James Y. Yao

Economics and Econometrics · 2006

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom James Y. Yao trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. P. Pedroni
  2. K. Im

Papers from James Y. Yao's perspective

Ordered by how strongly the researchers James Y. Yao trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Testing for unit roots in heterogeneous panels
  2. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  3. Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach
  4. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  5. Testing Slope Homogeneity in Large Panels (Social Science Research Network)
  6. Nonstationary panels, panel cointegration, and dynamic panels
  7. Testing for Stationarity in Heterogeneous Panel Data
  8. The Solow model with CES technology: nonlinearities and parameter heterogeneity
  9. It's Not Factor Accumulation : Stylized Facts and Growth Models
  10. Unit Roots and Cointegration in Panels (Social Science Research Network)

Their papers