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A Monte Carlo power comparison of the classical and one-sided procedures for testing linear inequalities

Bao, Yong; Firoozi, Fathali; Lo, Melody - In: Journal of quantitative economics : official journal of … 6 (2008) 1/2, pp. 233-239

Persistent link: https://www.econbiz.de/10003906300

General-interest versus specialty journals : using intellectual influence of econometrics research to rank economics journals and articles

Bao, Yong; Lo, Melody; Mixon, Franklin G. - In: Journal of applied econometrics 25 (2010) 2, pp. 345-353

Persistent link: https://www.econbiz.de/10008667550

Borderplex menu evidence for the law of one price : a convergence approach

Bao, Yong; Fullerton, Thomas M.; Lien, Da-hsiang Donald - In: Applied economics letters 16 (2009) 16/18, pp. 1717-1720

Persistent link: https://www.econbiz.de/10003932323

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

On the Fisher information matrix of a vector ARMA process

Bao, Yong; Hua, Ying - In: Economics letters 123 (2014) 1, pp. 14-16

Persistent link: https://www.econbiz.de/10010399080

Evaluating predictive performance of value-at-risk models in emerging markets : a reality check

Bao, Yong; Lee, Tae-hwy; Saltoǧlu, Burak - In: Journal of forecasting 25 (2006) 2, pp. 101-128

Persistent link: https://www.econbiz.de/10003309378

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

Indirect inference estimation of spatial autoregressions

Bao, Yong; Liu, Xiaotian; Yang, Lihong - In: Econometrics : open access journal 8 (2020) 3/34, pp. 1-26

The ordinary least squares (OLS) estimator for spatial autoregressions may be consistent as pointed out by Lee (2002), provided that each spatial unit is influenced aggregately by a significant portion of the total units. This paper presents a unified asymptotic distribution result of the...

Persistent link: https://www.econbiz.de/10012295878