Submissions from 2014
Econometric analysis of continuous time models: A survey of Peter Phillips' work and some new results, Jun YU Journal Article
Identifying Latent Structures in Panel Data, Liangjun SU, Zhentao SHI, and Peter C. B. PHILLIPS Working Paper
Jackknife Model Averaging for Quantile Regressions, Xun LU and Liangjun SU Working Paper
Minimum Investment Requirements, Financial Market Globalization, and Symmetry Breaking, Haiping ZHANG Working Paper
Nonlinearity Induced Weak Instrumentation, Ioannis Kasparis, Peter C. B. PHILLIPS, and Tassos Magdalinos Journal Article
Robustify Financial Time Series Forecasting with Bagging, Sainan JIN, Liangjun SU, and Aman ULLAH Journal Article
Shrinkage Estimation of Regression Models with Multiple Structural Changes, Junhui QIAN and Liangjun SU Working Paper
Specification Test for Panel Data Models with Interactive Fixed Effects, Liangjun SU, Sainan JIN, and Yonghui ZHANG Working Paper
The people want the fall of the regime: Schooling, political protest, and the economy, Filipe R. CAMPANTE and Davin CHOR Journal Article
Unilateral Emissions Mitigation, Spillovers, and Global Learning, Shurojit CHATTERJI, Sayantan GHOSAL, Sean WALSH, and John WHALLEY Journal Article
Unit Roots In Life: A Graduate Student Story, Peter C. B. PHILLIPS Journal Article
Governance Matter: Morningstar Stewardship Grades and Mutual Fund Performance, Xiaping Jerry CAO; Aurobindo Ghosh; Choo Yong, Jeremy GOH; and Wee Seng Ng Working Paper
Bayesian Analysis of Bubbles in Asset Prices, Andras FULOP and Jun YU Working Paper
How Effective Can Ex Post Destruction Alleviate the Hold-up Problem?, Huan WANG, Juyuan ZHANG, and Yi ZHANG Working Paper
International Transmission of Interest Rates and the Open Economy Trilemma in Asia, Hwee Kwan CHOW Journal Article
Marriage and Child Bearing, Kong Weng HO Book Chapter
Random dictatorship domains, Shurojit CHATTERJI, Arunava SEN, and Huaxia ZENG Journal Article
Sequential Investment, Hold-up, and Ownership Structure, Juyuan ZHANG and Yi ZHANG Working Paper
Singapore’s competitiveness at risk, Augustine H. H. TAN News Article
Trade and Financial Integration, Extensive Margin, and Income Divergence, Haiping ZHANG Working Paper
Why CPF-Style Systems Generally Work Better, Hian Teck HOON News Article
A Bayesian Chi-Squared Test for Hypothesis Testing, Yong LI, Xiao-Bin LIU, and Jun YU Working Paper
Adaptive Nonparametric Regression with Conditional Heteroskedasticity, Sainan JIN, Liangjun SU, and Zhijie XIAO Working Paper
Deviance information criterion for comparing VAR models, Tao ZENG, Yong LI, and Jun YU Book Chapter
Extremal quantile regressions for selection models and the black white wage gap, Xavier D'HAULTFOEUILLE, Arnaud MAUREL, and Yichong ZHANG Working Paper
Is the Renminbi East Asia’s Dominant Reference Currency? A Reconsideration, Hwee Kwan CHOW Journal Article
Managing Private Vehicles in Asian Cities, Sock-Yong PHANG Conference Paper
Monetary and Currency Policy Management In Asia by Masahiro Kawai, Peter J. Morgan and Shinji Takagi [book review], Hwee Kwan Chow, Kawai M., Morgan P.J., and Takaji S. Book Review
“Monetary and Currency Policy Management in Asia” by M. Kawai, P.J. Morgan and S. Takaji [book review], Hwee Kwan CHOW-TAN Book Review
Self-Exciting Jumps, Learning, and Asset Pricing Implications, Andras FULOP, Junye LI, and Jun YU Working Paper
Specification sensitivity in right‐tailed unit root testing for explosive behaviour, Peter C. B. PHILLIPS, Shuping SHI, and Jun YU Journal Article
Fundamental Law of Highway Congestion: Evidence from National Expressways in Japan, Wen-Tai Hsu and Hongliang Zhang Journal Article
Maximum likelihood estimation of partially observed diffusion models, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Journal Article
On Confidence Intervals for Autoregressive Roots and Predictive Regression, Peter C. B. PHILLIPS Journal Article
