Details about Yao Rao

Access statistics for papers by Yao Rao.

Last updated 2020-12-16. Update your information in the RePEc Author Service.

Short-id: pra921

Working Papers

2013

1. Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650
   Economics Working Papers, Queen's Management School, Queen's University Belfast View citations (3)

2012

2. Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests
   Economics Working Papers, Queen's Management School, Queen's University Belfast View citations (7)

2010

3. Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite
   Economics Working Papers, Queen's Management School, Queen's University Belfast

Journal Articles

2017

1. Is MORE LESS? The role of data augmentation in testing for structural breaks
   Economics Letters, 2017, 155, (C), 131-134 View citations (1)

2015

2. Novel panel cointegration tests emending for cross‐section dependence with N fixed
   Econometrics Journal, 2015, 18, (3), 363-411 View citations (6)

2012

3. Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break
   Economics Letters, 2012, 117, (3), 814-816 View citations (11)

2010

4. TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION
   Bulletin of Economic Research, 2010, 62, (3), 209-225 View citations (3)

2009

5. ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE
   The Singapore Economic Review (SER), 2009, 54, (03), 427-440 View citations (2)
6. KPSS test and model misspecifications
   Applied Economics Letters, 2009, 16, (12), 1187-1190 View citations (1)

2008

7. Panel Stationarity Test with Structural Breaks*
   Oxford Bulletin of Economics and Statistics, 2008, 70, (2), 245-269 View citations (64)