Yongmiao Hong

发表

Forecasting in data-rich environments

Luís Aguiar Conraria, Yongmiao Hong, 2004 .

Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach

Xiaobo Zhang, Yongmiao Hong, Dabin Wang, 2005 .

Adaptive penalized splines for data smoothing

Yongmiao Hong, Lian-Qiang Yang, Yongmiao Hong, 2017, Comput. Stat. Data Anal..

Lecture Notes on ADVANCED ECONOMETRICS

Yongmiao Hong, Yongmiao Hong, 2006 .

Forecasting in Data-Rich Environments: An Application to Inflation Rates ∗

Yongmiao Hong, Luís Aguiar-Conraria, 2006 .

On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators

Pierre Duchesne, Yongmiao Hong, P. Duchesne, 2016 .

Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series

Yongmiao Hong, 1994 .

Has Chinese Stock Market Become Efficient? Evidence from a New Approach

Max Chen, Yongmiao Hong, Yongmiao Hong, 2003, International Conference on Computational Science.

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

Kin Keung Lai, Shouyang Wang, Yongmiao Hong, 2008, J. Syst. Sci. Complex..

Estimating functions and derivatives via adaptive penalized splines

Xuejun Wang, Yongmiao Hong, Lianqiang Yang, 2019, Commun. Stat. Simul. Comput..

Estimating and Testing for Smooth Structural Changes in Moment Condition Models

Haiqi Li, Yongmiao Hong, Jin Zhou, 2021, SSRN Electronic Journal.

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

Yongmiao Hong, Yongmiao Hong, 1999 .

One‐sided testing for conditional heteroskedasticity in time series models

Yongmiao Hong, Yongmiao Hong, 1997 .

Consistent Testing for Serial Correlation of Unknown Form

Yongmiao Hong, Yongmiao Hong, 1996 .

Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city

Shuangge Ma, Yongmiao Hong, Jinqiu Yang, 2016 .

Financial Volatility Forecasting with Range-based Autoregressive Volatility Model

Yongmiao Hong, Hongquan Li, Yongmiao Hong, 2011 .

Model-Free Evaluation of Directional Predictability in Foreign Exchange Markets

Yongmiao Hong, Yongmiao Hong, J. Chung, 2007 .

Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression

Bin Chen, Yongmiao Hong, Yongmiao Hong, 2012 .

Forecasting of Interval-valued Crude Oil Prices with Autoregressive Conditional Interval Models

Yongmiao Hong, Ai Han, Yanan He, 2011 .

Consistent Specification Testing via Nonparametric Series Regression

Yongmiao Hong, H. White, Yongmiao Hong, 1995 .

China's Evolving Managerial Labor Market

Theodore Groves, John McMillan, Yongmiao Hong, 1995, Journal of Political Economy.

Time-varying Granger causality tests for applications in global crude oil markets

Kin Keung Lai, Shouyang Wang, Yongmiao Hong, 2014 .

Generalized spectral tests for serial dependence

Yongmiao Hong, Yongmiao Hong, 2000 .

ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS

Yongmiao Hong, Yongmiao Hong, Jin Lee, 2001, Econometric Theory.

M-Testing Using Finite and Infinite Dimensional Parameter Estimators

Yongmiao Hong, H. White, Yongmiao Hong, 1999 .

AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM

Yongmiao Hong, Yongmiao Hong, Yoon-Jin Lee, 2006, Econometric Theory.

TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS

Yongmiao Hong, Yongmiao Hong, Jin Lee, 2001, Econometric Theory.

Testing for pairwise serial independence via the empirical distribution function

Yongmiao Hong, 1998 .

TESTING FOR THE MARKOV PROPERTY IN TIME SERIES

Bin Chen, Yongmiao Hong, Yongmiao Hong, 2011, Econometric Theory.

Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices

Yongmiao Hong, Yongmiao Hong, Jin Lee, 2000 .

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

Yongmiao Hong, Yongmiao Hong, Yoon-Jin Lee, 2010 .

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

Tae-Hwy Lee, Yongmiao Hong, Tae-Hwy Lee, 2003, Review of Economics and Statistics.

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

Yongmiao Hong, Chihwa Kao, Yongmiao Hong, 2000 .

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

Cheng Hsiao, Haiqiang Chen, Yongmiao Hong, 2017 .

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

Yongmiao Hong, Shouyang Wang, Yuying Sun, 2019, Journal of Management Science and Engineering.

Autonomy and Incentives in Chinese State Enterprises

Theodore Groves, John McMillan, Yongmiao Hong, 1994 .

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

Tae-Hwy Lee, Yongmiao Hong, Tae-Hwy Lee, 2004, Review of Economics and Statistics.

Autoregressive Conditional Models for Interval-Valued Time Series Data

Yongmiao Hong, Shouyang Wang, Yongmiao Hong, 2012 .