Yong Bao

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Indirect inference estimation of higher-order spatial autoregressive models	2023-07-25	Paper
Indirect inference estimation of dynamic panel data models	2023-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q5889118	2023-04-27	Paper
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process	2022-06-08	Paper
On Sample Skewness and Kurtosis	2022-05-31	Paper
The asymptotic covariance matrix of the QMLE in ARMA models	2022-02-24	Paper
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors	2020-11-10	Paper
A general result on the estimation bias of ARMA models	2018-06-20	Paper
Estimation bias and feasible conditional forecasts from the first-order moving average model	2018-02-07	Paper
Bias in the estimation of mean reversion in continuous-time Lévy processes	2017-06-09	Paper
Finite sample properties of maximum likelihood estimator in spatial models	2016-05-04	Paper
https://portal.mardi4nfdi.de/entity/Q2926987	2014-11-03	Paper
On the Fisher information matrix of a vector ARMA process	2014-06-06	Paper
On existence of moment of mean reversion estimator in linear diffusion models	2014-04-03	Paper
On the moments of ratios of quadratic forms in normal random variables	2014-01-10	Paper
On the moments of ratios of quadratic forms in normal random variables	2013-05-01	Paper
FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS	2013-04-29	Paper
FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM	2013-04-29	Paper
The second-order bias and mean squared error of estimators in time-series models	2012-09-23	Paper
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	2012-05-14	Paper
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	2012-05-14	Paper
On skewness and kurtosis of econometric estimators	2010-10-15	Paper
Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison	2010-06-30	Paper
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION	2010-04-08	Paper
Price competition with integrated and decentralized supply chains	2010-03-19	Paper
Expectation of quadratic forms in normal and nonnormal variables with applications	2010-02-26	Paper

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