8
H index
7
i10 index
362
Citations
Yong Bao : Citation Profile
Purdue University | RESEARCH PRODUCTION: 40 Articles 6 Papers 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2004 - 2024). 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 |
| Econometric Reviews | 4 |
| Economics Letters | 3 |
| Journal of Quantitative Economics | 3 |
| Journal of Econometrics | 3 |
| Finance Research Letters | 2 |
| Journal of Forecasting | 2 |
| Oxford Bulletin of Economics and Statistics | 2 |
| Econometrics | 2 |
| Spatial Economic Analysis | 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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Unit Averaging for Heterogeneous Panels. (2024). Brownlees, Christian ; Morozov, Vladislav. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper |
| 2024 | Linear Regression with Weak Exogeneity. (2024). Sølvsten, Mikkel ; Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958. Full description at Econpapers || Download paper |
| 2024 | Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702. Full description at Econpapers || Download paper |
| 2024 | Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions. (2024). Shi, Zhentao ; Mei, Ziwei ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2410.09825. Full description at Econpapers || Download paper |
| 2025 | Finite-Sample Properties of Generalized Ridge Estimators for Nonlinear Models. (2025). Iwasawa, Masamune. In: Papers. RePEc:arx:papers:2504.19018. Full description at Econpapers || Download paper |
| 2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042. Full description at Econpapers || Download paper |
| 2025 | GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence. (2025). Pan, Hao ; Yang, Jing ; Lu, Fang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:205:y:2025:i:c:s016794732400197x. Full description at Econpapers || Download paper |
| 2025 | Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240. Full description at Econpapers || Download paper |
| 2024 | Bias in local projections. (2024). Herbst, Edward P ; Johannsen, Benjamin K. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000010. Full description at Econpapers || Download paper |
| 2024 | Threshold spatial autoregressive model. (2024). Lin, Wei. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001866. Full description at Econpapers || Download paper |
| 2025 | Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure. (2025). Hong, Yongmiao ; Dai, Siqi ; Li, Haiqi ; Zheng, Chaowen. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001368. Full description at Econpapers || Download paper |
| 2024 | Unexpected opportunities in misspecified predictive regressions. (2024). Deguest, Romain ; Coqueret, Guillaume. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:686-700. Full description at Econpapers || Download paper |
| 2025 | Study on the theme evolution and regional differences of new energy industrial policy based on natural language processing technology. (2025). Long, Ruyin ; Guo, Shilin ; Wu, Meifen ; Na, Jingwen. In: Energy. RePEc:eee:energy:v:331:y:2025:i:c:s0360544225024983. Full description at Econpapers || Download paper |
| 2024 | The spillover and comovement of downside and upside tail risks among crude oil futures markets. (2024). Yang, Hao ; Feng, Yun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005106. Full description at Econpapers || Download paper |
| 2024 | A False Discovery Rate approach to optimal volatility forecasting model selection. (2024). Baker, Paul L ; Platanakis, Emmanouil ; Hassanniakalager, Arman. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:881-902. Full description at Econpapers || Download paper |
| 2025 | Higher-Order Expansions for Estimators in the Presence of Nuisance Parameters. (2025). Rilstone, Paul. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:2:p:179-:d:1561930. Full description at Econpapers || Download paper |
| 2024 | Unexpected opportunities in misspecified predictive regressions. (2024). Deguest, Romain ; Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-04595355. Full description at Econpapers || Download paper |
| 2024 | The second-order bias and mean squared error of quantile regression estimators. (2024). Wang, HE ; Ullah, Aman ; Lee, Tae-Hwy. In: Indian Economic Review. RePEc:spr:inecre:v:59:y:2024:i:1:d:10.1007_s41775-023-00197-6. Full description at Econpapers || Download paper |
| 2025 | Semiparametric partially linear varying coefficient higher-order spatial autoregressive model. (2025). Li, Yanhui. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01681-2. Full description at Econpapers || Download paper |
| 2025 | Linear regression with weak exogeneity. (2025). Sølvsten, Mikkel ; Slvsten, Mikkel ; Mikusheva, Anna. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:367-403. 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 | 7 |
| 2024 | A Spatial Sample Selection Model In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 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 | 21 |
| 2013 | FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM.(2013) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2009 | On skewness and kurtosis of econometric estimators In: Econometrics Journal. [Full Text][Citation analysis] | article | 2 |
| 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 | 5 |
| 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 | 41 |
| 2007 | The second-order bias and mean squared error of estimators in time-series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 62 |
| 2023 | Indirect inference estimation of dynamic panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 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 | 3 |
| 2024 | Estimating spatial autoregressions under heteroskedasticity without searching for instruments In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 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 |
| 2024 | Estimating Linear Dynamic Panels with Recentered Moments In: Econometrics. [Full Text][Citation analysis] | article | 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 | 99 |
| 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; see Bao et al. (2004). 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: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Contributions to Spatial Econometrics In: International Regional Science Review. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2024 | Machine 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. [Full Text][Citation analysis] | article | 1 |
| 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 | 10 |
| 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 |
| 2023 | Indirect inference estimation of higher-order spatial autoregressive 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 |
| 2023 | Heterogeneous spatial dynamic panels with an application to US housing data In: Spatial Economic Analysis. [Full Text][Citation analysis] | article | 1 |
| 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. Last updated December, 22 2025. Contact: CitEc Team