Yong Bao
Economics, Econometrics and Finance · Purdue University West Lafayette
Publications
91
Citations
1,031
Est. group size
—
Recurring co-author estimate
Active years
32
Publishing since 1994
Yong Bao works in econometrics, developing and improving statistical methods used to analyze economic data, especially models involving spatial relationships (how outcomes in one location relate to nearby locations) and dynamic panels (data tracked over time across many units, like regions or households). Much of the work focuses on estimation techniques, such as indirect inference and moment-based estimators, and studying the finite-sample properties (behavior with limited data) of these methods, including applications like housing markets.
Publication output has been fairly steady with some fluctuation over the last decade, showing an uptick in activity during 2021 and 2024 compared to earlier, quieter years.
Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026
- A Recentered Method of Moments Estimator for Spatial Dynamic Panels
SSRN Electronic Journal · 2025
- Selection of spillover channels in spatial dynamic panel models using heterogeneous shrinkage on spatial parameters
Spatial Economic Analysis · 2024
- Estimating Linear Dynamic Panels with Recentered Moments
Econometrics · 2024
- Estimating spatial autoregressions under heteroskedasticity without searching for instruments
Regional Science and Urban Economics · 2024
- Indirect inference estimation of higher-order spatial autoregressive models
Econometric Reviews · 2023
- Heterogeneous spatial dynamic panels with an application to US housing data
Spatial Economic Analysis · 2022
- Indirect inference estimation of dynamic panel data models
Journal of Econometrics · 2022
- Indirect Inference Estimation of a First-Order Dynamic Panel Data Model
Journal of Quantitative Economics · 2021
- Analytical Finite Sample Econometrics: From A. L. Nagar to Now
Journal of Quantitative Economics · 2021
- The Special Issue in Honor of Anirudh Lal Nagar: An Introduction
Journal of Quantitative Economics · 2021
- Indirect Inference Estimation of Spatial Autoregressions
Econometrics · 2020
- On the Exact Statistical Distribution of Econometric Estimators and Test Statistics
Emerging topics in statistics and biostatistics · 2020
- A general result on the estimation bias of ARMA models
Journal of Statistical Planning and Inference · 2018
- Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
Econometric Reviews · 2017
- The asymptotic covariance matrix of the QMLE in ARMA models
Econometric Reviews · 2016
- Spatial Economic Analysis×3
- Econometric Reviews×3
- Journal of Quantitative Economics×3
- Econometrics×2
- Regional Science and Urban Economics×2
- Kun Ho Kim
Economics, Econometrics and Finance · Purdue University West Lafayette
- Joshua C. C. Chan
Economics, Econometrics and Finance · Purdue University West Lafayette
- Robert Taylor
Economics, Econometrics and Finance · The Ohio State University
- Joshua CC Chan
Economics, Econometrics and Finance · Purdue University West Lafayette
- Joon Park
Economics, Econometrics and Finance · Indiana University
This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.
Last updated Jul 20, 2026.
Claim or correct this profile