Year |
Citation |
Score |
2018 |
Bao Y. A general result on the estimation bias of ARMA models Journal of Statistical Planning and Inference. 197: 107-125. DOI: 10.1016/J.Jspi.2018.01.001 |
0.436 |
|
2017 |
Bao Y, Ullah A, Wang Y. The Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process Econometric Reviews. 36: 1039-1056. DOI: 10.1080/07474938.2017.1307977 |
0.436 |
|
2016 |
Bao Y. Finite-sample bias of the conditional Gaussian maximum likelihood estimator in ARMA models Advances in Econometrics. 36: 207-244. DOI: 10.1108/S0731-905320160000036015 |
0.359 |
|
2016 |
Bao Y. The asymptotic covariance matrix of the QMLE in ARMA models Econometric Reviews. 1-16. DOI: 10.1080/07474938.2016.1140287 |
0.418 |
|
2015 |
Bao Y, Ullah A, Wang Y, Yu J. Bias in the estimation of mean reversion in continuous-time Lévy processes Economics Letters. 134: 16-19. DOI: 10.1016/J.Econlet.2015.06.002 |
0.408 |
|
2015 |
Bao Y. Should we demean the data? Annals of Economics and Finance. 16: 163-171. |
0.322 |
|
2014 |
Bao Y, Hua Y. On the Fisher Information Matrix of a Vector Arma Process Economics Letters. 123: 14-16. DOI: 10.1016/J.Econlet.2014.01.019 |
0.331 |
|
2013 |
Bao Y, Zhang R. Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model Journal of Time Series Econometrics. 6: 63-80. DOI: 10.1515/Jtse-2013-0015 |
0.537 |
|
2013 |
Bao Y. On Sample Skewness and Kurtosis Econometric Reviews. 32: 415-448. DOI: 10.1080/07474938.2012.690665 |
0.336 |
|
2013 |
Bao Y. Finite-sample bias of the qmle in spatial autoregressive models Econometric Theory. 29: 68-88. DOI: 10.1017/S0266466612000229 |
0.429 |
|
2013 |
Bao Y, Ullah A, Zinde-Walsh V. On existence of moment of mean reversion estimator in linear diffusion models Economics Letters. 120: 146-148. DOI: 10.1016/J.Econlet.2013.04.024 |
0.389 |
|
2010 |
Bao Y, Ullah A. Expectation of quadratic forms in normal and nonnormal variables with applications Journal of Statistical Planning and Inference. 140: 1193-1205. DOI: 10.1016/J.Jspi.2009.11.002 |
0.372 |
|
2009 |
Bao Y, Dhongde S. Testing Convergence in Income Distribution Oxford Bulletin of Economics and Statistics. 71: 295-302. DOI: 10.1111/J.1468-0084.2008.00514.X |
0.417 |
|
2009 |
Bao Y, Ullah A. On skewness and kurtosis of econometric estimators Econometrics Journal. 12: 232-247. DOI: 10.1111/J.1368-423X.2009.00289.X |
0.44 |
|
2009 |
Bao Y. Estimation risk-adjusted sharpe ratio and fund performance ranking under a general return distribution Journal of Financial Econometrics. 7: 152-173. DOI: 10.1093/Jjfinec/Nbn022 |
0.409 |
|
2009 |
Bao Y. Finite-sample moments of the coefficient of variation Econometric Theory. 25: 291-297. DOI: 10.1017/S0266466608090555 |
0.38 |
|
2007 |
Bao Y. The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution Econometric Theory. 23: 1013-1021. DOI: 10.1017/S0266466607070405 |
0.415 |
|
2007 |
Bao Y. Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution Econometric Theory. 23: 767-773. DOI: 10.1017/S0266466607070338 |
0.339 |
|
2007 |
Bao Y, Ullah A. The Second-Order Bias and Mean Squared Error of Estimators in Time Series Models Journal of Econometrics. 140: 650-669. DOI: 10.1016/J.Jeconom.2006.07.007 |
0.442 |
|
2007 |
Bao Y, Ullah A. Finite sample properties of maximum likelihood estimator in spatial models Journal of Econometrics. 137: 396-413. DOI: 10.1016/J.Jeconom.2005.08.006 |
0.446 |
|
2007 |
Bao Y, Lee T, Saltoğlu B. Comparing Density Forecast Models Journal of Forecasting. 26: 203-225. DOI: 10.1002/For.1023 |
0.444 |
|
2006 |
Bao Y, Ullah A. Moments of the estimated Sharpe ratio when the observations are not IID Finance Research Letters. 3: 49-56. DOI: 10.1016/J.Frl.2005.11.001 |
0.398 |
|
2006 |
Bao Y, Lee T, Saltoglu B. Evaluating Predictive Performance of Value-at-Risk Models in Emerging Markets: A Reality Check Journal of Forecasting. 25: 101-128. DOI: 10.1002/For.977 |
0.452 |
|
2004 |
Bao Y, Ullah A. Bias of a Value-at-Risk estimator Finance Research Letters. 1: 241-249. DOI: 10.1016/J.Frl.2004.07.001 |
0.401 |
|
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