Submissions from 2017
Efficient augmented inverse probability weighted estimation in missing data problems, Jing QIN, Biao ZHANG, and Denis H. Y. Leung Journal Article
Estimating smooth structural change in cointegration models, Peter C. B. PHILLIPS, Degui LI, and Jiti GAO Journal Article
Jump regressions, Jia LI, Viktor TODOROV, and George TAUCHEN Journal Article
Mixed-scale jump regressions with bootstrap inference, Jia LI, Viktor TODOROV, and George TAUCHEN Journal Article
Monetary policy framework for the Royal Government of Bhutan, Hwee Kwan CHOW-TAN Book Chapter
On estimating market microstructure noise variance, Yingjie DONG and Yiu Kuen TSE Journal Article
Reducing extreme poverty through skill training for industry job placement, Abu S. SHONCHOY, Selim RAIHAN, and Tomoki FUJII Report
Retirement adequacy of mature workers in Singapore, Rhema VAITHIANATHAN and Stephen HOSKINS Report
Strategy-proofness of the probabilistic serial rule on sequentially dichotomous domains, Peng LIU Working Paper
Worker selection, hiring, and vacancies, Ismail BAYDUR Journal Article
Submissions from 2016
Endogenous quality choice, signaling, and welfare, Gea M. LEE and Seung Han YOO Working Paper
Panel data models with interactive fixed effects and multiple structural breaks, Degui LI, Junhui QIAN, and Liangjun SU Journal Article
Sharing Sequential Values in a Network, Ruben JUAREZ, Chiu Yu KO, and Jingyi XUE Working Paper
Shrinkage estimation of regression models with multiple structural changes, Junhai QIAN and Liangjun SU Journal Article
Weak convergence to stochastic integrals for econometric applications, Hanying LIANG, Peter C. B. PHILLIPS, Hanchao WANG, and Qiying WANG Journal Article
Asymptotically refined score and GOF tests for inverse Gaussian models, Anthony F. DESMOND and Zhenlin YANG Journal Article
Bias correction and refined inferences for fixed effects spatial panel data models, Zhenlin YANG, Jihai YU, and Shew Fan LIU Journal Article
Homogeneity pursuit in panel data models: Theory and applications, Wuyi WANG, Peter C. B. PHILLIPS, and Liangjun SU Working Paper
Identifying latent structures in panel data, Liangjun SU, Zhentao SHI, and Peter C. B. PHILLIPS Journal Article
Invitation strategy for cutting edge industries through MNCs and global talents: The case of Singapore, Kim Song TAN Book Chapter
Semiparametric single index panel data models with interactive fixed effects: Theory and practice, Guohua FENG, Bin PENG, Liangjun SU, and Thomas Tao YANG Working Paper
Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data, Cheng LIU, Ningning XIA, and Jun YU Working Paper
A practical test for strict exogeneity in linear panel data models with fixed effects, Liangjun SU, Yonghui ZHANG, and Jie WEI Journal Article
Catalyst of business cycle synchronization in East Asia, Hui-Ying. SNG, Liyu DOU, and Pradumna Bickram. RANA Journal Article
Estimating the volatility occupation time via regularized Laplace inversion, Jia LI, Viktor TODOROV, and TAUCHEN (George) Journal Article
Mismatches in tax outcomes in the light of BEPS actions 2 and 5, Lukas MECHTLER and Cindy Siu Ching WONG Working Paper
Need based aid from selective universities and the achievement gap between rich and poor, Sunha MYONG Working Paper
New skills at work: Managing skills challenges in ASEAN-5, Kim Song TAN and James T. H. TANG Book
Robust forecast comparison, Sainan JIN, Valentina Corradi, and Norman R. Swanson Journal Article
Tackling technology disruption in the financial sector: Are the current Singapore government incentives and labour force preparations adequate?, Swee Liang TAN Presentation
Territorial tax system reform and the financial behavior of multinational firms, Jing XING, Stephen BOND, and Giorgia MAFFINI Working Paper
Testing of non-inferiority and superiority for three-arm clinincal studies with multiple experimental treatments, JunJiang ZHONG, Koon Shing KWONG, and Siu Hung CHEUNG Journal Article
