Submissions from 2019
An improved Bayesian unit root test in stochastic volatility models, Yong LI and Jun YU Journal Article
Does India's growth matter? Evidence from the SAARC nations, Rohan RAY and Cledwyn FERNANDEZ Journal Article
Editorial introduction to the special issue entitled: Spatial econometrics: New methods and applications, Zhenlin YANG Journal Article
Equal-quantile rules in resource allocation with uncertain needs, Yan LONG, Jay SETHURAMAN, and Jingyi XUE Working Paper
Housing equity and household consumption in retirement: Evidence from the Singapore Life Panel, Lipeng CHEN, Liang JIANG, Sock Yong PHANG, and Jun YU Working Paper
Jump factor models in large cross-sections, Jia LI, Viktor TODOROV, and George. TAUCHEN Journal Article
Mixed bayesian implementation in general environments, Takashi KUNIMOTO Journal Article
The revealed preference theory of stable matchings with one-sided preferences, Gaoji HU, Jiangtao LI, and Rui TANG Working Paper
Wage-vacancy contracts and multiplicity of equilibria in a directed search model of the labor market, Nicolas L. JACQUET, John KENNES, and Serene TAN Journal Article
Asymptotic theory for rough fractional Vasicek models, Weilin XIAO and Jun YU Journal Article
Building an equitable and inclusive city through housing policies: Singapore’s experience, Sock Yong PHANG Book Chapter
Building an equitable and inclusive city through housing policies: Singapore’s experience, Sock Yong PHANG Book Chapter
Common threshold in quantile regressions with an application to pricing for reputation, Liangjun SU and Pai XU Journal Article
Illusion of gender parity in education: Intrahousehold resource allocation in Bangladesh, Sijia XU, Abu S. SHONCHOY, and Tomoki FUJII Working Paper
Inference in partially identified panel data models with interactive fixed effects, Shengjie HONG, Liangjun SU, and Yaqi WANG Working Paper
M-estimators of U-processes with a change-point due to a covariate threshold, Lili TAN and Yichong ZHANG Journal Article
Random coefficient continuous systems: Testing for extreme sample path behavior, Yubo TAO, Peter C. B. PHILLIPS, and Jun YU Journal Article
Rank tests at jump events, Jia LI, Viktor TODOROV, George TAUCHEN, and Huidi. LIN Journal Article
Robustly optimal reserve price, Wei HE and Jiangtao LI Working Paper
Sieve estimation of time-varying panel data models with latent structures, Liangjun SU, Xia WANG, and Sainan JIN Journal Article
The consequences of a public health insurance option: Evidence from Medicare Part D, Daniel P. MILLER and Jung Won YEO Journal Article
Weak σ-convergence: Theory and applications, Jianning KONG, Peter C. B. PHILLIPS, and Donggyu SUL Journal Article
Actuarial modeling and analysis of the Hong Kong Life Annuity Scheme, Koon Shing KWONG, Wai-Sum CHAN, and Johnny Siu-Hang LI Journal Article
Central place theory and the power law for cities, Wen-Tai HSU and ZOU XIN Book Chapter
Does foreign direct investment lead to industrial agglomeration?, Wen-Tai HSU, Yi LU, Xuan LUO, and Lianming ZHU Working Paper
Forecasting equity index volatility by measuring the linkage among component stocks, Yue QIU, Tian XIE, Jun YU, and Qiankun ZHOU Working Paper
Limit theory for moderate deviations from integrated GARCH processes, Yubo TAO Journal Article
Maximum likelihood estimation for the fractional Vasicek model, Katsuto TANAKA, Weilin XIAO, and Jun YU Working Paper
Optimal social insurance with informal child care, Christine HO Journal Article
Asymptotic theory for estimating drift parameters in the fractional Vasicek model, Weilin XIAO and Jun YU Journal Article
Efficient estimation of integrated volatility functionals via multi-scale jackknife, Jia LI, Yunxiao LIU, and Dacheng. XIU Journal Article
Refusal bias in HIV data from the Demographic and Health Surveys: Evaluation, critique and recommendations, Oyelola A. ADEGBOYE, Tomoki FUJII, and Denis H. Y. LEUNG Working Paper
Regional prevalence of health worker absenteeism in Tanzania, Tomoki FUJII Journal Article
