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Yongmiao Hong

Institution: University of Chinese Academy of Sciences

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://people.ucas.ac.cn/~ymhong?language=en

First Publication: 1994

Most Recent: 2025

RePEc ID: pho691 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 12.85 2.02 0.76 15.62 98%
Last 10 Years 0.00 16.89 4.71 0.76 22.35 98%
All Time 8.07 37.20 12.78 0.76 58.81 98%

Publication Statistics

Raw Publications 48
Coauthorship-Adjusted Count 34.94

Publications (48)

Year Article Journal Tier Authors
2025 Structural stability of functional data — A new adjusted-range-based self-normalization approach Economics Letters C 4
2025 Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure Journal of Econometrics A 4
2025 Forecasting Inflation Using Economic Narratives Journal of Business & Economic Statistics A 4
2024 Regularized Gmm for Time‐varying Models with Applications to Asset Pricing International Economic Review B 3
2024 Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach Journal of Econometrics A 5
2024 Time-varying forecast combination for factor-augmented regressions with smooth structural changes Journal of Econometrics A 3
2024 Estimating and testing for smooth structural changes in moment condition models Journal of Econometrics A 3
2024 Climate change and crude oil prices: An interval forecast model with interval-valued textual data Energy Economics A 5
2024 Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach Energy Economics A 4
2023 Specification tests for time-varying coefficient models Journal of Econometrics A 4
2023 ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH Econometric Theory B 3
2023 Fast estimation of a large TVP-VAR model with score-driven volatilities Journal of Economic Dynamics and Control B 3
2023 Testing for structural changes in large dimensional factor models via discrete Fourier transform Journal of Econometrics A 3
2023 Penalized time-varying model averaging Journal of Econometrics A 4
2022 A score statistic for testing the presence of a stochastic trend in conditional variances Economics Letters C 4
2022 Adjusted-range self-normalized confidence interval construction for censored dependent data Economics Letters C 4
2021 Time-varying model averaging Journal of Econometrics A 5
2021 Solving Euler equations via two-stage nonparametric penalized splines Journal of Econometrics A 3
2019 A model-free consistent test for structural change in regression possibly with endogeneity Journal of Econometrics A 2
2019 Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling Energy Economics A 4
2018 CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH Econometric Theory B 2
2018 Threshold autoregressive models for interval-valued time series data Journal of Econometrics A 4
2017 Testing Strict Stationarity with Applications to Macroeconomic Time Series International Economic Review B 3
2016 DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS Econometric Theory B 2
2014 A unified approach to validating univariate and multivariate conditional distribution models in time series Journal of Econometrics A 2
2014 Time-varying Granger causality tests for applications in global crude oil markets Energy Economics A 5
2013 How smooth is price discovery? Evidence from cross-listed stock trading Journal of International Money and Finance B 3
2012 TESTING FOR THE MARKOV PROPERTY IN TIME SERIES Econometric Theory B 2
2012 Are corporate bond market returns predictable? Journal of Banking & Finance B 3
2011 Generalized spectral testing for multivariate continuous-time models Journal of Econometrics A 2
2010 CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION Econometric Theory B 2
2010 Modeling the dynamics of Chinese spot interest rates Journal of Banking & Finance B 3
2009 Guest editors' introduction Journal of Econometrics A 2
2009 Granger causality in risk and detection of extreme risk spillover between financial markets Journal of Econometrics A 3
2007 AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM Econometric Theory B 2
2007 Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates Journal of Econometrics A 3
2006 Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? Journal of Econometrics A 3
2006 Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation The Review of Financial Studies A 3
2005 Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form Review of Economic Studies S 2
2005 Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates The Review of Financial Studies A 1
2004 ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models Review of Economics and Statistics A 2
2003 DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS Econometric Theory B 2
2003 Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models Review of Economics and Statistics A 2
2001 TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS Econometric Theory B 2
2001 ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS Econometric Theory B 2
2001 A test for volatility spillover with application to exchange rates Journal of Econometrics A 1
1995 China's Evolving Managerial Labor Market. Journal of Political Economy S 4
1994 Autonomy and Incentives in Chinese State Enterprises Quarterly Journal of Economics S 4