Submissions from 2012
Cointegrating Rank Selection in Models with Time-Varying Variance, Xu CHENG and Peter C. B. PHILLIPS Journal Article
Detecting Bubbles in Hong Kong Residential Property Market, Matthew S. YIU, Jun Yu, and Lu JIN Working Paper
Mean and Autocovariance Function Estimation Near the Boundary of Stationarity, Liudas GIRAITIS and Peter C. B. PHILLIPS Journal Article
Optimal Estimation under Nonstandard Conditions, Werner PLOBERGER and Peter C. B. PHILLIPS Journal Article
Recent Advances in Nonstationary Time Series: A Festschrift in honor of Peter C. B. Phillips, Robert S. MARIANO, Zhijie XIAO, and Jun YU Journal Article
Robust Deviance Information Criterion for Latent Variable Models, Yong LI, Tao ZENG, and Jun YU Working Paper
Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models, Jun YU Journal Article
Country Image and International Trade, Pao Li CHANG and Tomoki FUJII Working Paper
Equally-distributed equivalent utility, ex post egalitarianism and utilitarianism, Simon Grant, Atsushi KAJII, Ben Polak, and Ziv Safra Journal Article
Growth and Inequality in Singapore, Kong Weng HO Book Chapter
Inefficiency in the Shadow of Unobservable Outside Options, Madhav S. ANEY Working Paper
No Pass, No Drive: Effective Answer to Dropout Epidemic, Rashmi Rekha BARUA News Article
Recent advances in panel data, nonlinear and nonparametric models: A festschrift in honor of Peter C.B. Phillips, Roberto S. MARIANO, Zhijie XIAO, and Jun YU Editorial
Sieve Estimation of Panel Data Models with Cross Section Dependence, Liangjun SU and Sainan JIN Journal Article
Statistical tests for multiple forecast comparison, Roberto MARIANO and Daniel P. A. PREVE Journal Article
Who Will Monitor the Monitors? Informal Law Enforcement and Collusion at Champagne, Brishti GUHA Journal Article
Why SMEs Should Aim at Becoming Exporters, Hian Teck HOON News Article
Crime and Moral Hazard: Does More Policing Necessarily Induce Private Negligence?, Brishti GUHA and Ashok S. GUHA Journal Article
Crime and Moral Hazard: Does More Policing Necessarily Induce Private Negligence?, Brishti GUHA and Ashok S. GUHA Journal Article
Dynamic misspecification in nonparametric cointegrating regression, Ioannis KASPARIS and Peter C. B. PHILLIPS Journal Article
Nonlinear Cointegrating Regression under Weak Identification, Xiaoxia SHI and Peter C. B. PHILLIPS Journal Article
Random Dictatorship Domains, Shurojit CHATTERJI, Arunava SEN, and Huaxia ZENG Working Paper
Testing for jumps in noisy high frequency data, Yacine AIT-SAHALIA, Jean JACOD, and Jia LI Journal Article
An Economic Analysis of Optimum Population Size Achieved Through Boosting Total Fertility and Net Immigration, Hian Teck HOON Working Paper
Changing Unchanged Inequality: Higher Education, Youth Population, and the Japanese Seniority Wage System, Ken YAMADA and Daiji KAWAGUCHI Working Paper
Isolated Capital Cities, Accountability and Corruption: Evidence from US States, Filipe R. CAMPANTE and Quoc-Anh DO Working Paper
Love and Money by Parental Match-Making: Evidence from Urban Couples in China, Fali HUANG, Ginger JIN, and Lixin Collin XU Journal Article
Measuring the upstreamness of production and trade flows, Pol Antras, Davin CHOR, Thibault Fally, and Russell Hillbery Journal Article
Off the cliff and back? Credit conditions and international trade during the global financial crisis, Davin CHOR and Manova KALINA Journal Article
Organizing the Global Value Chain, Pol ANTRAS and Davin CHOR Working Paper
Out of Sight, Out of Mind: The Value of Political Connections in Social Networks, Quoc-Anh DO, Yen Teik LEE, Bang Dang NGUYEN, and Kieu-Trang NGUYEN Working Paper
Wage-vacancy contracts and coordination frictions, Nicolas L. JACQUET and Serene TAN Journal Article
A semiparametric stochastic volatility model, Jun YU Journal Article