The fundamental law of highway congestion revisited: Evidence from national expressways in Japan, Wen-Tai HSU and Hongliang ZHANG Journal Article
A theory of aggregate consumption, Yun K. KIM, Mark SETTERFIELD, and Yuan MEI Journal Article
Effects of labour taxes on hours of market and home work: The role of international capital mobility and trade, Hian Teck HOON Journal Article
Further Evidence on the Spatio-Temporal Model of House Prices in the United States, Badi H. BALTAGI and Jing LI Journal Article
Long-term Health Effects of Malaria Exposure around Birth: Evidence from Colonial Taiwan, Simon CHANG, Belton FLEISHER, Seonghoon KIM, and Shi-Yung LIU Journal Article
Improving money's worth ratio calculations: The case of Singapore's pension annuities, Joelle H. Y. FONG, Jean LEMAIRE, and Yiu Kuen TSE Journal Article
Interim equilibrium implementation, Takashi KUNIMOTO Working Paper
The Influence of State Policy and Proximity to Medical Services on Health Outcomes, Jing LI Journal Article
Dynamic Poverty Decomposition Analysis: An Application to the Philippines, Tomoki FUJII Working Paper
International Capital Flows in the Model with Limited Commitment and Incomplete Markets, Jürgen von Hagen and Haiping ZHANG Journal Article
Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management?, Hwee Kwan CHOW, G. C. LIM, and Paul D. McNelis Journal Article
Number of Firms and Price Competition, Kyle Bagwell and Gea Myoung LEE Working Paper
Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics, Jeffrey RACINE, Liangjun SU, and Aman ULLAH Edited Book
Reinterpreting King Solomon's Problem: Malice and Mechanism Design, Brishti GUHA Journal Article
Special Issue of Econometric Theory on SETA 2010: Editors’ Introduction, Peter C. B. PHILLIPS and Jun YU Editorial
The China Great Leap Forward Famine: The Lasting Impact of Parents’ Fetal Malnutrition on Their Offspring, Seonghoon KIM, Quheng Deng, Belton Fleisher, and Shi Li Journal Article
The lasting impact of parental early life malnutrition on their offspring: Evidence from the China Great Leap Forward Famine, Seonghoon KIM, Quheng DENG, Belton M. FLEISHER, and Shi LI Journal Article
X-differencing and dynamic panel model estimation, Chirok HAN, Peter C. B. PHILLIPS, and Donggyu SUL Journal Article
A new approach to Bayesian hypothesis testing, Yong LI, Tao ZENG, and Jun YU Journal Article
Economics myths in the great population debate, Kim Song TAN, Yeoh Lam KEONG, Kim Song TAN, and Manu BHASKARAN Blog Post
Financial Development, International Capital Flows, and Aggregate Output, Jurgen von Hagen and Haiping Zhang Journal Article
Financial Development, International Capital Flows, and Aggregate Output, Haiping ZHANG and Jürgen von Hagen Journal Article
Job Market Signaling with Human Capital Investment, Gea Myoung LEE and Seung Han YOO Working Paper
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models, Sainan JIN, Liangjun SU, and Yonghui ZHANG Working Paper
Optimal Estimation of Cointegrated Systems with Irrelevant Instruments, Peter C. B. PHILLIPS Journal Article
Specification Testing for Transformation Models, Arthur LEWBEL, Xun LU, and Liangjun SU Working Paper
The National Innovation System of Singapore, Winston T. H. KOH and Philip PHAN Book Chapter
Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades, Ken YAMADA, Jeremy Lise, Nao Sudo, Michio Suzuki, and Tomoaki Yamada Journal Article
Submissions from 2013
Forecasting Inflation with a Financial Conditions Index: The Case of Singapore, Hwee Kwan CHOW Journal Article
Identifying Latent Structures in Panel Data, Liangjun SU, Zhentao SHI, and Peter C. B. PHILLIPS Working Paper
Microfinance Competition: Motivated Microlenders, Double Dipping and Default, Brishti GUHA and Prabal Roy Chowdhury Journal Article
Minimum Investment Requirement, Financial Integration and Economic (In)stability: A Refinement to Matsuyama (2004), Haiping ZHANG Working Paper
