Submissions from 2010
Generalized Utilitarianism and Harsanyi's Impartial Observer Theorem, Simon Grant, Atsushi KAJII, Ben Polak, and Zvi Safra Journal Article
Group Reputation, Anonymous Matching, and External Monitoring in a Model of Corruption, Huan WANG and Yi ZHANG Working Paper
Minimum Skills, Not Minimum Wage, Augustine H. H. TAN News Article
One Single System Will Not Work, Kim Song TAN and Hoe Ee Khor News Article
Sample size determination in step-up testing procedures for multiple comparisons with a control, Koon Shing KWONG, Siu Hung CHUENG, and Miin‐Jye WEN Journal Article
Sex Ratios, Divorce Laws and the Marriage Market, Brishti GUHA Working Paper
Unpacking sources of comparative advantage: A quantitative approach, Davin CHOR Journal Article
A Conversation with Eric Ghysels, Peter C. B. PHILLIPS and Jun YU Working Paper
An Asian Response to International Financial Reforms, Hoe Ee KHOR and Kim Song TAN Working Paper
A New Bayesian Unit Root Test in Stochastic Volatility Models, Yong LI and Jun YU Working Paper
A study of price evolution in online toy market, Zhenlin YANG, Lydia L GAN, and Fang-Fang TANG Journal Article
Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes, Qiankun ZHOU and Jun YU Working Paper
Bayesian Hypothesis Testing in Latent Variable Models, Yong LI and Jun YU Working Paper
Bias-Corrected Estimation for Spatial Autocorrelation, Zhenlin YANG Working Paper
Bias in Estimating Multivariate and Univariate Diffusions, Xiaohu WANG, Peter C. B. PHILLIPS, and Jun YU Working Paper
Bootstrapping I(1) data, Peter C. B. PHILLIPS Journal Article
Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Working Paper
International Capital Flows and Aggregate Output, Jurgen von Hagen and Haiping ZHANG Working Paper
Macroeconomic Effects of Over-investment in Housing in an Aggregative Model of Economic Activity, Hian Teck HOON Working Paper
Macroeconomic Effects of Over-Investment in Housing in an Aggregative Model of Economic Activity, Hian Teck HOON Journal Article
Measurement and High Finance, Peter C. B. PHILLIPS, Jun YU, and Eric GHYSELS Working Paper
Simulation-based Estimation Methods for Financial Time Series Models, Jun YU Working Paper
Smoothing Local-to-Moderate Unit Root Theory, Peter C. B. PHILLIPS, Tassos Magdalinos, and Liudas Giraitis Journal Article
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions, Badi H. BALTAGI and Zhenlin YANG Working Paper
Using Financial Econometrics to Measure Risk, Peter C. B. PHILLIPS, Jun YU, and Eric Ghysels News Article
A Robust LM Test for Spatial Error Components, Zhenlin YANG Journal Article
Indescribability and its irrelevance for contractual incompleteness, Takashi KUNIMOTO Journal Article
Labor Supply Responses to the 1990s Japanese Tax Reforms, Ken YAMADA Working Paper
Advertising Collusion in Retail Markets, Kyle BAGWELL and Gea M. LEE Journal Article
Advertising Competition in Retail Markets, Kyle BAGWELL and Gea Myoung LEE Journal Article
A Shifting Paradigm and Growth Strategies Reappraisal in Post-Crisis Asia, Winston T.H. Koh Presentation
Comments on “Population Aging and Economic Growth in Asia” by David Bloom, David Canning and Joycelyn Finlay, Roberto S. MARIANO Book Chapter
Evaluating the conditions for robust mechanism design, Takashi KUNIMOTO and Roberto SERRANO Working Paper
Patrilocal Exogamy as a Monitoring Mechanism: How Inheritance and Residence Patterns Co-evolve, Brishti GUHA Working Paper
Save Or Spend? Crunch Tests, Augustine H. H. TAN News Article
Bimodal t-ratios: The impact of thick tails on inference, Carlo V. FIORO, Vassilis A. HAJIVASSILIOU, and Peter C. B. PHILLIPS Journal Article
Nonparametric Testing for Asymmetric Information, Liangjun SU and Martin SPINDLER Working Paper
Off the Cliff and Back? Credit Conditions and International Trade during the Global Financial Crisis, Davin CHOR and Kalina MANOVA Working Paper
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models, Liangjun SU and Sainan JIN Journal Article
Social mobility in Singapore, Kong Weng HO Book Chapter
How robust is undominated Nash implementation?, Takashi KUNIMOTO Working Paper
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities, Jin Seo CHO, Chirok HAN, and Peter C. B. PHILLIPS Journal Article
Unilateral Measures and Emissions Mitigation, Shurojit CHATTERJI, Sayantan GHOSAL, Sean WALSH, and John WHALLEY Working Paper
Applicant Screening and Performance-Related Outcomes, Fali HUANG and Peter Cappelli Journal Article
Estimation of Bidder Valuations in an FCC Spectrum Auction, Jungwon YEO Conference Paper
Lessons from Singapore's Central Provident Fund, Sock Yong PHANG Conference Paper
On Domains that Admit Well-Behaved Strategy-Proof Social Choice Functions, Shurojit CHATTERJI, Remzi SANVER, and Arunava SEN Working Paper
Optimal Monetary Policy in a Model with Recursive Preferences, Sungbae An Working Paper
Advertising Collusion in Retail Markets, Kyle BAGWELL and Gea M. LEE Working Paper
Advertising Competition in Retail Markets, Kyle BAGWELL and Gea M. LEE Working Paper
Dynamic Treatment Effect Analysis of TV Effects on Child Cognitive Development, Fali HUANG and Myoung-jae LEE Journal Article
Financial Development and the Patterns of International Capital Flows, Jurgen von Hagen and Haiping ZHANG Working Paper