Conflict with Quitting Rights: A Mechanism Design Approach, Madhav S. ANEY Working Paper
Finding Dynamic Treatment Effects under Anticipation: Spanking Effects on Behavior, Myoung-jae LEE and Fali HUANG Journal Article
Semiparametric GMM Estimation of Spatial Autoregressive Models, Liangjun SU Journal Article
Why Did Universities Precede Primary Schools? A Political Economy Model of Educational Change, Fali HUANG Journal Article
A comparison of cardinal tournaments and piece rate contracts with liquidity constrained agents, Kosmas MARINAKIS and Theofanis TSOULOUHAS Journal Article
A note on separability and intra-household resource allocation in a collective household model, Tomoki FUJII and Ryuichiro ISHIKAWA Working Paper
Is Specialization Desirable in Committee Decision Making?, Ruth BEN-YASHAR, Winston T. H. KOH, and Shmuel NITZAN Journal Article
Mean, Volatility, and Skewness Spillovers in Equity Markets, Aamir R. Hashmi and Anthony S. TAY Book Chapter
On the intraday periodicity duration adjustment of high-frequency data, WU Zhengxiao Journal Article
Risk and the Technology Content of FDI: A Dynamic Model, Pao Li CHANG and Chia-Hui LU Journal Article
Why was the Arab world poised for revolution? Schooling, economic opportunities, and the Arab spring, Filipe R. Campante and Davin CHOR Journal Article
Bayesian Hypothesis Testing in Latent Variable Models, Yong LI and Jun YU Journal Article
Beyond Catch-Up to New Growth Sources, Hian Teck HOON News Article
Designing and implementing an evaluation of a national work support program, Kong Weng HO, Irene Y. H. Ng, Thartmalingam Nesamani, Alex Lee, and Tee Liang Ngiam Journal Article
In Support of the TRIPS Agreement, Amanda JAKOBSSON and Paul S. Segerstrom Working Paper
Micro-finance Competition with Motivated MFIs, Brishti GUHA and Prabal ROY CHOWDHURY Working Paper
Pricing for Goodwill: A Threshold Quantile Regression Approach, Heng JU, Liangjun SU, and Pai XU Working Paper
Sources of risk in housing finance systems: Lessons from market and regulatory failures, Sock-Yong PHANG Book Chapter
Testing for common trends in semi-parametric panel data models with fixed effects, Yonghui ZHANG, Liangjun SU, and Peter C. B. PHILLIPS Journal Article
The ET Interview: A Conversation with Professor Eric Ghysels, Peter C. B. PHILLIPS and Jun YU Journal Article
A Spatial Analysis of the Italian Second Republic, Second Version, Massimiliano LANDI and Ricardo PELIZZO Working Paper
Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility, Andras FULOP, Junye LI, and Jun YU Working Paper
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression, Liangjun SU and Halbert L. WHITE Book Chapter
Folklore Theorems, Implicit Maps, and Indirect Inference, Peter C. B. PHILLIPS Journal Article
Nonparametric and Semiparametric Volatility Models: Specification, Estimation, and Testing, Liangjun SU, Aman ULLAH, Santosh MISHRA, and Yun WANG Book Chapter
One Mandarin Benefits the Whole Clan: Hometown Infrastructure and Nepotism in an Autocracy, Kieu-Trang NGUYEN, Quoc-Anh DO, and Anh TRAN Working Paper
One Mandarin Benefits the Whole Clan: Hometown Infrastructure and Nepotism in an Autocracy, Kieu-Trang Nguyen, Quoc-Anh DO, and Anh Tran Working Paper
Optimal International Agreement and Treatment of Domestic Subsidy, Gea M. LEE Working Paper
Peer transparency in teams: Does it help or hinder incentives?, Parimal BAG and Nona PEPITO Journal Article
Pirates and Fishermen: Is Less Patrolling Always Bad?, Brishti GUHA Journal Article
Public Housing: Appreciating Assets?, Sock Yong PHANG Conference Paper
Quasi-option value under strategic interactions, Tomoki FUJII and Ryuichiro ISHIKAWA Journal Article
Single Peakedness and Giffen Demand, Massimiliano LANDI Working Paper
