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Yong Bao

Global rank #4410 95%

Institution: Purdue University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://web.ics.purdue.edu/~ybao/

First Publication: 2007

Most Recent: 2024

RePEc ID: pba507 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 2.68 0.00 4.69
Last 10 Years 0.00 2.01 2.68 0.00 6.70
All Time 0.00 4.02 13.74 0.00 22.87

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 20.03

Publications (15)

Year Article Journal Tier Authors
2024 A Spatial Sample Selection Model Oxford Bulletin of Economics and Statistics B 3
2024 Estimating spatial autoregressions under heteroskedasticity without searching for instruments Regional Science and Urban Economics B 1
2023 Indirect inference estimation of dynamic panel data models Journal of Econometrics A 2
2016 Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields? Journal of Business & Economic Statistics A 2
2015 Bias in the estimation of mean reversion in continuous-time Lévy processes Economics Letters C 4
2014 On the Fisher information matrix of a vector ARMA process Economics Letters C 2
2013 FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS Econometric Theory B 1
2013 FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM Econometric Theory B 1
2013 On existence of moment of mean reversion estimator in linear diffusion models Economics Letters C 3
2009 Testing Convergence in Income Distribution* Oxford Bulletin of Economics and Statistics B 2
2009 FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION Econometric Theory B 1
2007 FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION Econometric Theory B 1
2007 THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION Econometric Theory B 1
2007 Finite sample properties of maximum likelihood estimator in spatial models Journal of Econometrics A 2
2007 The second-order bias and mean squared error of estimators in time-series models Journal of Econometrics A 2