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Ferrer Fernandez, Maria ORCID: 0000-0003-1323-5397
(2022)
Modelling Volatility with Markov-Switching GARCH Models.
PhD thesis, University of Liverpool.
Tan, Ching Siang, Lokman, Saim, Rao, Yao ORCID: 0000-0003-1341-3456, Kok, Szu Hua and Ming, Long Chiau
(2021)
Public and private sectors collective response to combat COVID-19 in Malaysia.
JOURNAL OF PHARMACEUTICAL POLICY AND PRACTICE, 14 (1).
40-.
Rao, Yao ORCID: 0000-0003-1341-3456 and McCabe, Brendan ORCID: 0000-0002-9731-1766
(2016)
Real-time surveillance for abnormal events: the case of influenza outbreaks.
STATISTICS IN MEDICINE, 35 (13).
pp. 2206-2220.
Li, Yifan and Rao, Yao ORCID: 0000-0003-1341-3456
(2021)
A Simple Nearly Unbiased Estimator of Cross-Covariances.
Journal of Time Series Analysis, 42 (2).
pp. 240-266.
Rao, Yao ORCID: 0000-0003-1341-3456 and Mccabe, Brendan ORCID: 0000-0002-9731-1766
(2020)
Structural change and the problem of phantom break locations.
The Manchester School, 88 (1).
pp. 211-228.
Rao, Yao ORCID: 0000-0003-1341-3456, Hadri, Kaddour and Bu, Ruijun ORCID: 0000-0002-3947-3038
(2010)
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION.
Bulletin of Economic Research, 62 (3).
pp. 209-225.
Fan, Yawen, Liu, Xiaohui, Luo, Ting, Rao, Yao ORCID: 0000-0003-1341-3456 and Li, Hanqing
(2023)
Testing serial correlation in a general <i>d</i>-factor model with possible infinite variance.
JOURNAL OF APPLIED STATISTICS.
pp. 1-20.
Rao, Yao ORCID: 0000-0003-1341-3456, Harris, David and McCabe, Brendan ORCID: 0000-0002-9731-1766
(2022)
A semi-parametric integer-valued autoregressive model with covariates.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 71 (3).
pp. 495-516.