3 |
| Journal of Forecasting | 2 |
| Journal of Econometrics | 2 |
| Finance Research Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of California at Riverside, Department of Economics | 5 |
Recent works citing Yong Bao (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria. In: Papers. RePEc:arx:papers:1602.02542. Full description at Econpapers || Download paper |
| 2023 | Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651. Full description at Econpapers || Download paper |
| 2023 | The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick. In: Papers. RePEc:arx:papers:2304.10349. Full description at Econpapers || Download paper |
| 2023 | Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958. Full description at Econpapers || Download paper |
| 2023 | Price Risk Analysis using GARCH Family Models: Evidence from Shanghai Crude Oil Futures Market. (2023). Si, Xiaoli ; Pei, Haotian ; Yang, Aijun ; Bei, Shuhua. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001797. Full description at Econpapers || Download paper |
| 2023 | Higher-order least squares inference for spatial autoregressions. (2023). Robinson, Peter M ; Rossi, Francesca. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:244-269. Full description at Econpapers || Download paper |
| 2023 | Indirect inference estimation of dynamic panel data models. (2023). Yu, Xuewen ; Bao, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1027-1053. Full description at Econpapers || Download paper |
| 2023 | Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274. Full description at Econpapers || Download paper |
| 2023 | Documenting and Explaining the Dramatic Rise of the New Society Journals in Economics. (2023). Wright, Julian ; Ye, Ziqiu ; Ham, John C. In: IZA Discussion Papers. RePEc:iza:izadps:dp16337. Full description at Econpapers || Download paper |
| 2023 | Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models. (2023). Bartolucci, Francesco ; Valentini, Francesco ; Pigini, Claudia. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02313-6. Full description at Econpapers || Download paper |
| 2023 | Optimising portfolio diversification and dimensionality. (2023). Staal, A ; Sabanis, S ; Kroeske, J ; Kalcsics, J ; Gondzio, J ; Garcia, S ; Barkhagen, M. In: Journal of Global Optimization. RePEc:spr:jglopt:v:85:y:2023:i:1:d:10.1007_s10898-022-01202-7. Full description at Econpapers || Download paper |
| 2023 | Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Discussion Paper. RePEc:tiu:tiucen:9bf2c16c-522f-4223-8037-ce88ed351cc3. Full description at Econpapers || Download paper |
| 2023 | Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Other publications TiSEM. RePEc:tiu:tiutis:9bf2c16c-522f-4223-8037-ce88ed351cc3. Full description at Econpapers || Download paper |
Works by Yong Bao:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Testing Convergence in Income Distribution* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
| 2004 | Reexamination of Economic Growth, Tax Policy, and Distributive Politics In: Review of Development Economics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Should We Demean the Data? In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2007 | FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2007 | THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION In: Econometric Theory. [Full Text][Citation analysis] | article | 25 |
| 2009 | FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2013 | FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 20 |
| 2013 | FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM In: Econometric Theory. [Full Text][Citation analysis] | article | 20 |
| 2009 | On skewness and kurtosis of econometric estimators In: Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
| 2013 | On existence of moment of mean reversion estimator in linear diffusion models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2014 | On the Fisher information matrix of a vector ARMA process In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2015 | Bias in the estimation of mean reversion in continuous-time Lévy processes In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2007 | Finite sample properties of maximum likelihood estimator in spatial models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
| 2007 | The second-order bias and mean squared error of estimators in time-series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
| 2004 | Bias of a Value-at-Risk estimator In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
| 2006 | Moments of the estimated Sharpe ratio when the observations are not IID In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
| 2013 | On the moments of ratios of quadratic forms in normal random variables In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2014 | Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2016 | A Selective Review of Aman Ullah’s Contributions to Econometrics In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2016 | Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2020 | Indirect Inference Estimation of Spatial Autoregressions In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2010 | General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2006 | Evaluating predictive performance of value-at-risk models in emerging markets: a reality check In: Journal of Forecasting. [Full Text][Citation analysis] | article | 93 |
| 2007 | 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; s In: Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
| 2009 | Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2013 | Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | The Special Issue in Honor of Anirudh Lal Nagar: An Introduction In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Analytical Finite Sample Econometrics: From A. L. Nagar to Now In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Analytical Finite Sample Econometrics-from A.L.Nagar to Now.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Indirect Inference Estimation of a First-Order Dynamic Panel Data Model In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Borderplex menu evidence for the law of one price: a convergence approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2013 | On Sample Skewness and Kurtosis In: Econometric Reviews. [Full Text][Citation analysis] | article | 9 |
| 2017 | Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
| 2018 | The asymptotic covariance matrix of the QMLE in ARMA models In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2016 | Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields? In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 8 |
| 2021 | Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle In: Spatial Economic Analysis. [Full Text][Citation analysis] | article | 0 |
| 2009 | Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Moment Approximation for Unit Root Models with Nonnormal Errors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | On the Exact Statistical Distribution of Econometric Estimators and Test Statistics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team