Yao Rao

The University of Liverpool

Chatham Street

The University of Liverpool

Liverpool, L69 7ZH

United Kingdom

  • The University of Liverpool

SCHOLARLY PAPERS

8

DOWNLOADS

247

SSRN CITATIONS
Rank 5,487

SSRN RANKINGS

Top 5,487

in Total Papers Citations

165

CROSSREF CITATIONS

77

Scholarly Papers (8)

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1.

Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks

IMF Working Paper No. 13/180
Number of pages: 38 Posted: 11 Sep 2013
Rabah Arezki, Kaddour Hadri, Prakash Loungani and Yao Rao
World Bank - African Development Bank, Queen's University Belfast, International Monetary Fund (IMF) and The University of Liverpool
Downloads 125 (315,348)
Citation 2

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Commodity prices, Commodity price fluctuations, Economic models, Primary commodities, Unit root tests, Multiple Structural breaks, Volatility., commodity markets, transport costs, exchange rate regimes, terms of trade, speculative capital, competitive markets

2.

The Effect of Regression Design on Optimal Tests for Finding Break Positions

Number of pages: 27 Posted: 10 Nov 2016 Last Revised: 01 Feb 2017
Brendan P.M. McCabe and Yao Rao
University of Liverpool - Management School (ULMS) and The University of Liverpool
Downloads 37 (597,763)
Citation 1

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Structural Change, CUSUM Test, Bayes Rules, Multiple Decision Theory, Regression

3.

A Simple Nearly Unbiased Estimator of Cross-Covariances

Journal of Time Series Analysis (Forthcoming).
Number of pages: 32 Posted: 01 Dec 2020
Yifan Li, Yifan Li and Yao Rao
Lancaster University - Department of Accounting and FinanceUniversity of Manchester - Alliance Manchester Business School and The University of Liverpool
Downloads 36 (603,438)

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cross-covariance, bias, multivariate time series.

4.

Empirical Likelihood-Based Tests for Serial Correlation with Possible Infinite Variance

Number of pages: 35 Posted: 28 Sep 2021 Last Revised: 02 Aug 2022
Yawen Fan, Xiaohui Liu, Ting Luo, Yao Rao and Hanqing Li
Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics, The University of Liverpool and Jiangxi University of Finance and Economics
Downloads 28 (653,234)

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Empirical likelihood, GARCH process, Infinite variance, Serial correlation

5.

Testing for Stationarity in Heterogeneous Panel Data in the Case of Model Misspecification

Bulletin of Economic Research, Vol. 62, Issue 3, pp. 209-225, July 2010
Number of pages: 17 Posted: 21 Jun 2010
Yao Rao, Kaddour Hadri and Ruijun Bu
The University of Liverpool, Queen's University Belfast and University of Liverpool - Management School (ULMS)
Downloads 18 (730,427)
Citation 167

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6.

Testing for Stationarity with a Break in Panels Where the Time Dimension is Finite

Bulletin of Economic Research, Vol. 64, pp. s123-s148, 2012
Number of pages: 26 Posted: 11 Dec 2012
Kaddour Hadri, Rolf Larsson and Yao Rao
Queen's University Belfast, Stockholm University and The University of Liverpool
Downloads 3 (882,961)

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moments of the ratio of two dependent quadratic forms, panel data, stationarity tests, structural breaks

7.

Structural Change and the Problem of Phantom Break Locations

The Manchester School, Vol. 88, Issue 1, pp. 211-228, 2020
Number of pages: 18 Posted: 29 May 2020
Yao Rao and Brendan McCabe
The University of Liverpool and University of Liverpool - Management School (ULMS)
Downloads 0 (926,746)

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8.

Are OECD Macroeconomic Variables Trend Stationary? Evidence from Panel Stationary Tests Allowing for a Structural Break and Cross-Sectional Dependence

The Singapore Economic Review
Posted: 26 Apr 2010 Last Revised: 07 Jun 2010
Kaddour Hadri and Yao Rao
Durham Business School and The University of Liverpool

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Panel stationarity test, structural breaks, bootstrap