Information about:
Yong Bao

Other registered authors

Email:
Homepage:
Postal Address: Department of Economics, Purdue University, 403 West State St, West Lafayette, IN 47907
Phone:

Affiliation

• Department of Economics
  Krannert School of Management
  Purdue University

  Location: West Lafayette, Indiana (United States)
  Homepage: http://www.krannert.purdue.edu/academics/economics/
  Email:
  Phone: 765-494-4449
  Fax: 765-494-9658
  Postal: 1310 Krannert Building, West Lafayette, IN 47907-1310
  Handle: RePEc:edi:depurus (registered authors at this institution)

Working papers

1. Yong Bao & Aman Ullah, 2009. "Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications," Working Papers 200907, University of California at Riverside, Department of Economics, revised Jun 2009. [Downloadable!]

1. Yong Bao, 2009. "Estimation Risk-Adjusted Sharpe Ratio and Fund Performance Ranking under a General Return Distribution," Journal of Financial Econometrics, Oxford University Press, vol. 7(2), pages 152-173, Spring. [Downloadable!] (restricted)

2. Yong Bao & Shatakshee Dhongde, 2009. "Testing Convergence in Income Distribution," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 295-302, 04. [Downloadable!] (restricted)

3. Yong Bao & Aman Ullah, 2009. "On skewness and kurtosis of econometric estimators," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 232-247, 07. [Downloadable!] (restricted)

4. Bao, Yong, 2009. "Finite-Sample Moments Of The Coefficient Of Variation," Econometric Theory, Cambridge University Press, vol. 25(01), pages 291-297, February. [Downloadable!]

5. Bao, Yong & Ullah, Aman, 2007. "The second-order bias and mean squared error of estimators in time-series models," Journal of Econometrics, Elsevier, vol. 140(2), pages 650-669, October. [Downloadable!] (restricted)

6. Bao, Yong, 2007. "The Approximate Moments Of The Least Squares Estimator For The Stationary Autoregressive Model Under A General Error Distribution," Econometric Theory, Cambridge University Press, vol. 23(05), pages 1013-1021, October. [Downloadable!]

7. Tae-Hwy Lee & Yong Bao & Burak Saltoğlu, 2007. "Comparing density forecast models

   Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 203-225. [Downloadable!]

8. Bao, Yong, 2007. "Finite-Sample Properties Of Forecasts From The Stationary First-Order Autoregressive Model Under A General Error Distribution," Econometric Theory, Cambridge University Press, vol. 23(04), pages 767-773, August. [Downloadable!]

9. Bao, Yong & Ullah, Aman, 2007. "Finite sample properties of maximum likelihood estimator in spatial models," Journal of Econometrics, Elsevier, vol. 137(2), pages 396-413, April. [Downloadable!] (restricted)

10. Bao, Yong & Ullah, Aman, 2006. "Moments of the estimated Sharpe ratio when the observations are not IID," Finance Research Letters, Elsevier, vol. 3(1), pages 49-56, March. [Downloadable!] (restricted)

11. Tae-Hwy Lee & Yong Bao & Burak Saltoglu, 2006. "Evaluating predictive performance of value-at-risk models in emerging markets: a reality check," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(2), pages 101-128. [Downloadable!]

12. Bao, Yong & Ullah, Aman, 2004. "Bias of a Value-at-Risk estimator," Finance Research Letters, Elsevier, vol. 1(4), pages 241-249, December. [Downloadable!] (restricted)

13. Yong Bao & Jang-Ting Guo, 2004. "Reexamination of Economic Growth, Tax Policy, and Distributive Politics," Review of Development Economics, Blackwell Publishing, vol. 8(3), pages 474-482, 08. [Downloadable!] (restricted)

14. RePEc:cup:etheor:v:23:y:2007:i:05:p:1013-1021 is not listed on IDEAS

15. RePEc:cup:etheor:v:23:y:2007:i:04:p:767-773 is not listed on IDEAS

This page was last updated on 2009-11-16.