Yao Rao
Economics and Econometrics · 2008
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 12 citations into it
Whom Yao Rao trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- K. Hadri (in Economics and Econometrics)
Papers from Yao Rao's perspective
Ordered by how strongly the researchers Yao Rao trusts endorse each paper. Same corpus, a different order for every researcher.
- Testing for unit roots in heterogeneous panels
- Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
- Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
- Testing For A Unit Root In Panels With Dynamic Factors
- Macroeconomic Forecasting Using Diffusion Indexes
- 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?
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- A PANIC Attack on Unit Roots and Cointegration
- Unit root tests in panel data: asymptotic and finite-sample properties
- Testing Weak Cross-Sectional Dependence in Large Panels (Social Science Research Network)
Their papers
- Panel Stationarity Test with Structural Breaks (2008) — 122 citations