A two-round in-class trading game on the principle of comparative advantage and the theory of reciprocal demand, Bei HONG Journal Article
Competition, markups, and gains from trade: A quantitative analysis of China between 1995 and 2004, Wen-Tai HSU, Yi LU, and Guiying Laura WU Working Paper
Econometric estimates of Earth's transient climate sensitivity, Peter C. B. PHILLIPS, Thomas LEIRVIK, and Trude STORELVMO Journal Article
Financial sector in Singapore, Hwee Kwan CHOW and Sai Fan PEI Book Chapter
Made in Singapore, Pao-Li CHANG and Phuong T. B. NGUYEN Working Paper
Monthly spending dynamics of the elderly following a health shock: Evidence from Singapore, Terence C. CHENG, Jing LI, and Rhema VAITHIANATHAN Journal Article
Nonstationary panel models with latent group structures and cross-section dependence, Wenxin HUANG, Sainan JIN, Peter C. B. PHILLIPS, and Liangjun SU Working Paper
On factor models with random missing: EM estimation, inference, and cross validation, Liangjun SU, Ke MIAO, and Sainan JIN Working Paper
Specification tests for temporal heterogeneity in spatial panel models with fixed effects, Yuhong XU and Zhenlin YANG Working Paper
Submissions from 2018
Coarse revealed preference, Gaoji HU, Jiangtao LI, John K. QUAH, and Rui TANG Working Paper
Commodity return predictability: Evidence from implied variance, skewness and their risk premia, Marinela Adriana Finta and Jose Renato Haas ORNELAS Conference Paper
Economic dynamism, openness, and inclusion: How Singapore can make the transition from an era of catch-up growth to life in a mature economy, Hian Teck HOON Book
Forecasting large covariance matrix with high-frequency data: A factor correlation matrix approach, Yingjie DONG and Yiu Kuen TSE Working Paper
Mild-explosive and local-to-mild-explosive autoregressions with serially correlated errors, Yiu Lim LUI, Weilin XIAO, and Jun YU Working Paper
Quantile treatment effects and bootstrap inference under covariate-adaptive randomization, Xin ZHENG and Yichong ZHANG Working Paper
Root-n consistency of intercept estimators in a binary response model under tail restrictions, Lili TAN and Yichong ZHANG Journal Article
Semiparametric maximum likelihood inference for nonignorable nonresponse with callbacks, Zhong GUAN, Denis H. Y. LEUNG, and Jing QIN Journal Article
Sources of health financing and health outcomes: A panel data analysis, Tomoki FUJII Journal Article
Change detection and the causal impact of the yield curve, Shuping SHI, Peter C. B. PHILLIPS, and Stan HURN Journal Article
Entrepreneurship, college, and credit: The golden triangle, Roberto M. SAMANIEGO and Juliana Yu SUN Journal Article
Estimation of large dimensional factor models with an unknown number of breaks, Shujie MA and Liangjun SU Journal Article
Identifying latent grouped patterns in cointegrated panels, Wenxin HUANG, Sainan JIN, and Liangjun SU Working Paper
Labour research conference 2018: Upskilling of mature workers, Stephen HOSKINS and Luca FACCHINELLO Report
News co-occurrence, attention spillover, and return predictability, Li GUO, Lin PENG, Yubo TAO, and Jun TU Working Paper
On incentive compatible, individually rational public good provision mechanisms, Takashi KUNIMOTO and Cuiling ZHANG Working Paper
On strategy-proofness and the salience of sIngle-peakedness, Shurojit CHATTERJI and Jordi MASSO Journal Article
Potential crime risk and housing market responses, Seonghoon KIM and Kwan Ok LEE Journal Article
Revisiting the foundations of dominant-strategy mechanisms, Yi-Chun CHEN and Jiangtao LI Journal Article
Specification tests based on MCMC output, Yong LI, Jun YU, and Tao ZENG Journal Article
Strategic sequential bidding for government land auction sales – Evidence from Singapore, Sumit AGARWAL, Jing LI, Ernie TEO, and Alan CHEONG Journal Article
The grid bootstrap for continuous time models, Yiu Lim LUI, Weilin XIAO, and Jun YU Working Paper
The impact of in-house unnatural death on property values: Evidence from Hong Kong, Zheng CHANG and Jing LI Journal Article
Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion, Ping YU and Peter C. B. PHILLIPS Journal Article
