2023
Fan, Y., Liu, X., Luo, T., Rao, Y., & Li, H. (2023). Testing serial correlation in a general <i>d</i>-factor model with possible infinite variance. JOURNAL OF APPLIED STATISTICS. doi:10.1080/02664763.2023.2231175DOI: 10.1080/02664763.2023.2231175
2022
Rao, Y., Harris, D., & McCabe, B. (2022). A semi-parametric integer-valued autoregressive model with covariates. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 71(3), 495-516. doi:10.1111/rssc.12543DOI: 10.1111/rssc.12543
2021
Tan, C. S., Lokman, S., Rao, Y., Kok, S. H., & Ming, L. C. (2021). Public and private sectors collective response to combat COVID-19 in Malaysia. JOURNAL OF PHARMACEUTICAL POLICY AND PRACTICE, 14(1). doi:10.1186/s40545-021-00322-xDOI: 10.1186/s40545-021-00322-x
Liu, X., Liu, Y., Rao, Y., & Lu, F. (n.d.). A unified Test for the Intercept of a Predictive Regression Model. Oxford Bulletin of Economics and Statistics. doi:10.1111/obes.12408DOI: 10.1111/obes.12408
Li, Y., & Rao, Y. (2021). A Simple Nearly Unbiased Estimator of Cross-Covariances. Journal of Time Series Analysis. doi:10.1111/jtsa.12565DOI: 10.1111/jtsa.12565
2020
A Simple Nearly Unbiased Estimator of Cross-Covariances (Preprint)
Rao, Y., & Mccabe, B. (n.d.). Structural change and the problem of phantom break locations. The Manchester School. doi:10.1111/manc.12298DOI: 10.1111/manc.12298
2017
Rao, Y., & McCabe, B. (2017). Is MORE LESS? The Role of Data Augmentation in Testing for Structural Breaks. Economics Letters, 155, 131-134. doi:10.1016/j.econlet.2017.03.033DOI: 10.1016/j.econlet.2017.03.033
Rao, Y., & McCabe, B. (n.d.). The effect of regression design on optimal tests for finding break positions. SSRN: https://ssrn.com/abstract=2867141.
2016
Rao, Y., & McCabe, B. (2016). Real-time surveillance for abnormal events: the case of influenza outbreaks. STATISTICS IN MEDICINE, 35(13), 2206-2220. doi:10.1002/sim.6857DOI: 10.1002/sim.6857
2015
Novel panel cointegration tests emending for cross‐section dependence with N fixed (Journal article)
Hadri, K., Kurozumi, E., & Rao, Y. (2015). Novel panel cointegration tests emending for cross‐section dependence with N fixed. The Econometrics Journal, 18(3), 363-411. doi:10.1111/ectj.12054DOI: 10.1111/ectj.12054
Real time monitoring for abnormal events: An application to influenza outbreaks (Journal article)
Rao, Y., & McCabe, B. (n.d.). Real time monitoring for abnormal events: An application to influenza outbreaks. Statistics in Medicine.
2014
Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks (Journal article)
Arezki, R., Hadri, K., Loungani, P., & Rao, Y. (2014). Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks. Journal of International Money and Finance, 42, 208-223. doi:10.1016/j.jimonfin.2013.08.012DOI: 10.1016/j.jimonfin.2013.08.012
2013
On optimal test for finding break dates (Conference Paper)
Rao, Y., & McCabe, B. (2013). On optimal test for finding break dates. In Asian Econometrics Society Meeting (pp. 206). Singapore: EEA-ESEM.
2012
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE (Journal article)
Hadri, K., Larsson, R., & Rao, Y. (2012). TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE. Bulletin of Economic Research, 64(s1). doi:10.1111/j.1467-8586.2012.00457.xDOI: 10.1111/j.1467-8586.2012.00457.x
Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break (Journal article)
Arezki, R., Hadri, K., Kurozumi, E., & Rao, Y. (2012). Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break. Economics Letters, 117(3), 814-816. doi:10.1016/j.econlet.2012.08.035DOI: 10.1016/j.econlet.2012.08.035
2010
Rao, Y., Hadri, K., & Bu, R. (2010). TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION. Bulletin of Economic Research, 62(3), 209-225. doi:10.1111/j.1467-8586.2009.00327.xDOI: 10.1111/j.1467-8586.2009.00327.x
2009
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE (Journal article)
HADRI, K., & RAO, Y. A. O. (2009). ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE. The Singapore Economic Review, 54(03), 427-440. doi:10.1142/s0217590809003410DOI: 10.1142/s0217590809003410
KPSS test and model misspecifications (Journal article)
Hadri, K., & Rao, Y. (2009). KPSS test and model misspecifications. Applied Economics Letters, 16(12), 1187-1190. doi:10.1080/13504850701367239DOI: 10.1080/13504850701367239
2008
Panel Stationarity Test with Structural Breaks* (Journal article)
Hadri, K., & Rao, Y. (2008). Panel Stationarity Test with Structural Breaks*. Oxford Bulletin of Economics and Statistics, 70(2), 245-269. doi:10.1111/j.1468-0084.2008.00502.xDOI: 10.1111/j.1468-0084.2008.00502.x
Panel Stationarity Test with Structural Breaks when T is finite (Conference Paper)
Hadri, K., Larsson, R., & Rao, Y. (2008). Panel Stationarity Test with Structural Breaks when T is finite. In 23rd Annual Congress of the European Economic Association and 63rd European Meeting of the Econometric Society (pp. 118). Milan: EEA-ESEM.
2006
Panel Stationarity Test with Structural Breaks (Conference Paper)
Hadri, K., & Rao, Y. (2006). Panel Stationarity Test with Structural Breaks. In 21st Annual Congress of the European Economic Association and 61st European Meeting of The Econometric Society (pp. pp). Vienna: EEA-ESEM.
