| Testing the Prebisch–Singer hypothesis since 1650: Evidence from panel techniques that allow for multiple breaks R Arezki, K Hadri, P Loungani, Y Rao Journal of International Money and Finance 42, 208-223, 2014 | 196 | 2014 |
| Panel stationarity test with structural breaks K Hadri, Y Rao Oxford Bulletin of Economics and statistics 70 (2), 245-269, 2008 | 156 | 2008 |
| Testing for stationarity with a break in panels where the time dimension is finite K Hadri, R Larsson, Y Rao Bulletin of Economic Research 64, s123-s148, 2012 | 16 | 2012 |
| Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break R Arezki, K Hadri, E Kurozumi, Y Rao Economics Letters 117 (3), 814-816, 2012 | 14 | 2012 |
| Real‐time surveillance for abnormal events: the case of influenza outbreaks Y Rao, B McCabe Statistics in Medicine 35 (13), 2206-2220, 2016 | 13 | 2016 |
| KPSS test and model misspecifications K Hadri, Y Rao Applied Economics Letters 16 (12), 1187-1190, 2009 | 13 | 2009 |
| Are OECD Macroeconomic Variables Trend Stationary? Evidence From Panel Stationarity Tests Allowing for a Structural Break and Cross-Sectional Dependence K Hadri, Y Rao The Singapore Economic Review 54 (03), 427-440, 2009 | 11 | 2009 |
| Testing for stationarity in heterogeneous panel data in the case of model misspecification Y Rao, K Hadri, R Bu Bulletin of Economic Research 62 (3), 209-225, 2010 | 7 | 2010 |
| Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650. R Arezki, K Hadri, P Loungani, Y Rao IMF Seminar, Understanding International Commodity Price Fluctuations …, 2013 | 5 | 2013 |
| Novel panel cointegration tests emending for cross‐section dependence with N fixed K Hadri, E Kurozumi, Y Rao The Econometrics Journal 18 (3), 363-411, 2015 | 4 | 2015 |
| A Unified test for the Intercept of a Predictive Regression Model X Liu, Y Liu, Y Rao, F Lu Oxford Bulletin of Economics and Statistics 83 (2), 571-588, 2021 | 2 | 2021 |
| Is MORE LESS? The role of data augmentation in testing for structural breaks Y Rao, B McCabe Economics letters 155, 131-134, 2017 | 2 | 2017 |
| A semi-parametric integer-valued autoregressive model with covariates Y Rao, D Harris, B McCabe Journal of the Royal Statistical Society Series C: Applied Statistics 71 (3 …, 2022 | 1 | 2022 |
| A simple nearly unbiased estimator of cross‐covariances Y Li, Y Rao Journal of Time Series Analysis 42 (2), 240-266, 2021 | 1 | 2021 |
| The effect of regression design on optimal tests for finding break positions BPM McCabe, Y Rao Available at SSRN 2867141, 2017 | 1 | 2017 |
| Journal of International Money and Finance R Arezki, K Hadri, P Loungani, Y Rao Journal of International Money and Finance 42, 208-223, 2014 | 1 | 2014 |
| Breaking the Prebish Singer Hypothesis Using Panel Data Stationarity Tests. Forthcoming in R Arezki, K Hadri, E Kurozumi, Y Rao Economics Letters, 2012 | 1 | 2012 |
| Threshold MIDAS Forecasting of Inflation Rate C Chen, Y Sun, Y Rao University of Liverpool, Department of Economics Working Papers, 2023 | | 2023 |
| Testing serial correlation in a general d-factor model with possible infinite variance Y Fan, X Liu, T Luo, Y Rao, H Li Journal of Applied Statistics, 1-20, 2023 | | 2023 |
| Empirical Likelihood-Based Tests for Serial Correlation with Possible Infinite Variance Y Fan, X Liu, T Luo, Y Rao, H Li Available at SSRN 3932108, 2022 | | 2022 |
