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1

Probability and Statistics for Economists || Introduction to Probability and Statistics

Year:

2018

Language:

english

File:

PDF, 590 KB

english, 2018

2

Probability and Statistics for Economists || FRONT MATTER

Year:

2017

Language:

english

File:

PDF, 419 KB

english, 2017

3

Autonomy and Incentives in Chinese State Enterprises

Theodore Groves, Yongmiao Hong, John McMillan and Barry Naughton

Journal:

Quarterly Journal of Economics

Year:

1994

Language:

english

File:

PDF, 531 KB

english, 1994

4

China's Evolving Managerial Labor Market

Theodore Groves, Yongmiao Hong, John McMillan and Barry Naughton

Journal:

Journal of Political Economy

Year:

1995

Language:

english

File:

PDF, 395 KB

english, 1995

5

Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling

Yang, Wei, Han, Ai, Hong, Yongmiao, Wang, Shouyang

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 472 KB

english, 2016

6

One-sided testing for conditional heteroskedasticity in time series models

Journal:

Journal of Time Series Analysis

Year:

1997

Language:

english

File:

PDF, 392 KB

english, 1997

7

Are corporate bond market returns predictable?

Yongmiao Hong, Hai Lin, Chunchi Wu

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 519 KB

english, 2012

8

TESTING FOR SMOOTH STRUCTURAL CHANGES IN TIME SERIES MODELS VIA NONPARAMETRIC REGRESSION

Bin Chen and Yongmiao Hong

Journal:

Year:

2012

Language:

english

File:

PDF, 2.06 MB

english, 2012

9

Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach

Ke, Xiao, Chen, Haiqiang, Hong, Yongmiao, Hsiao, Cheng

Journal:

China Economic Review

Year:

2017

Language:

english

File:

PDF, 800 KB

english, 2017

10

Out-of-sample forecasts of China's economic growth and inflation using rolling weighted least squares

Sun, Yuying, Hong, Yongmiao, Wang, Shouyang

Journal:

Journal of Management Science and Engineering

Year:

2019

Language:

english

File:

PDF, 525 KB

english, 2019

11

TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS-SPECTRUM APPROACH

Nadine McCloud, Yongmiao Hong

Journal:

International Economic Review

Year:

2011

Language:

english

File:

PDF, 535 KB

english, 2011

12

Modeling the dynamics of Chinese spot interest rates

Yongmiao Hong, Hai Lin, Shouyang Wang

Journal:

Journal of Banking & Finance

Year:

2010

Language:

english

File:

PDF, 384 KB

english, 2010

13

Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models

Hong, Yongmiao, Lee, Tae-Hwy

Journal:

Review of Economics and Statistics

Year:

2004

File:

PDF, 12 KB

2004

14

Nowcasting China’s GDP Using a Bayesian Approach

Zhang, Yixiao, Yu, Cindy L., Li, Haitao, Hong, Yongmiao

Journal:

Journal of Management Science and Engineering

Year:

2018

Language:

english

File:

PDF, 582 KB

english, 2018

15

A General Approach to Testing Volatility Models in Time Series

Hong, Yongmiao, Lee, Yoon-Jin

Journal:

Journal of Management Science and Engineering

Year:

2017

Language:

english

File:

PDF, 525 KB

english, 2017

16

China's Evolving Managerial Labor Market

Groves, Theodore, Hong, Yongmiao, McMillan, John, Naughton, Barry

Journal:

Journal of Political Economy

Year:

1995

Language:

english

File:

PDF, 321 KB

english, 1995

17

Interval Time Series Analysis with an Application to the Sterling-Dollar Exchange Rate

Ai HAN, Yongmiao HONG, K. K. LAI, Shouyang WANG

Journal:

Journal of Systems Science and Complexity

Year:

2008

Language:

english

File:

PDF, 537 KB

english, 2008

18

Generalized spectral tests for serial dependence

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2000

Language:

english

File:

PDF, 492 KB

english, 2000

19

Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models

Yongmiao Hong, Chihwa Kao

Journal:

Year:

2004

Language:

english

File:

PDF, 404 KB

english, 2004

20

Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence

Yongmiao Hong, Halbert White

Journal:

Year:

2005

Language:

english

File:

PDF, 426 KB

english, 2005

21

Generalized spectral testing for multivariate continuous-time models

Bin Chen, Yongmiao Hong

Journal:

Journal of Econometrics

Year:

2011

Language:

english

File:

PDF, 541 KB

english, 2011

22

Consistent Specification Testing Via Nonparametric Series Regression

Hong, Yongmiao, White, Halbert

Journal:

Year:

1995

Language:

english

File:

PDF, 572 KB

english, 1995

23

Misspecification test methods in econometrics

Cai, Zongwu, Hong, Yongmiao, Li, Qi

Journal:

Journal of Econometrics

Year:

2014

Language:

english

File:

PDF, 246 KB

english, 2014

24

Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models

Yongmiao Hong, Haitao Li and Feng Zhao

Journal:

Journal of Business and Economic Statistics

Year:

2004

Language:

english

File:

PDF, 748 KB

english, 2004

25

Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach

Journal:

Journal of the American Statistical Association

Year:

1999

Language:

english

File:

PDF, 2.16 MB

english, 1999

26

Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach

Journal:

Journal of the American Statistical Association

Year:

1999

Language:

english

File:

PDF, 1.63 MB

english, 1999

27

Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation

Hong, Yongmiao, Tu, Jun, Zhou, Guofu

Journal:

