Access Statistics for Yao Rao
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 | 0 | 0 | 0 | 13 | 4 | 9 | 11 | 72 |
| Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests | 0 | 0 | 0 | 4 | 0 | 6 | 8 | 80 |
| Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite | 0 | 0 | 0 | 2 | 0 | 6 | 8 | 42 |
| Total Working Papers | 0 | 0 | 0 | 19 | 4 | 21 | 27 | 194 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE | 0 | 0 | 0 | 2 | 2 | 4 | 6 | 23 |
| Is MORE LESS? The role of data augmentation in testing for structural breaks | 0 | 0 | 0 | 13 | 1 | 7 | 11 | 41 |
| KPSS test and model misspecifications | 0 | 0 | 0 | 39 | 0 | 3 | 6 | 165 |
| Novel panel cointegration tests emending for cross‐section dependence with N fixed | 0 | 0 | 0 | 5 | 1 | 12 | 14 | 46 |
| Panel Stationarity Test with Structural Breaks* | 0 | 0 | 0 | 152 | 0 | 11 | 19 | 431 |
| TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION | 0 | 0 | 1 | 17 | 0 | 6 | 13 | 83 |
| Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break | 0 | 0 | 0 | 12 | 0 | 2 | 6 | 118 |
| Total Journal Articles | 0 | 0 | 1 | 240 | 4 | 45 | 75 | 907 |
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