Asset pricing with financial bubble risk, Ji Hyung LEE and Peter C. B. PHILLIPS Journal Article
Asset pricing with financial bubble risk, Ji Hyung LEE and Peter C. B. PHILLIPS Conference Proceeding Article
Associationistic luce rule, Jiangtao LI and Rui TANG Working Paper
Asymptotic Theory for Estimating the Persistent Parameter in the Fractional Vasicek Model, Weilin XIAO and Jun YU Working Paper
Climate change and vulnerability to poverty: An empirical investigation in rural Indonesia, Tomoki FUJII Book Chapter
Concepts and measurement of vulnerability to poverty and other issues: A review of literature, Tomoki FUJII Book Chapter
Incense burning during pregnancy and birth weight and head circumference among term births: The Taiwan birth cohort study, Le-Yu CHEN and Christine HO Journal Article
Is predicted data a viable alternative to real data?, Tomoki FUJII and Roy VAN DER WEIDE Working Paper
Is Predicted Data a Viable Alternative to Real Data?, Tomoki FUJII and Roy VAN DER WEIDE Working Paper
Modeling speculative bubbles with diverse investor expectations, Peter C. B. PHILLIPS Journal Article
Quasi-hidden Markov model and its applications in change-point problems, WU Zhengxiao Journal Article
Contract Enforceability and the (In)efficiency of Worker Turnover, Nicolas Laurent JACQUET Working Paper
Credit market frictions and political failure, Madhav S. ANEY, Maitreesh GHATAK, and Massimo MORELLI Journal Article
Free entry and social inefficiency in vertical relationships: The case of the Japanese MRI industry, Ken ONISHI, Naoki WAKAMORI, Chiyo HASHIMOTO, and Shun-ichiro BESSHO Working Paper
Lumpy investment, lumpy inventories, Ruediger BACHMANN and Lin MA Journal Article
Sequential auctions with descending reserve prices, Massimiliano LANDI Conference Proceeding Article
Step-up procedures for non-inferiority tests with multiple experimental treatments, Koon Shing KWONG, Siu Hung CHEUNG, and Anthony J. HAYTER Journal Article
Double asymptotics for explosive continuous time models, Xiaohu WANG and Jun YU Journal Article
Double asymptotics for explosive continuous time models, Xiaohu WANG and Jun YU Journal Article
Generalized method of integrated moments for high-frequency data, Jia LI and Dacheng XIU Journal Article
Gray's anatomy: Understanding uncertainty, Juliana Yu SUN and Roberto M. SAMANIEGO Working Paper
Inference theory on volatility functional dependencies, Jia LI, Viktor TODOROV, and George. TAUCHEN Journal Article
Productivity Growth and Structural Transformation, Roberto SAMANIEGO and Juliana Y. SUN Journal Article
Singapore: Real state control, Sock Yong PHANG Blog Post
Testing for monotonicity in unobservables under unconfoundedness, Stefan HODERLEIN, Liangjun SU, Halbert WHITE, and Thomas Tao YANG Journal Article
On the role of information in educational choice (Doctoral dissertation), Luca FACCHINELLO Book
Precautionary Saving with Changing Income Ambiguity, Atsushi KAJII and Jingyi XUE Working Paper
Robust econometric inference with mixed integrated and mildly explosive regressors, Peter C. B. PHILLIPS and Ji Hyung LEE Journal Article
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression, Degui LI, Peter C. B. PHILLIPS, and Jiti GAO Journal Article
Domestic liquidity conditions and monetary policy in Singapore, Hwee Kwan CHOW-TAN Conference Proceeding Article
Hospital-skilled nursing facility referral linkage reduces readmission rates among Medicare patients receiving major surgery, Andrew J. SCHOENFELD, Xuan ZHANG, David C. GRABOWSKI, Vincent MOR, Joel S. WEISSMAN, and Momotazur RAHMAN Journal Article
A characterization of single‐peaked preferences via random social choice functions, Shurojit CHATTERJI, Arunava SEN, and Huaxia ZENG Journal Article