Review of Financial Studies

Year:

2007

Language:

english

File:

PDF, 286 KB

english, 2007

28

A LOSS FUNCTION APPROACH TO MODEL SPECIFICATION TESTING AND ITS RELATIVE EFFICIENCY

Yongmiao Hong and Yoon-Jin Lee

Journal:

The Annals of Statistics

Year:

2013

Language:

english

File:

PDF, 2.97 MB

english, 2013

29

Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models

Hong, Yongmiao, Li, Haitao, Zhao, Feng

Journal:

Journal of Business and Economic Statistics

Year:

2004

Language:

english

File:

PDF, 767 KB

english, 2004

30

Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation

Yongmiao Hong, Jun Tu and Guofu Zhou

Journal:

Review of Financial Studies

Year:

2007

Language:

english

File:

PDF, 3.24 MB

english, 2007

31

Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates

Yongmiao Hong and Haitao Li

Journal:

Review of Financial Studies

Year:

2005

Language:

english

File:

PDF, 1.52 MB

english, 2005

32

A loss function approach to model specification testing and its relative efficiency

Hong, Yongmiao, Lee, Yoon-Jin

Journal:

The Annals of Statistics

Year:

2013

Language:

english

File:

PDF, 397 KB

english, 2013

33

Advance in theoretical econometrics—Essays in honor of Takeshi Amemiya

Cai, Zongwu, Hong, Yongmiao, Hsiao, Cheng

Journal:

Journal of Econometrics

Year:

2018

Language:

english

File:

PDF, 1.06 MB

english, 2018

34

Threshold autoregressive models for interval-valued time series data

Sun, Yuying, Han, Ai, Hong, Yongmiao, Wang, Shouyang

Journal:

Journal of Econometrics

Year:

2018

Language:

english

File:

PDF, 1.06 MB

english, 2018

35

Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling

Sun, Yuying, Zhang, Xun, Hong, Yongmiao, Wang, Shouyang

Journal:

Energy Economics

Year:

2018

Language:

english

File:

PDF, 678 KB

english, 2018

36

A model-free consistent test for structural change in regression possibly with endogeneity

Fu, Zhonghao, Hong, Yongmiao

Journal:

Journal of Econometrics

Year:

2018

Language:

english

File:

PDF, 786 KB

english, 2018

37

Estimating functions and derivatives via adaptive penalized splines

Yang, Lianqiang, Ding, Mengzhen, Hong, Yongmiao, Wang, Xuejun

Journal:

Communications in Statistics - Simulation and Computation

Year:

2019

Language:

english

File:

PDF, 2.02 MB

english, 2019

38

Time-varying model averaging

Sun, Yuying, Hong, Yongmiao, Lee, Tae-Hwy, Wang, Shouyang, Zhang, Xinyu

Journal:

Journal of Econometrics

Year:

2020

File:

PDF, 2.62 MB

2020

39

Model-free evaluation of directional predictability in foreign exchange markets

Jaehun Chung, Yongmiao Hong

Journal:

Journal of Applied Econometrics

Year:

2007

Language:

english

File:

PDF, 280 KB

english, 2007

40

An empirical study on information spillover effects between the Chinese copper futures market and spot market

Xiangli Liu, Siwei Cheng, Shouyang Wang, Yongmiao Hong, Yi Li

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2008

Language:

english

File:

PDF, 598 KB

english, 2008

41

Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?

Alexei V. Egorov, Yongmiao Hong, Haitao Li

Journal:

Journal of Econometrics

Year:

2006

Language:

english

File:

PDF, 420 KB

english, 2006

42

Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates

Yongmiao Hong, Haitao Li, Feng Zhao

Journal:

Journal of Econometrics

Year:

2007

Language:

english

File:

PDF, 681 KB

english, 2007

43

Granger causality in risk and detection of extreme risk spillover between financial markets

Yongmiao Hong, Yanhui Liu, Shouyang Wang

Journal:

Journal of Econometrics

Year:

2009

Language:

english

File:

PDF, 2.78 MB

english, 2009

44

Guest editors’ introduction

Chung-Ming Kuan, Yongmiao Hong

Journal:

Journal of Econometrics

Year:

2009

Language:

english

File:

PDF, 310 KB

english, 2009

45

A test for volatility spillover with application to exchange rates

Journal:

Journal of Econometrics

Year:

2001

Language:

english

File:

PDF, 278 KB

english, 2001

46

Testing for pairwise serial independence via the empirical distribution function

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

1998

Language:

english

File:

PDF, 1.17 MB

english, 1998

47

Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form

Hong, Yongmiao, Lee, Yoon-Jin

Journal:

Review of Economic Studies

Year:

2005

Language:

english

File:

PDF, 499 KB

english, 2005

48

Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes

Yongmiao Hong, Yoon-Jin Lee

Journal:

Journal of Time Series Analysis

Year:

2011

Language:

english

File:

PDF, 905 KB

english, 2011

49

Financial volatility forecasting with range-based autoregressive volatility model

Hongquan Li, Yongmiao Hong

Journal:

Finance Research Letters

Year:

2011

Language:

english

File:

PDF, 305 KB

english, 2011

50

Performance of an ANAMMOX reactor treating wastewater generated by antibiotic and starch production processes

Hong Yao, Hao Liu, Yongmiao He, Shujun Zhang, Peizhe Sun, Chinghua Huang

Journal:

Frontiers of Environmental Science & Engineering

Year:

2012

Language:

english

File:

PDF, 956 KB

english, 2012