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Special issue: Contributions to spatial econometric

Bao, Yong (contributor) - 2014

Persistent link: https://www.econbiz.de/10011308142

Bao, Yong; Florax, Raymond J. G. M.; Le Gallo, Julie - In: International regional science review 37 (2014) 3, pp. 247-250

Persistent link: https://www.econbiz.de/10011308177

Reexamination of economic growth, tax policy, and distributive politics

Bao, Yong; Guo, Jang-ting - In: Review of development economics 8 (2004) 3, pp. 474-482

Persistent link: https://www.econbiz.de/10002157897

Estimation risk-adjusted sharpe ratio and fund performance ranking under a general return distribution

Bao, Yong - In: Journal of financial econometrics : official journal of … 7 (2009) 2, pp. 152-173

Persistent link: https://www.econbiz.de/10003826491

On sample skewness and kurtosis

Bao, Yong - In: Econometric reviews 32 (2013) 1/4, pp. 415-448

Persistent link: https://www.econbiz.de/10009717785

Asymmetric predictive abilities of nonlinear modes for stock returns : evidence from density forecast comparison

Bao, Yong; Lee, Tae-hwy - 2006

Persistent link: https://www.econbiz.de/10003350084

Comparing density forecast models

Bao, Yong; Lee, Tae-hwy; Saltoǧlu, Burak - In: Journal of forecasting 26 (2007) 3, pp. 203-225

Persistent link: https://www.econbiz.de/10003454467

Essays on finite sample inference and financial econometrics

Bao, Yong - 2004

Persistent link: https://www.econbiz.de/10003386763

Finite sample properties of maximum likelihood estimator in spatial models

Bao, Yong; Ullah, Aman - In: Journal of econometrics 137 (2007) 2, pp. 396-413

Persistent link: https://www.econbiz.de/10003441869

On Sample Skewness and Kurtosis

Bao, Yong - 2016

It is well documented in the literature that the sample skewness and excess kurtosis can be severely biased in finite samples. In this paper, we derive analytical results for their finite-sample biases up to the second order. In general, the bias results depend on the cumulants (up to the sixth...

Persistent link: https://www.econbiz.de/10012998043