Yongmiao Hong

Available identifiers

zbMath Open hong.yongmiaoWikidataQ102599288 ScholiaQ102599288MaRDI QIDQ193461

List of research outcomes

Publication	Date of Publication	Type
Time-varying forecast combination for factor-augmented regressions with smooth structural changes	2024-03-21	Paper
Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach	2024-02-13	Paper
Specification tests for time-varying coefficient models	2023-06-29	Paper
Penalized time-varying model averaging	2023-06-29	Paper
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH	2023-06-13	Paper
Forecasting interval-valued crude oil prices using asymmetric interval models	2022-11-18	Paper
Adjusted-range self-normalized confidence interval construction for censored dependent data	2022-11-16	Paper
Estimating functions and derivatives via adaptive penalized splines	2022-06-21	Paper
A score statistic for testing the presence of a stochastic trend in conditional variances	2022-04-20	Paper
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models	2022-03-09	Paper
Time-varying model averaging	2021-05-04	Paper
Solving Euler equations via two-stage nonparametric penalized splines	2021-05-04	Paper
Foundations of Modern Econometrics	2020-04-02	Paper
A model-free consistent test for structural change in regression possibly with endogeneity	2019-07-01	Paper
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS	2018-12-21	Paper
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM	2018-12-21	Paper
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling	2018-11-13	Paper
Threshold autoregressive models for interval-valued time series data	2018-10-12	Paper
Adaptive penalized splines for data smoothing	2018-08-14	Paper
On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators	2017-07-31	Paper
Generalized spectral testing for multivariate continuous-time models	2016-08-12	Paper
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS	2016-07-29	Paper
Granger causality in risk and detection of extreme risk spillover between financial markets	2016-07-04	Paper
Validating forecasts of the joint probability density of bond yields: can affine models beat random walk?	2016-06-10	Paper
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates	2016-05-27	Paper
A unified approach to validating univariate and multivariate conditional distribution models in time series	2014-08-07	Paper
Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes	2014-06-16	Paper
Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression	2013-11-06	Paper
A loss function approach to model specification testing and its relative efficiency	2013-09-25	Paper
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES	2012-03-29	Paper
CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION	2010-08-13	Paper
Some recent developments in nonparametric finance	2010-06-30	Paper
https://portal.mardi4nfdi.de/entity/Q3640356	2009-11-11	Paper
Has Chinese Stock Market Become Efficient? Evidence from a New Approach	2008-09-30	Paper
Central limit theorems for generalizedU-statistics with applications in nonparametric specification	2008-04-10	Paper
Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence	2006-10-24	Paper
Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models	2006-06-16	Paper
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form	2005-11-21	Paper
Testing for independence between two covariance stationary time series	2004-01-20	Paper
https://portal.mardi4nfdi.de/entity/Q4807275	2003-05-18	Paper
Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach	2002-07-30	Paper
TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS	2001-12-16	Paper
Generalized Spectral Tests for Serial Dependence	2001-07-03	Paper
Consistent Testing for Serial Correlation of Unknown Form	2001-05-17	Paper
A test for volatility spillover with application to exchange rates	2001-01-01	Paper
Consistent Specification Testing Via Nonparametric Series Regression	2000-08-02	Paper
One‐sided testing for conditional heteroskedasticity in time series models	2000-06-13	Paper
Testing for Pairwise Serial Independence Via the Empirical Distribution Function	1999-04-22	Paper

Research outcomes over time

Doctoral students

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