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Yongmiao Hong

Ernest S. Liu Professor of Economics and International Studies

Uris Hall, Room 424
yh20@cornell.edu
607-255-5130

Website(s)

Departments/Programs

  • Economics

Graduate Fields

  • Applied Mathematics
  • Economics
  • Statistics

Research

  • Econometric theory
  • financial econometrics
  • economics of China
  • Time series and generalized spectral analysis
  • serial independence tests
  • diagnostic checking of time series models
  • wavelet analysis
  • heteroskedasticity and auto correlation consistent covariance matrix estimation
  • inference and forecast of exchange rates
  • nonparametric specification testing for continuous-time diffusion models
  • evaluation of out-of-sample probability density forecasts and value-at-risk forecasts
  • China's economic reforms

Courses