Yongmiao Hong

16 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9711-9061

National Key Laboratory of Mathematical Sciences and Center for Forecasting Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100045, China; and School of Economics and Management and MOE Social Science Laboratory of Digital Economic Forecasts and Policy Simulation, University of Chinese Academy of Sciences, Beijing 100190, China

Publications

• A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data — Management Science 2024
• Yongmiao Hong, Oliver Linton, Jiajing Sun, and Meiting Zhu’s contribution to the Discussion of ‘the Discussion Meeting on Probabilistic and statistical aspects of machine learning’ — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2024
• A loss function approach to model specification testing and its relative efficiency — The Annals of Statistics 2013
• Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression — Econometrica 2012
• Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation — The Review of Financial Studies 2007
• Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence — Econometrica 2005
• Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates — The Review of Financial Studies 2005
• Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form — The Review of Economic Studies 2005
• Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models — Econometrica 2004
• Generalized spectral tests for serial dependence — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2000
• Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach — Journal of the American Statistical Association 1999
• Testing for pairwise serial independence via the empirical distribution function — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1998
• Testing for independence between two covariance stationary time series — Biometrika 1996
• China's Evolving Managerial Labor Market — Journal of Political Economy 1995
• Autonomy and Incentives in Chinese State Enterprises — The Quarterly Journal of Economics 1994
• Forecasting GDP Growth Rates Using Accounting Earnings: A Large Panel Microdata Approach — Management Science