Submissions from 2009
Structural Nonparametric Cointegrating Regression, Q. Y. Wang and Peter C. B. PHILLIPS Journal Article
Trade, Growth and Increasing Returns to Infrastructure: The Role of the Sophisticated Monopolist, Ashok S. GUHA and Brishti GUHA Journal Article
Transformation of the Urban Rail Sector through PPP, Sock-Yong PHANG Journal Article
Why Did Universities Precede Primary Schools? A Political Economy Model of Educational Change, Fali HUANG Working Paper
Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore, Hwee Kwan CHOW and Keen Meng CHOY Journal Article
A Nonparametric Goodness-of-fit-based Test for Conditional Heteroskedasticity, Liangjun SU and Aman ULLAH Working Paper
A semi-parametric two-stage projection type estimator of multivalued treatment effects, Aurobindo GHOSH Working Paper
Foreign Direct Investment and Foreign Portfolio Investment under Asymmetric Information, Ruanjai SUWANTARADON Working Paper
Monetary Policy and Asset Prices in a Small Open Economy: A Factor-Augmented VAR Analysis for Singapore, Hwee Kwan CHOW and Keen Meng CHOY Working Paper
Econometric forecasting and high-frequency data analysis, Yiu Kuen TSE and Yiu Kuen TSE Edited Book
Estimation of Bidder Valuations in an FCC Spectrum Auction, Jungwon YEO Working Paper
Nonlife Actuarial Models: Theory, Methods and Evaluation, Yiu Kuen TSE Book
Simulation-Based Estimation of Contingent-Claims Prices, Peter C. B. PHILLIPS and Jun YU Journal Article
Testing structural change in conditional distributions via quantile regressions, Liangjun SU and Zhijie XIAO Working Paper
Heterogeneity in Returns to Work Experience: A Dynamic Model of Female Labor Force Participation, Ken YAMADA Working Paper
Implementation with near complete information: The case of subgame perfection, Takashi KUNIMOTO and Olivier Tercieux Working Paper
Malfeasance and the Market, Brishti GUHA Book
Memorial to Albert Rex Bergstrom - Introduction, M. J. Chambers, Peter C. B. PHILLIPS, and A. M. R. Taylor Journal Article
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels, Yixiao SUN, Peter C. B. Phillips, and Sainan JIN Working Paper
Subnational Credit Rating: A Comparative Review, Lili LIU and Kim Song TAN Working Paper
Asian Currency Baskets: An Answer in Search of a Question?, Charles ADAMS and Hwee Kwan CHOW Journal Article
Can a Representative-Agent Model Represent a Heterogeneous-Agent Economy, Sungbae AN, Yongsung CHANG, and Sun-Bin KIM Journal Article
Competition Law and the International Transport Sectors, Sock Yong PHANG Journal Article
Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method, Denis H. Y. LEUNG, You Gan WANG, and Min ZHU Journal Article
Family Environment, Class, and Youth Social Participation, Kong Weng HO, Irene Y. H. Ng, and Kong Chong Ho Magazine Article
Growth Accounting for a Technology Follower in a World of Ideas: The Case of Singapore, Kong Weng HO and Hian Teck HOON Journal Article
School Entry, Educational Attainment and Quarter of Birth: A Cautionary Tale of Late, Rashmi Barua and Kevin Lang Working Paper
An empirical analysis of stock market integration: Comparison study of Singapore and Malaysia, Zheng YI and Swee Liang TAN Journal Article
Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression, Q. Y. Wang and Peter C. B. PHILLIPS Journal Article
A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete Data, Peter C. B. PHILLIPS and Jun YU Journal Article
Auction Design and Tacit Collusion in FCC Spectrum Auctions, Patrick BAJARI and Jungwon YEO Journal Article
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice, Sainan JIN Journal Article
Econometric Theory and Practice, Peter C. B. PHILLIPS Editorial
Econometric Theory and Practice, Peter C. B. PHILLIPS Editorial
Study on Singapore's Experience of Regional Economic Cooperation, John WONG, Kim Song TAN, Yang MU, Sarah TONG, Tim Seng LIM, and Chee Kia LIM Report
