| Evaluating predictive performance of value‐at‐risk models in emerging markets: a reality check Y Bao, TH Lee, B Saltoglu Journal of forecasting 25 (2), 101-128, 2006 | 342 | 2006 |
| Comparing density forecast models Y Bao, TH Lee, B Saltoğlu Journal of Forecasting 26 (3), 203-225, 2007 | 195 | 2007 |
| School choice and academic performance: Some evidence from developing countries J Tooley, Y Bao, P Dixon, J Merrifield Journal of School Choice 5 (1), 1-39, 2011 | 108 | 2011 |
| The second-order bias and mean squared error of estimators in time-series models Y Bao, A Ullah Journal of Econometrics 140 (2), 650-669, 2007 | 96 | 2007 |
| Finite sample properties of maximum likelihood estimator in spatial models Y Bao, A Ullah Journal of Econometrics 137 (2), 396-413, 2007 | 78 | 2007 |
| Expectation of quadratic forms in normal and nonnormal variables with applications Y Bao, A Ullah Journal of Statistical Planning and Inference 140 (5), 1193-1205, 2010 | 59 | 2010 |
| A test for density forecast comparison with applications to risk management Y Bao, TH Lee, B Saltoglu Department of Economics, UC Riverside, 2004 | 49 | 2004 |
| Estimation risk-adjusted Sharpe ratio and fund performance ranking under a general return distribution Y Bao Journal of Financial Econometrics 7 (2), 152-173, 2009 | 39 | 2009 |
| Finite-sample bias of the QMLE in spatial autoregressive models Y Bao Econometric Theory 29 (1), 68-88, 2013 | 38 | 2013 |
| On sample skewness and kurtosis Y Bao Econometric Reviews 32 (4), 415-448, 2013 | 34 | 2013 |
| The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution Y Bao Econometric Theory 23 (5), 1013-1021, 2007 | 31 | 2007 |
| On the moments of ratios of quadratic forms in normal random variables Y Bao, R Kan Journal of Multivariate Analysis 117, 229-245, 2013 | 25 | 2013 |
| Finite-sample moments of the coefficient of variation Y Bao Econometric Theory 25 (1), 291-297, 2009 | 23 | 2009 |
| Moments of the estimated Sharpe ratio when the observations are not IID Y Bao, A Ullah Finance Research Letters 3 (1), 49-56, 2006 | 23 | 2006 |
| Bias of a value-at-risk estimator Y Bao, A Ullah Finance Research Letters 1 (4), 241-249, 2004 | 21 | 2004 |
| Testing convergence in income distribution Y Bao, S Dhongde Oxford Bulletin of Economics and Statistics 71 (2), 295-302, 2009 | 19 | 2009 |
| General‐interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles Y Bao, M Lo, FG Mixon Jr Journal of Applied Econometrics 25 (2), 345-353, 2010 | 15 | 2010 |
| Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process Y Bao, A Ullah, Y Wang Econometric Reviews 36 (6-9), 1039-1056, 2017 | 13 | 2017 |
| Expectation of quadratic forms in normal and nonnormal variables with econometric applications Y Bao, A Ullah Unpublished manuscript, University of California, Riverside, 2006 | 13 | 2006 |
| Indirect inference estimation of spatial autoregressions Y Bao, X Liu, L Yang Econometrics 8 (3), 34, 2020 | 11 | 2020 |
