Yong Bao, Ph.D.
Affiliations: | 2004 | University of California, Riverside, Riverside, CA, United States |
Area:
Theory EconomicsGoogle:
"Yong Bao"Parents
Sign in to add mentor| Tae-Hwy Lee | grad student | 2004 | UC Riverside | |
| (Essays on finite sample inference and financial econometrics.) | ||||
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Publications
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| Bao Y. (2018) A general result on the estimation bias of ARMA models Journal of Statistical Planning and Inference. 197: 107-125 |
| Bao Y, Ullah A, Wang Y. (2017) The Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process Econometric Reviews. 36: 1039-1056 |
| Bao Y. (2016) Finite-sample bias of the conditional Gaussian maximum likelihood estimator in ARMA models Advances in Econometrics. 36: 207-244 |
| Bao Y. (2016) The asymptotic covariance matrix of the QMLE in ARMA models Econometric Reviews. 1-16 |
| Bao Y, Ullah A, Wang Y, et al. (2015) Bias in the estimation of mean reversion in continuous-time Lévy processes Economics Letters. 134: 16-19 |
| Bao Y. (2015) Should we demean the data? Annals of Economics and Finance. 16: 163-171 |
| Bao Y, Hua Y. (2014) On the Fisher Information Matrix of a Vector Arma Process Economics Letters. 123: 14-16 |
| Bao Y, Zhang R. (2013) Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model Journal of Time Series Econometrics. 6: 63-80 |
| Bao Y. (2013) On Sample Skewness and Kurtosis Econometric Reviews. 32: 415-448 |
| Bao Y. (2013) Finite-sample bias of the qmle in spatial autoregressive models Econometric Theory. 29: 68-88 |