The following pages link to Yong Bao (Q276918):
Displaying 27 items.
- On the moments of ratios of quadratic forms in normal random variables (Q57675) (← links)
- Finite sample properties of maximum likelihood estimator in spatial models (Q276919) (← links)
- (Q391604) (redirect page) (← links)
- (Q451268) (redirect page) (← links)
- The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
- (Q529798) (redirect page) (← links)
- Bias in the estimation of mean reversion in continuous-time Lévy processes (Q529799) (← links)
- A general result on the estimation bias of ARMA models (Q1643799) (← links)
- Estimation bias and feasible conditional forecasts from the first-order moving average model (Q1695568) (← links)
- Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
- Price competition with integrated and decentralized supply chains (Q2379549) (← links)
- On existence of moment of mean reversion estimator in linear diffusion models (Q2442383) (← links)
- On the Fisher information matrix of a vector ARMA process (Q2453004) (← links)
- Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution (Q2886966) (← links)
- The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution (Q2886973) (← links)
- On skewness and kurtosis of econometric estimators (Q3161674) (← links)
- FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION (Q3551024) (← links)
- Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison (Q3571977) (← links)
- FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS (Q4917230) (← links)
- FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM (Q4917231) (← links)
- The asymptotic covariance matrix of the QMLE in ARMA models (Q5034253) (← links)
- On Sample Skewness and Kurtosis (Q5080552) (← links)
- Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors (Q5133505) (← links)
- Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process (Q5864661) (← links)
- (Q5889118) (← links)
- Indirect inference estimation of dynamic panel data models (Q6108289) (← links)
- Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields? (Q6667058) (← links)
