Yong Bao : Citation Profile


Are you Yong Bao?

Purdue University

8

H index

6

i10 index

346

Citations

RESEARCH PRODUCTION:

37

Articles

6

Papers

4

Chapters

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 17
   Journals where Yong Bao has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 10 (2.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba507
   Updated: 2024-11-04    RAS profile: 2024-10-30    
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Relations with other researchers


Works with:

Ullah, Aman (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yong Bao.

Is cited by:

Kilian, Lutz (20)

Inoue, Atsushi (20)

Yang, Zhenlin (17)

Rossi, Francesca (14)

Guerron, Pablo (12)

Yu, Jun (9)

Jochmans, Koen (8)

Demos, Antonis (7)

Phillips, Peter (7)

Kiviet, Jan (6)

Kyriacou, Maria (6)

Cites to:

Phillips, Peter (32)

Ullah, Aman (23)

Lee, Lung-Fei (15)

Kiviet, Jan (15)

Yu, Jun (12)

Magnus, Jan (11)

Phillips, Garry (11)

Newey, Whitney (8)

Arellano, Manuel (8)

Hahn, Jinyong (8)

Prucha, Ingmar (8)

Main data


Where Yong Bao has published?


Journals with more than one article published# docs
Econometric Theory5
Econometric Reviews4
Journal of Econometrics3
Journal of Quantitative Economics3
Economics Letters3
Finance Research Letters2
Spatial Economic Analysis2
Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / University of California at Riverside, Department of Economics5

Recent works citing Yong Bao (2024 and 2023)


YearTitle of citing document
2023Dynamic 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

2024Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

Full description at Econpapers || Download paper

2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

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2023The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick. In: Papers. RePEc:arx:papers:2304.10349.

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2024Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958.

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2024Further Results on Pseudo?Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model. (2020). Iglesias, Emma. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:2:p:357-364.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2023Price 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.

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2023Higher-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.

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2023Indirect 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.

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2024Bias in local projections. (2024). Johannsen, Benjamin K ; Herbst, Edward P. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000010.

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2023Exploring 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.

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2023Identifying systemic risk of assets during international financial crises using Value at Risk elasticities. (2023). Fauzi, Fitriya ; Perera, Devmali ; Borer, Daniel ; Chau, Trinh Nguyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003484.

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2024Estimating spatial autoregressions under heteroskedasticity without searching for instruments. (2024). Bao, Yong. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000358.

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2023Documenting 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.

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2023Conditional 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.

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2023Optimising 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.

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2023Bias-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.

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2023Bias-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.

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2024Out?of?sample performance of bias?corrected estimators for diffusion processes. (2021). Guo, Ziyi. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:2:p:243-268.

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Works by Yong Bao:


YearTitleTypeCited
2009Testing Convergence in Income Distribution* In: Oxford Bulletin of Economics and Statistics.
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article8
2004Reexamination of Economic Growth, Tax Policy, and Distributive Politics In: Review of Development Economics.
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article3
2013Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model In: Journal of Time Series Econometrics.
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article0
2015Should We Demean the Data? In: Annals of Economics and Finance.
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article1
2007FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION In: Econometric Theory.
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article3
2007THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION In: Econometric Theory.
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article25
2009FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION In: Econometric Theory.
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article1
2013FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS In: Econometric Theory.
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article20
2013FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM In: Econometric Theory.
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article20
2009On skewness and kurtosis of econometric estimators In: Econometrics Journal.
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article1
2013On existence of moment of mean reversion estimator in linear diffusion models In: Economics Letters.
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article1
2014On the Fisher information matrix of a vector ARMA process In: Economics Letters.
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article5
2015Bias in the estimation of mean reversion in continuous-time Lévy processes In: Economics Letters.
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article2
2007Finite sample properties of maximum likelihood estimator in spatial models In: Journal of Econometrics.
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article40
2007The second-order bias and mean squared error of estimators in time-series models In: Journal of Econometrics.
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article57
2023Indirect inference estimation of dynamic panel data models In: Journal of Econometrics.
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article0
2004Bias of a Value-at-Risk estimator In: Finance Research Letters.
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article6
2006Moments of the estimated Sharpe ratio when the observations are not IID In: Finance Research Letters.
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article6
2013On the moments of ratios of quadratic forms in normal random variables In: Journal of Multivariate Analysis.
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article2
2024Estimating spatial autoregressions under heteroskedasticity without searching for instruments In: Regional Science and Urban Economics.
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article0
2006Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison In: Advances in Econometrics.
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chapter0
2014Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors In: Advances in Econometrics.
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chapter0
2016A Selective Review of Aman Ullah’s Contributions to Econometrics In: Advances in Econometrics.
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chapter0
2016Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models In: Advances in Econometrics.
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chapter0
2024Estimating Linear Dynamic Panels with Recentered Moments In: Econometrics.
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article0
2020Indirect Inference Estimation of Spatial Autoregressions In: Econometrics.
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article2
2010General-interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles In: Journal of Applied Econometrics.
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article9
2006Evaluating predictive performance of value-at-risk models in emerging markets: a reality check In: Journal of Forecasting.
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article97
2009Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution In: Journal of Financial Econometrics.
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article8
2013Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes In: Working Papers.
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paper1
2021The Special Issue in Honor of Anirudh Lal Nagar: An Introduction In: Journal of Quantitative Economics.
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article0
2021Analytical Finite Sample Econometrics: From A. L. Nagar to Now In: Journal of Quantitative Economics.
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article0
2021Analytical Finite Sample Econometrics-from A.L.Nagar to Now.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2021Indirect Inference Estimation of a First-Order Dynamic Panel Data Model In: Journal of Quantitative Economics.
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article2
2024Machine Learning-Facilitated Policy Intensity Analysis: A Proposed Procedure and Its Application In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
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article0
2009Borderplex menu evidence for the law of one price: a convergence approach In: Applied Economics Letters.
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article1
2013On Sample Skewness and Kurtosis In: Econometric Reviews.
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article9
2017Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process In: Econometric Reviews.
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article4
2018The asymptotic covariance matrix of the QMLE in ARMA models In: Econometric Reviews.
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article2
2023Indirect inference estimation of higher-order spatial autoregressive models In: Econometric Reviews.
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article1
2016Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields? In: Journal of Business & Economic Statistics.
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article8
2021Estimating a spatial autoregressive model with autoregressive disturbances based on the indirect inference principle In: Spatial Economic Analysis.
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article1
2023Heterogeneous spatial dynamic panels with an application to US housing data In: Spatial Economic Analysis.
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article0
2009Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications In: Working Papers.
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paper0
2014Moment Approximation for Unit Root Models with Nonnormal Errors In: Working Papers.
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paper0
2014Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process In: Working Papers.
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paper0
2020On the Exact Statistical Distribution of Econometric Estimators and Test Statistics In: Working Papers.
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paper0

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