Publications
Selected publications
- Real-time surveillance for abnormal events: the case of influenza outbreaks (Journal article - 2016)
- Testing the Prebisch-Singer Hypothesis since 1650: Evidence from Panel Techniques that Allow for Multiple Breaks (Journal article - 2014)
- Panel Stationarity Test with Structural Breaks* (Journal article - 2008)
- Is MORE LESS? The Role of Data Augmentation in Testing for Structural Breaks (Journal article - 2017)
- A unified Test for the Intercept of a Predictive Regression Model (Journal article - 2021)
- A semi-parametric integer-valued autoregressive model with covariates (Journal article - 2022)
- Novel panel cointegration tests emending for cross‐section dependence with N fixed (Journal article - 2015)
- Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break (Journal article - 2012)
2024
Testing serial correlation in a general <i>d</i>-factor model with possible infinite variance
Fan, Y., Liu, X., Luo, T., Rao, Y., & Li, H. (2023). Testing serial correlation in a general <i>d</i>-factor model with possible infinite variance. JOURNAL OF APPLIED STATISTICS. doi:10.1080/02664763.2023.2231175
A new portmanteau test for predictive regression models with possible embedded endogeneity
Rao, Y., Fan, Y., Ao, H., & Liu, X. (2024). A new portmanteau test for predictive regression models with possible embedded endogeneity. Journal of Time Series Analysis.
2022
A semi-parametric integer-valued autoregressive model with covariates
Rao, Y., Harris, D., & McCabe, B. (2022). A semi-parametric integer-valued autoregressive model with covariates. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 71(3), 495-516. doi:10.1111/rssc.12543
2021
Public and private sectors collective response to combat COVID-19 in Malaysia
Tan, C. S., Lokman, S., Rao, Y., Kok, S. H., & Ming, L. C. (2021). Public and private sectors collective response to combat COVID-19 in Malaysia. JOURNAL OF PHARMACEUTICAL POLICY AND PRACTICE, 14(1). doi:10.1186/s40545-021-00322-x
A unified Test for the Intercept of a Predictive Regression Model
Liu, X., Liu, Y., Rao, Y., & Lu, F. (n.d.). A unified Test for the Intercept of a Predictive Regression Model. Oxford Bulletin of Economics and Statistics. doi:10.1111/obes.12408
A Simple Nearly Unbiased Estimator of Cross-Covariances
Li, Y., & Rao, Y. (2021). A Simple Nearly Unbiased Estimator of Cross-Covariances. Journal of Time Series Analysis. doi:10.1111/jtsa.12565