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Yong Bao
Yong Bao
Professor of Economics, Purdue University
Bestätigte E-Mail-Adresse bei purdue.edu
Titel
Zitiert von
Zitiert von
Jahr
Evaluating predictive performance of value‐at‐risk models in emerging markets: a reality check
Y Bao, TH Lee, B Saltoglu
Journal of forecasting 25 (2), 101-128, 2006
3342006
Comparing density forecast models
Y Bao, TH Lee, B Saltoğlu
Journal of Forecasting 26 (3), 203-225, 2007
1942007
School choice and academic performance: Some evidence from developing countries
J Tooley, Y Bao, P Dixon, J Merrifield
Journal of School Choice 5 (1), 1-39, 2011
1072011
The second-order bias and mean squared error of estimators in time-series models
Y Bao, A Ullah
Journal of Econometrics 140 (2), 650-669, 2007
952007
Finite sample properties of maximum likelihood estimator in spatial models
Y Bao, A Ullah
Journal of Econometrics 137 (2), 396-413, 2007
772007
Expectation of quadratic forms in normal and nonnormal variables with applications
Y Bao, A Ullah
Journal of Statistical Planning and Inference 140 (5), 1193-1205, 2010
562010
A test for density forecast comparison with applications to risk management
Y Bao, TH Lee, B Saltoglu
Department of Economics, UC Riverside, 2004
482004
Finite-sample bias of the QMLE in spatial autoregressive models
Y Bao
Econometric Theory 29 (1), 68-88, 2013
382013
Estimation risk-adjusted Sharpe ratio and fund performance ranking under a general return distribution
Y Bao
Journal of Financial Econometrics 7 (2), 152-173, 2009
372009
On sample skewness and kurtosis
Y Bao
Econometric Reviews 32 (4), 415-448, 2013
332013
The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution
Y Bao
Econometric Theory 23 (5), 1013-1021, 2007
322007
On the moments of ratios of quadratic forms in normal random variables
Y Bao, R Kan
Journal of Multivariate Analysis 117, 229-245, 2013
242013
Finite-sample moments of the coefficient of variation
Y Bao
Econometric Theory 25 (1), 291-297, 2009
232009
Moments of the estimated Sharpe ratio when the observations are not IID
Y Bao, A Ullah
Finance Research Letters 3 (1), 49-56, 2006
232006
Bias of a value-at-risk estimator
Y Bao, A Ullah
Finance Research Letters 1 (4), 241-249, 2004
212004
Testing convergence in income distribution
Y Bao, S Dhongde
Oxford Bulletin of Economics and Statistics 71 (2), 295-302, 2009
192009
General‐interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles
Y Bao, M Lo, FG Mixon Jr
Journal of Applied Econometrics 25 (2), 345-353, 2010
152010
Expectation of quadratic forms in normal and nonnormal variables with econometric applications
Y Bao, A Ullah
Unpublished manuscript, University of California, Riverside, 2006
142006
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
Y Bao, A Ullah, Y Wang
Econometric Reviews 36 (6-9), 1039-1056, 2017
132017
Indirect inference estimation of spatial autoregressions
Y Bao, X Liu, L Yang
Econometrics 8 (3), 34, 2020
112020
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