Subsidies for FDI: Implications from a model with heterogeneous firms, Davin CHOR Journal Article
Technology, Unilateral Commitments and Cumulative Emissions Reduction, Shurojit CHATTERJI and Sayantan Ghosal Journal Article
What Do We Expect from Our Friends?, Stephen LEIDER, Markus M. MOBIUS, Tanya S. ROSENBLAT, and Quoc-Anh DO Working Paper
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression, Peter C. B. PHILLIPS and Liangjun SU Working Paper
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor, Peter C. B. PHILLIPS and Liangjun SU Working Paper
Payroll Taxes, Wealth and Employment in Neoclassical Theory: Neutrality or Non-Neutrality?, Hian Teck HOON Working Paper
Using high-frequency transaction data to estimate the probability of informed trading, Anthony S. TAY, Christopher TING, Yiu Kuen TSE, and Mitchell WARACHKA Journal Article
Limit Theory for Cointegrated Systems with Moderately Integrated and Moderately Explosive Regressors, Tassos Magdalinos and Peter C. B. PHILLIPS Journal Article
Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data, Jun Yu and Peter C. B. Phillips Working Paper
Intergenerational Earnings Mobility in Singapore and the United States, Irene Y. H. NG, Xiaoyi SHEN, and Kong Weng HO Journal Article
Misaligned Incentives and Mortgage Lending in Asia, Richard GREEN, Roberto S. MARIANO, Andrey PAVLOV, and Susan WACHTER Working Paper
Risk, Firm Heterogeneity, and Dynamics of FDI Entry, Pao Li CHANG and Chia-Hui LU Working Paper
Sunspot equilibria in a production economy: Do rational animal spirits cause overproduction?, Atsushi KAJII Journal Article
Testing Conditional Uncorrelatedness, Liangjun SU and Aman ULLAH Journal Article
The Evolution and Utilization of the GATT/WTO Dispute Settlement Mechanism, Pao Li CHANG Book Chapter
Tops-Only Domains, Shurojit CHATTERJI and Arunava SEN Working Paper
Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore, Hwee Kwan CHOW and Keen Meng CHOY Working Paper
Misaligned incentives and mortgage lending in Asia, Richard GREEN, Roberto MARIANO, Andrey PAVLOV, and Susan WACHTER Book Chapter
A Centered Index of Spatial Concentration: Axiomatic Approach with an Application to Population and Capital Cities, Filipe R. CAMPANTE and Quoc-Anh DO Working Paper
A cluster identification framework illustrated by a filtering model for earthquake occurrences, Zhengxiao WU Journal Article
A Robust LM Test for Spatial Error Components, Zhenlin YANG Working Paper
Asymptotics and Bootstrap for Transformed Panel Data Regressions, Liangjun SU and Zhenlin YANG Working Paper
Finanzielle Globalisierung - 3 Puzzle und eine Erklarung, Haiping ZHANG and Jürgen von Hagen Book
Government intervention in housing supply: A comparative study [in English and Korean], Kyung Hwan KIM, Youngha CHO, Man CHO, and Sock Yong PHANG Report
Instability and the incentives for corruption, Filipe R. Campante, Davin CHOR, and Quoc-Anh DO Journal Article
Interim efficient allocations under uncertainty, Atsushi KAJII and Takashi UI Journal Article
Keeping Dictators Honest: The Role of Population, Quoc-Anh DO and Filipe R. CAMPANTE Working Paper
Semiparametric Cointegrating Rank Selection, Xu CHENG and Peter C. B. PHILLIPS Journal Article
Semiparametric prevalence estimation from a two-phase survey, Denis H. Y. LEUNG and J QIN Conference Proceeding Article
What Do We Expect from our Friends?, Stephen Leider, Markus M. Mobius, Tanya S. Rosenblat, and Quoc-Anh DO Journal Article
Submissions from 2008
Global analysis of an expectations augmented evolutionary dynamics, Angelo ANTOCI, Antonio GAY, Massimiliano LANDI, and Pier Luigi SACCO Journal Article
Maximum likelihood and Gaussian estimation of continuous time models in finance, Peter C. B. PHILLIPS and Jun YU Book Chapter