A frequentist approach to Bayesian asymptotics, Tingting CHENG, Jiti GAO, and Peter C. B. PHILLIPS Journal Article
Did the Massachusetts healthcare reform make people happier?, Seonghoon KIM and Kanghyock KOH Working Paper
Does health insurance make people happier? Evidence from Massachusetts’ healthcare reform, Seonghoon KIM and Kanghyock KOH Working Paper
Identifying latent grouped patterns in panel data models with interactive fixed effects, Liangjun SU and Gaosheng JU Journal Article
Volume, volatility, and public news announcements, Tim BOLLERSLEV, Jia LI, and Yuan XUE Journal Article
Aging suppresses skin-derived circulating SDF1 to promote full-thickness tissue regeneration, Mailyn A. Nishiguchi, Casey A. Spencer, Denis H. Y. LEUNG, and Thomas H. Leung Journal Article
Comment on: Limit of random measures associated with the increments of a Brownian Semimartingale, Jia LI and Dacheng XIU Journal Article
Determining the number of communities in degree-corrected stochastic block models, Shujie MA, Liangjun SU, and Yichong ZHANG Working Paper
Does foreign direct investment lead to industrial agglomeration?, Wen-Tai HSU, Yi LU, Xuan LUO, and Lianming ZHU Working Paper
Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter, Nicolas DEBARSY and Zhenlin YANG Journal Article
Geography, trade and power-law phenomena, Pao-Li CHANG and Wen-Tai HSU Working Paper
Homogeneity pursuit in panel data models: Theory and application, Wuyi WANG, Peter C. B. PHILLIPS, and Liangjun SU Journal Article
Innovation, firm size distribution, and gains from trade, Yi-Fan CHEN, Wen-Tai HSU, and Shin-Kun PENG Working Paper
Random assignment of bundles, Shurojit CHATTERJI and Peng LIU Working Paper
Sharing sequential values in a network, Ruben JUAREZ, Yu Ko CHIU, and Jingyi XUE Journal Article
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models, Zhenlin YANG Journal Article
Financial bubble implosion and reverse regression, Peter C. B. PHILLIPS and Shu-Ping SHI Journal Article
Has the development gap between the ethnic minority and majority groups narrowed in Vietnam?: Evidence from household surveys, Tomoki FUJII Journal Article
Spatial dynamic panel data models with correlated random effects, Liyao LI and Zhenlin YANG Working Paper
The role of royalties in resource extraction contracts, Robert F. CONRAD, Robert Bryce HOOL, and Denis NEKIPELOV Journal Article
Unified M-estimation of fixed-effects spatial dynamic models with short panels, Zhenlin YANG Journal Article
Asymptotics and bootstrap for random-effects panel data transformation models, Liangjun SU and Zhenlin YANG Journal Article
Boundary limit theory for functional local to unity regression, Anna BYKHOVSKAYA and Peter C. B. PHILLIPS Journal Article
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models, Badi H. BALTAGI, Alain PIROTTE, and Zhenlin YANG Working Paper
Income inequality, productivity, and international trade, Wen-Tai HSU, Lin LU, and Pierre PICARD Working Paper
New distribution theory for the estimation of structural break point in mean, Liang JIANG, Xiaohu WANG, and Jun YU Journal Article
Regional prevalence of health worker absenteeism in Tanzania, Tomoki FUJII Working Paper
Fair division with uncertain needs, Jingyi XUE Journal Article
Occupational shortage and labor market adjustments: A theory of islands, Joanne TAN and Riccardo ZAGO Working Paper
Policy innovations for affordable housing in Singapore: From colony to global city, Sock Yong PHANG Book
The heterogeneous effects of the minimum wage on employment across states, Wuyi WANG, Peter C. B. PHILLIPS, and Liangjun SU Working Paper
A Dynamic Network Perspective on the Latent Group Structure of Cryptocurrencies, Li GUO, Yubo TAO, and Wolfgang Karl HARDLE Working Paper
Director tenure diversity and board monitoring effectiveness, Na LI and Aida Sijamic WAHID Magazine Article
Income and subjective well-being: Evidence from Singapore's first national non-contributory pension, Yanying CHEN and Yi Jin TAN Working Paper