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Information about:
Yong Bao

Personal Details | Affiliation | Works
This is information that was supplied by Yong Bao in registering through RePEc. If you are Yong Bao , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Yong
Middle Name:
Last Name: Bao
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RePEc Short-ID: pba507

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Homepage:

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

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Works

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Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

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!]


Articles

  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


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


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.