Can a Representative Agent Model Represent a Heterogeneous Agent Economy?, Sungbae AN, Yongsung CHANG, and Sun-Bin KIM Working Paper
Directed Altruism and Enforced Reciprocity in Social Networks, Stephen Leider, Markus M. Mobius, Tanya S. Rosenblat, and Quoc-Anh DO Working Paper
Future Fiscal and Budgetary Shocks, Hian Teck HOON and Edmund S. Phelps Journal Article
Testing for Parameter Stability in Quantile Regression Models, Liangjun SU and Zhijie XIAO Journal Article
Endogenous Transaction Cost, Specialization, and Strategic Alliance, Juyuan ZHANG and Yi ZHANG Working Paper
How well can we target aid with rapidly collected data? Empirical results for poverty mapping from Cambodia, Tomoki FUJII Journal Article
Schooling and Political Participation Revisited, Davin CHOR and Filipe R. CAMPANTE Working Paper
The Labor Market of Italian Politicians, Antonio MERLO, Vincenzo GALASSO, Massimiliano LANDI, and Andrea MATTOZZI Working Paper
The More Kids, the Less Mom's Divvy: Impact of Childbirth on Intrahousehold Resource Allocation, Tomoki FUJII and Ryuichiro ISHIKAWA Working Paper
Unpacking Sources of Comparative Advantage: A Quantitative Approach, Davin CHOR Working Paper
Utility Functions, Future Consumption Targets and Subsistence Thresholds, Ashok GUHA and Brishti GUHA Working Paper
Improving semiparametric estimation by using surrogate data, Song Xi CHEN; LEUNG, Denis H. Y.; and Jin QIN Journal Article
A Nonparametric Hellinger Metric Test for Conditional Independence, Liangjun SU and Halbert WHITE Journal Article
A Welfare Analysis of Capital Account Liberalization, Jürgen von Hagen and Haiping ZHANG Journal Article
Financial Frictions and International Trade, Ruanjai SUWANTARADON Working Paper
Limit Theory for Explosively Cointegrated Systems, Peter C. B. PHILLIPS and Tassos MAGDALINOS Journal Article
On the Evaluation of the Joint Distribution of Order Statistics, Koon Shing KWONG and Yiu Man CHAN Journal Article
Regression Asymptotics using Martingale Convergence Methods, Rustam IBRAGIMOV and Peter C. B. PHILLIPS Journal Article
Discussion of Do the Biggest Aisles Serve Brighter Future? Implications of Global Retail Chains' Presence for Romania, Davin CHOR, Beata Javor, and Li Xue Report
A semiparametric stochastic volatility model, Jun YU Working Paper
Nonparametric Prewhitening Estimators for Conditional Quantiles, Liangjun SU and Aman ULLAH Journal Article
Numerical analysis of non-constant pure rate of time preference: A model of climate policy, Tomoki FUJII and Larry KARP Journal Article
Non-Monotonic Relationship between Human Capital and Unemployment: An Exploratory Study with Empirical Evidence on Singapore, Kong Weng HO and Randy Tan Journal Article
Gaussian Inference in AR(1) Time Series with or without a Unit Root, Peter C. B. PHILLIPS and Chirok HAN Journal Article
Inference for General Parametric Functions in Box-Cox-Type Transformation Models, Zhenlin YANG, Eden Ka-Ho WU, and Anthony F. DESMOND Journal Article
Time-varying incentives in the mutual fund industry, Jacques OLIVIER and Anthony S. TAY Working Paper
Indescribability and asymmetric information at the contracting stage, Takashi KUNIMOTO Journal Article
Local Polynomial Estimation of Nonparametric Simultaneous Equations Models, Liangjun SU and Aman ULLAH Journal Article
Skilled and Unskilled Wages in a Globlizing World, 1968-1998, Davin CHOR Working Paper
Corruption, Delays, and the Pattern of Trade, Quoc-Anh DO and Karine Serfaty-de Medeiros Working Paper
How Does Vietnam's Accession to the World Trade Organization Change the Spatial Incidence of Poverty?, Tomoki FUJII and David Roland-Holst Book Chapter
Labor Hoarding Contracts and Coordination Fictions, Nicolas L. JACQUET and Serene TAN Working Paper
Advertising and Collusion in Retail Markets, Kyle BAGWELL and Gea Myoung LEE Working Paper