Affordable Homeownership Policy: Implications for Housing Markets, Sock Yong PHANG Journal Article
A hidden Markov model for earthquake declustering, Zhengxiao WU Journal Article
Collaboration between the Public and Private Sectors for Urban Development, Sock-Yong PHANG Book Chapter
Growth Accounting for a Technology Follower in a World of Ideas: The Case of Singapore, Hian Teck HOON Journal Article
International Capital Flows and World Output Gains, Jurgen von Hagen and Haiping ZHANG Working Paper
Monetary Policy Cooperation to Support Asian Economic Integration, Hwee Kwan Chow, Peter Nicholas KRIZ, Roberto S. Mariano, and Augustine H. H. TAN Journal Article
Simulation-Based Estimation Methods for Financial Time Series Models, Jun YU Book Chapter
The Labor Market of Italian Politicians, Antonio MERLO, Vincenzo GALASSO, Massimiliano LANDI, and Andrea MATTOZZI Book Chapter
The Lead-Lag Relationship between the S&P 500 Spot and Futures Markets: An Intraday-Data Analysis Using Threshold Regression Model, Yiu Kuen TSE and Wai-Sum Chan Journal Article
A Coincident Index, Common Factors, and Monthly Real Gdp, Roberto S. Mariano and Yasutomo Murasawa Journal Article
Book Review of Competition Law and Policy in Singapore, by Cavinder Bull, Lim Chong Kin, Academy Publishing, Singapore, 2009, Sock-Yong PHANG Book Review
Can Market Failure Cause Political Failure, Madhav S. ANEY, Maitreesh Ghatak, and Massimo Morelli Working Paper
Does Television Viewing Affect Children's Behaviour?, Fali HUANG and Myoung-jae LEE Journal Article
Estimating Spatial Econometric Models of Complex FDI, Xi QU and Liangjun SU Journal Article
GMM estimation for dynamic panels with fixed effects and strong instrument at unity, C. HAN and Peter C. B. PHILLIPS Journal Article
Innovation and Patentability Requirement in a Globalized World, Davin CHOR and Edwin L. C. LAI Working Paper
Monetary Policy Cooperation to Support Asian Economics Integration, Roberto S. Mariano; Hwee Kwan Chow; Peter Nicholas KRIZ; and Hui Heng, Augustine TAN Journal Article
Risk, Learning, and the Technology Content of FDI: A Dynamic Model, Pao Li CHANG and Chia-Hui LU Working Paper
Semiparametric Estimator of Time Series Conditional Variance, Santosh MISHRA, Liangjun SU, and Aman ULLAH Journal Article
The Optimal Degree of Reciprocity in Tariff Reduction, Pao Li CHANG Working Paper
Enhancing income opportunities, Rashiel Verlarde, Tomoki FUJII, and Ulrich Lächler Book Chapter
Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Models Approach, Yiu Kuen Tse and Tao Yang Working Paper
Forecasting Realized Volatility Using a Nonnegative Semiparametric Time Series Model, A. Eriksson, D. Preve, and Jun YU Working Paper
Functional Coefficient Estimation with Both Categorical and Continuous Data, Liangjun SU, Ye CHEN, and Aman ULLAH Journal Article
Managing Capital Flows: The Case of Singapore, Hwee Kwan CHOW Book Chapter
Nonparametric Tests for Poolability in Panel Data Models with Cross Section Dependence, Sainan JIN and Liangjun SU Working Paper
Numerical Analysis of Non-Constant Pure Rate of Time Preference: A Model of Climate Policy, Tomoki FUJII and Larry KARP Book Chapter
Obedience, Schooling, and Political Participation, Davin CHOR and Filipe R. Campante Working Paper
Risking Returns: Moving from Public to Private Equity, Aurobindo GHOSH Working Paper
Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Journal Article
Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity, Seong Hyun HONG and Peter C. B. PHILLIPS Journal Article
The National Innovation System of Singapore, Winston T. H. KOH and Phillip PHAN Book Chapter
Submissions from 2009
A Transformed Random Effects Model with Applications, Zhenlin YANG and Jianhua Huang Journal Article
Empirical Likelihood in Missing Data Problems, Jing QIN, Biao ZHANG, and Denis H. Y. LEUNG Journal Article
Local Limit Theory and Spurious Nonparametric Regression, Peter C. B. PHILLIPS Journal Article
Unit Root and Cointegrating Limit Theory When Initialization is in the Infinite Past, Peter C. B. PHILLIPS and T. Magdalinos Journal Article
Affordable Homeownership Policy: Implications for Housing Markets, Sock Yong PHANG Working Paper
Automated Likelihood Based Inference for Stochastic Volatility Models, H. Skaug and Jun YU Working Paper
Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises, Shirley J. HUANG and Jun YU Working Paper
Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models, Jun YU Working Paper
Dating the Timeline of Financial Bubbles During the Subprime Crisis, Peter C. B. PHILLIPS and Jun YU Working Paper
Directed Altruism and Enforced Reciprocity in Social Networks, Stephen LEIDER, Markus M. MOBIUS, Tanya ROSENBLAT, and Quoc-Anh DO Journal Article
Econometric Analysis of Continuous Time Models: A Survey of Peter Philip’s Work and Some New Results, Jun YU Working Paper
Economic Transition and Growth, Peter C. B. PHILLIPS and D. Sul Journal Article
Economic transition and growth, Peter C. B. PHILLIPS and Donggyu Sul Journal Article
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?, Peter C. B. PHILLIPS, Yangru WU, and Jun YU Working Paper
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model, D. Preve, A. Eriksson, and Jun YU Working Paper
Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Working Paper