Narrow search
Showing 1 - 10 of 16
Cover Image
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
Bao, Yong; Lee, Tae-Hwy; Saltoglu, Burak - In: Journal of forecasting 25 (2006) 2, pp. 101-128
Persistent link: https://www.econbiz.de/10006871319
Cover Image
On existence of moment of mean reversion estimator in linear diffusion models
Bao, Yong; Ullah, Aman; Zinde-Walsh, Victoria - In: Economics letters 120 (2013) 2, pp. 146-148
Persistent link: https://www.econbiz.de/10010137747
Cover Image
The second-order bias and mean squared error of estimators in time-series models
Bao, Yong; Ullah, Aman - In: Journal of econometrics 140 (2007) 2, pp. 650-669
Persistent link: https://www.econbiz.de/10007761419
Cover Image
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong; Abadir, K.M.; Hadri, K.; Abadir, K.M.; Lucas, A. - In: Econometric theory 23 (2007) 5, pp. 1013-1021
Persistent link: https://www.econbiz.de/10007762698
Cover Image
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong; Bao, Y.; Ullah, A.; Box, G.E.P.; Jenkins, G.M.; … - In: Econometric theory 23 (2007) 4, pp. 767
Persistent link: https://www.econbiz.de/10007732412
Cover Image
Finite sample properties of maximum likelihood estimator in spatial models
Bao, Yong; Ullah, Aman - In: Journal of econometrics 137 (2007) 2, pp. 396-413
Persistent link: https://www.econbiz.de/10007604726
Cover Image
Testing Convergence in Income Distribution
Bao, Yong; Dhongde, Shatakshee - In: Oxford bulletin of economics and statistics 71 (2009) 2, pp. 295
Persistent link: https://www.econbiz.de/10008209997
Cover Image
Optimal selection of obsolescence mitigation strategies using a restless bandit model
Anderson, Edward J.; Bao, Yong - In: European journal of operational research : EJOR 200 (2010) 1, pp. 170-181
Persistent link: https://www.econbiz.de/10008349341
Cover Image
FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION
Bao, Yong - In: Econometric theory 25 (2009) 1, pp. 291-297
Persistent link: https://www.econbiz.de/10008163712