Persistence of Mutual Fund Ratings: A Markov Chain Approach, Aurobindo GHOSH; Choo Yong, Jeremy GOH; and Wee Seng Ng Presentation
Predictive Regression under Various Degrees of Persistence and Robust Long-Horizon Regression, Peter C. B. PHILLIPS and Ji Hyung LEE Journal Article
Quasi-Maximum Likelihood Estimation for Spatial Panel Data Regressions, Zhenlin YANG Working Paper
RMB Internationalization and ASEAN Economic Dynamism, Kim Song TAN Conference Paper
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects, Xun LU and Liangjun SU Report
Skill-Upgrading in Developing Countries Alters Global Production Chains, Amanda JAKOBSSON Blog Post
Testing for Indirect Reciprocity in Charitable Activities, Christine HO Journal Article
Testing Homogeneity in Panel Data Models with Interactive Fixed Effects, Liangjun SU and Qihui CHEN Journal Article
Egalitarian Division under Leontief Preferences, Jin LI and Jingyi XUE Journal Article
Estimation of time-varying adjusted probability of informed trading and probability of symmetric order-flow shock, Daniel PREVE and Yiu Kuen TSE Journal Article
From coercion to politics to law: The evolution of property rights protection, Fali HUANG Working Paper
Intermediate input sharing in the hospital service industry, Jing LI Journal Article
Limit Theory for an Explosive Autoregressive Process, Xiaohu WANG and Jun YU Working Paper
Relook Link Between Low Wages and Foreign Workers, Hian Teck HOON News Article
Singapore's Housing Policies: 1960-2013, Sock Yong PHANG and Kyunghwan KIM Book Chapter
An Exploratory Study on the Adoption and Use of ICT in Myanmar, Sim Kim LAU, Graham K. WINLEY, Sim Yee LAU, and Kim Song TAN Journal Article
Detecting Bubbles in Hong Kong Residential Property Market, Matthew S. YIU, Jun YU, and Lu JIN Journal Article
Guns and Crime Revisited, Brishti GUHA Journal Article
Minimum Wage in a Deflationary Economy: The Japanese Experience, 1994-2003, Ryo KAMBAYASHI, Daiji KAWAGUCHI, and Ken YAMADA Journal Article
Nonparametric dynamic panel data models: Kernel estimation and specification testing, Liangjun SU and Xun LU Journal Article
Nonparametric Regression Estimation with General Parametric Error Covariance: A More Efficient Two-step Estimator, Liangjun SU, Aman ULLAH, and Yun WANG Journal Article
Robust virtual implementation with almost complete information, Takashi KUNIMOTO Working Paper
Affordable fares, sustainable public transport: The Fare Review Mechanism Committee Report, Sock Yong PHANG Report
A Spatial Analysis of the Italian Second Republic, Massimiliano LANDI and Ricardo PELIZZO Journal Article
Geographic decomposition of inequality in health and wealth: Evidence from Cambodia, Tomoki FUJII Journal Article
Geographic decomposition of inequality in health and wealth: Evidence from Cambodia, Tomoki FUJII Journal Article
Grandchild Care, Intergenerational Transfers, and Grandparents’ Labor Supply, Christine HO Working Paper
Heteroskedasticity and Non-normality Robust LM Tests of Spatial Dependence, Badi H. BALTAGI and Zhenlin YANG Journal Article
Modeling myopia: Application to non-renewable resource extraction, Tomoki FUJII Journal Article
Robust Bayesian model selection, Yong LI and Jun YU Working Paper
Semiparametric Estimation in Triangular System Equations with Nonstationarity, Jiti GAO and Peter C. B. PHILLIPS Journal Article
Shrinkage empirical likelihood estimator in longitudinal analysis with time-dependent covariates: Application to modeling the health of Filipino children, Denis H. Y. LEUNG, Dylan S. SMALL, Jing QIN, and Min ZHU Journal Article
Contract Enforcement: A Political Economy Model of Legal Development, Fali HUANG Journal Article
Housing policies in Singapore: Evaluation of recent proposals and recommendations for reform, Sock Yong PHANG, David Kuo Chuen LEE, Alan CHEONG, Kok Fai PHOON, and Karol WEE Conference Paper