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Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong; Ullah, Aman; Wang, Yun; Yu, Jun - In: Economics letters 134 (2015), pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
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Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong; Ullah, Aman; Wang, Yun - In: Econometric reviews 36 (2017) 6/9, pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
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Analytical finite sample econometrics : from A. L. Nagar to now
Bao, Yong; Ullah, Aman - In: Journal of quantitative economics 19 (2021), pp. 17-37
Persistent link: https://www.econbiz.de/10013441704
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Special issue in honor of Anirudh Lal Nagar
Bao, Yong (ed.); Ullah, Aman (ed.);  … - 2021
Persistent link: https://www.econbiz.de/10013441796
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The asymptotic covariance matrix of the QMLE in ARMA models
Bao, Yong - In: Econometric reviews 37 (2018) 1/5, pp. 309-324
Persistent link: https://www.econbiz.de/10012038710
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Indirect inference estimation of a first-order dynamic panel data model
Bao, Yong - In: Journal of quantitative economics 19 (2021), pp. 79-98
Persistent link: https://www.econbiz.de/10013441709
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Indirect inference estimation of higher-order spatial autoregressive models
Bao, Yong - In: Econometric reviews 42 (2023) 3, pp. 247-280
Persistent link: https://www.econbiz.de/10014305506
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Estimating spatial autoregressions under heteroskedasticity without searching for instruments
Bao, Yong - In: Regional science and urban economics 106 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015070916
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Estimation bias and feasible conditional forecasts from the first-order moving average model
Bao, Yong; Zhang, Ru - In: Journal of time series econometrics 6 (2014) 1, pp. 63-80
Persistent link: https://www.econbiz.de/10010225248
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Are overall journal rankings a good mapping for article quality in specialty fields?
Lo, Melody; Bao, Yong - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 62-67
Persistent link: https://www.econbiz.de/10011691192