Supply Elasticity of Housing, Kyunghwan KIM, Sock-Yong PHANG, and Susan WACHTER Encyclopaedia
Submissions from 2011
A Simple and Robust Method of Inference for Spatial Lag Dependence, Zhenlin YANG and Yan SHEN Working Paper
International Capital Flows with Limited Commitment and Incomplete Markets, Jürgen von Hagen and Haiping ZHANG Working Paper
One Mandarin Benefits the Whole Clan: Hometown Infrastructure and Nepotism in an Autocracy, Kieu-Trang NGUYEN, Quoc-Anh DO, and Anh TRAN Working Paper
Out of Sight, Out of Mind: The Value of Political Connections in Social Networks, Quoc-Anh DO, Bang Dang NGUYEN, Yen Teik LEE, and Kieu-Trang NGUYEN Working Paper
Power Maximization and Size Control of Heteroscedasticity and Autocorrelation Robust Tests with Exponentiated Kernels, Yixiao SUN, Peter C. B. PHILLIPS, and Sainan JIN Journal Article
Score Tests for Inverse Gaussian Mixtures, A. F. Desmond and Zhenlin YANG Journal Article
Singapore Consumer’s Inflation Expectations and Creation of Singapore Index of Inflation Expectations, Aurobindo GHOSH and Jun Yu Working Paper
The Myerson value for complete coalition structures, Takashi UI, Hiroyuki KOJIMA, and Atsushi KAJII Journal Article
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression, Chirok HAN, Peter C. B. PHILLIPS, and Donggyu SUL Journal Article
A new necessary condition for implementation in iteratively undominated strategies, Takashi KUNIMOTO and Roberto SERRANO Journal Article
Arrow-Fisher-Hanemann-Henry and Dixit-Pindyck option values under strategic interactions, Tomoki FUJII and Ryuichiro ISHIKAWA Working Paper
Custodes Invicem Custodiunt: Commitment through Competition, Madhav S. ANEY and Giovanni KO Working Paper
Dating the Timeline of Financial Bubbles During the Subprime Crisis, Peter C. B. PHILLIPS and Jun YU Journal Article
Double Asymptotics for an Explosive Continuous Time Model, Xiaohu WANG and Jun YU Working Paper
Impact of Food Inflation on Poverty in the Philippines, Tomoki FUJII Working Paper
Intertemporal Substitution in the Time Allocation of Married Women, Ken YAMADA Working Paper
Linear programming-based estimators in simple linear regression, Daniel P. A. PREVE and Marcelo C. MEDEIROS Journal Article
MNCs and the Labour Crunch: Local Jobs may Suffer if Foreign Supply is Curbed, Hian Teck HOON News Article
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior, Peter C. B. PHILLIPS, Shu-Ping SHI, and Jun YU Working Paper
Specification Testing for Nonparametric Structural Models with Monotonicity in Unobservables, Stefan HODERLEIN, Liangjun SU, and Halbert WHITE Working Paper
Family Background and Economic Outcomes in Japan, Ken YAMADA Working Paper
Is there a Yuan Bloc in East Asia?, Hwee Kwan CHOW-TAN Conference Proceeding Article
Non-parametric Regression under Location Shifts, Peter C. B. PHILLIPS and Liangjun SU Journal Article
Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models, Ye CHEN and Jun YU Working Paper
The informal economy and bribery in North Korea, Byung-Yeon KIM and Yumi KOH Journal Article
Tilted nonparametric estimation of volatility functions with empirical applications, Ke-Li XU and Peter C. B. PHILLIPS Journal Article
Money, bargaining, and risk sharing, Nicolas L. JACQUET and Serene TAN Journal Article
The WTO Trade Effect, Pao Li CHANG and Myoung-Jae LEE Journal Article
Bayesian Hypothesis Testing in Latent Variable Models, Yong LI and Jun YU Working Paper
Labor Supply Responses to the 1990s Japanese Tax Reforms, Ken YAMADA Journal Article
Labor Supply Responses to the 1990s Japanese Tax Reforms, Ken YAMADA Conference Paper
Risk and the Technology Content of FDI: A Dynamic Model, Pao Li CHANG and Chia-Hui LU Working Paper
Simulated Maximum Likelihood Estimation for Latent Diffusion Models, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Working Paper