Yong BaoÂ
Associate Professor
Business
Purdue University
United States of America
Biography
Professor Bao's research and teaching interests are in econometrics, including finite-sample theory, time series, and financial econometrics. He has published more than thirty articles in the fields of econometrics and empirical finance.
Research Interest
 Econometrics, Empirical Finance
Publications
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Lo, M. & Bao, Y. (2016). Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields?. Journal of Business & Economic Statistics, vol. 34 : 62-67.
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Bao, Y. (2016). Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models. Advances in Econometrics 36 207-244.Â
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Bao, Y., Ullah, A., & Wang, Y. (2017). The Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process. Econometric Reviews, vol. 36 : 1039-1056.