Competition and gains from trade: A quantitative analysis of China between 1995 and 2004, Wen-Tai HSU, Yi LU, and Guiying Laura WU Working Paper
Efficient dynamic mechanisms with interdependent valuations, Wei HE and Jiangtao LI Journal Article
Energy Price Shocks and External Balances, Bao Tan HUYNH Journal Article
Harmful transparency in teams, Parimal BAG and Nona PEPITO Journal Article
Disentangling greenhouse warming and aerosol cooling to reveal Earth's climate sensitivity, T. Storelvmo, T. Leirvik, U. Lohmann, Peter C. B. PHILLIPS, and M. Wild Journal Article
Entrepreneurship, College and Credit: The Golden Triangle, Roberto M Samaniego and Juliana Yu SUN Working Paper
Entrepreneurship, Education and Credit: The Golden Triangle, Roberto M. SAMANIEGO and Juliana Yu SUN Working Paper
Investment-Specific Technical Change and Growth around the World, Roberto M. SAMANIEGO and Juliana Yu SUN Working Paper
Investment-specific technical change as a factor of economic growth, Roberto M. SAMANIEGO and Juliana Yu SUN Working Paper
Macroeconomic effects of energy price shocks on the business cycle, Bao Tan HUYNH Journal Article
Nonparametric Cointegrating Regression with Endogeneity and Long Memory, Qiying WANG and Peter C. B. PHILLIPS Journal Article
Returns to education for women, assortative marriage matching, and home production, Sunha MYONG Working Paper
A general framework for price regulation of airports, Sock Yong PHANG Journal Article
Contributions to the Committee on the Future Economy, Singapore Management University Report
Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks, Shujie MA and Liangjun SU Working Paper
Housing Policies in Singapore, Sock Yong PHANG and Matthias HELBLE Working Paper
Implementation with transfers, Yi-Chun CHEN, Takashi KUNIMOTO, and Yifei SUN Working Paper
Model selection for explosive models, Yubo TAO and Jun YU Working Paper
Optimal International Agreement and Restriction on Domestic Efficiency, Gea M. LEE Journal Article
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso, Junhui QIAN and Liangjun SU Journal Article
Sieve instrumental variable quantile regression estimation of functional coefficient models, Liangjun SU and Tadao HOSHINO Journal Article
Subsidies and countervailing duties, Gea M. LEE Book Chapter
Are House Prices Driven by Capital Flows? Evidence from Singapore, Hwee Kwan CHOW and Taojun XIE Journal Article
Common Threshold in Quantile Regressions with an Application to Pricing for Reputation, Liangjun SU, Pai XU, and Heng JU Working Paper
Constrained Inefficiency and Optimal Taxation with Uninsurable Risks, Piero GOTTARDI, Atsushi KAJII, and Tomoyuki NAKAJIMA Journal Article
Granger Causality and Structural Causality in Cross-Section and Panel Data, Xun LU, Liangjun SU, and Halbert WHITE Working Paper
Is urban food demand in the Philippines different from China?, Tomoki FUJII Book Chapter
Quantity Discounts and Capital Misallocation in Vertical Relationships, Ken ONISHI Working Paper
Testing for Monotonicity in Unobservables under Unconfoundedness, Stefan HODERLEIN, Liangjun SU, Halbert WHITE, and Thomas Tao YANG Working Paper
A selective review of Aman Ullah’s contributions to econometrics, Yong BAO, Yanqin FAN, Liangjun SU, and Victoria ZINDE-WALSH Book Chapter
Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres, Ryan GREENAWAY-MCGREVY and Peter C. B. PHILLIPS Journal Article
Inference in near-singular regression, Peter C. B. PHILLIPS Journal Article
Meritocracy Voting: Measuring the Unmeasurable, Peter C. B. PHILLIPS Journal Article
New Distribution Theory for the Estimation of Structural Break Point in Mean, Liang JIANG, Xiaohu WANG, and Jun YU Working Paper
Robust Information Cascade with Endogenous Ordering, Yi ZHANG Working Paper
Semiparametric estimation of partially linear dynamic panel data models with fixed effects, Liangjun SU and Yonghui ZHANG Book Chapter