Yongmiao Hong
Yongmiao Hong
Ernest S. Liu Professor of Economics and International Studies and Professor of Statistics
Verified email at cornell.edu - Homepage
Cited by
Cited by
Autonomy and incentives in Chinese state enterprises
T Groves, Y Hong, J McMillan, B Naughton
The Quarterly Journal of Economics 109 (1), 183-209, 1994
China's evolving managerial labor market
T Groves, Y Hong, J McMillan, B Naughton
Journal of political economy 103 (4), 873-892, 1995
A test for volatility spillover with application to exchange rates
Y Hong
Journal of Econometrics 103 (1-2), 183-224, 2001
Asymmetries in stock returns: Statistical tests and economic evaluation
Y Hong, J Tu, G Zhou
The Review of Financial Studies 20 (5), 1547-1581, 2007
Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Y Hong, H Li
The Review of Financial Studies 18 (1), 37-84, 2005
Granger causality in risk and detection of extreme risk spillover between financial markets
Y Hong, Y Liu, S Wang
Journal of Econometrics 150 (2), 271-287, 2009
Consistent specification testing via nonparametric series regression
Y Hong, H White
Econometrica: Journal of the Econometric Society, 1133-1159, 1995
Hypothesis testing in time series via the empirical characteristic function: a generalized spectral density approach
Y Hong
Journal of the American Statistical Association 94 (448), 1201-1220, 1999
Consistent testing for serial correlation of unknown form
Y Hong
Econometrica: Journal of the Econometric Society, 837-864, 1996
Asymptotic distribution theory for nonparametric entropy measures of serial dependence
Y Hong, H White
Econometrica 73 (3), 837-901, 2005
Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models
Y Hong, TH Lee
Review of Economics and Statistics 85 (4), 1048-1062, 2003
Testing for smooth structural changes in time series models via nonparametric regression
B Chen, Y Hong
Econometrica 80 (3), 1157-1183, 2012
Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form
Y Hong, YJ Lee
The Review of Economic Studies 72 (2), 499-541, 2005
Testing for independence between two covariance stationary time series
Y Hong
Biometrika 83 (3), 615-625, 1996
Out-of-sample performance of discrete-time spot interest rate models
Y Hong, H Li, F Zhao
Journal of Business & Economic Statistics 22 (4), 457-473, 2004
Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
Y Hong, H Li, F Zhao
Journal of Econometrics 141 (2), 736-776, 2007
Diagnostic checking for the adequacy of nonlinear time series models
Y Hong, TH Lee
Econometric theory, 1065-1121, 2003
Generalized spectral tests for serial dependence
Y Hong
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2000
Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach
X Ke, H Chen, Y Hong, C Hsiao
China Economic Review 44, 203-226, 2017
Financial volatility forecasting with range-based autoregressive volatility model
H Li, Y Hong
Finance Research Letters 8 (2), 69-76, 2011
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