Evaluating predictive performance of value‐at‐risk models in emerging markets: a reality check Y Bao, TH Lee, B Saltoglu Journal of forecasting 25 (2), 101-128, 2006 | 279 | 2006 |

Comparing density forecast models Y Bao, TH Lee, B Saltoğlu Journal of Forecasting 26 (3), 203-225, 2007 | 164 | 2007 |

The second-order bias and mean squared error of estimators in time-series models Y Bao, A Ullah Journal of Econometrics 140 (2), 650-669, 2007 | 81 | 2007 |

School choice and academic performance: Some evidence from developing countries J Tooley, Y Bao, P Dixon, J Merrifield Journal of School Choice 5 (1), 1-39, 2011 | 73 | 2011 |

Finite sample properties of maximum likelihood estimator in spatial models Y Bao, A Ullah Journal of Econometrics 137 (2), 396-413, 2007 | 66 | 2007 |

A test for density forecast comparison with applications to risk management Y Bao, TH Lee, B Saltoglu Department of Economics, UC Riverside, 2004 | 45 | 2004 |

Expectation of quadratic forms in normal and nonnormal variables with applications Y Bao, A Ullah Journal of Statistical Planning and Inference 140 (5), 1193-1205, 2010 | 35 | 2010 |

Finite-sample bias of the QMLE in spatial autoregressive models Y Bao Econometric Theory 29 (1), 68-88, 2013 | 32 | 2013 |

The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution Y Bao Econometric Theory 23 (5), 1013-1021, 2007 | 30 | 2007 |

Estimation risk-adjusted Sharpe ratio and fund performance ranking under a general return distribution Y Bao Journal of Financial Econometrics 7 (2), 152-173, 2009 | 21 | 2009 |

Moments of the estimated Sharpe ratio when the observations are not IID Y Bao, A Ullah Finance Research Letters 3 (1), 49-56, 2006 | 20 | 2006 |

On sample skewness and kurtosis Y Bao Econometric Reviews 32 (4), 415-448, 2013 | 19 | 2013 |

Bias of a value-at-risk estimator Y Bao, A Ullah Finance Research Letters 1 (4), 241-249, 2004 | 18 | 2004 |

Finite-sample moments of the coefficient of variation Y Bao Econometric Theory 25 (1), 291-297, 2009 | 16 | 2009 |

Testing convergence in income distribution Y Bao, S Dhongde Oxford Bulletin of Economics and Statistics 71 (2), 295-302, 2009 | 13 | 2009 |

Bias in the estimation of mean reversion in continuous-time Lévy processes Y Bao, A Ullah, Y Wang, J Yu Economics Letters 134, 16-19, 2015 | 12 | 2015 |

Expectation of quadratic forms in normal and nonnormal variables with econometric applications Y Bao, A Ullah Unpublished manuscript, University of California, Riverside, 2006 | 12 | 2006 |

On the moments of ratios of quadratic forms in normal random variables Y Bao, R Kan Journal of Multivariate Analysis 117, 229-245, 2013 | 11 | 2013 |

The second-order bias and mean squared error of estimators in time series models Y Bao, A Ullah Unpublished Manuscript, University of California–Riverside, 2003 | 10 | 2003 |

General‐interest versus specialty journals: Using intellectual influence of econometrics research to rank economics journals and articles Y Bao, M Lo, FG Mixon Jr Journal of Applied Econometrics 25 (2), 345-353, 2010 | 8 | 2010 |