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Submissions from 2009

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

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Affordable Homeownership Policy: Implications for Housing Markets, Sock Yong PHANG Working Paper

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Automated Likelihood Based Inference for Stochastic Volatility Models, H. Skaug and Jun YU Working Paper

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Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises, Shirley J. HUANG and Jun YU Working Paper

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Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models, Jun YU Working Paper

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Dating the Timeline of Financial Bubbles During the Subprime Crisis, Peter C. B. PHILLIPS and Jun YU Working Paper

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Directed Altruism and Enforced Reciprocity in Social Networks, Stephen LEIDER, Markus M. MOBIUS, Tanya ROSENBLAT, and Quoc-Anh DO Journal Article

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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

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Economic transition and growth, Peter C. B. PHILLIPS and Donggyu Sul Journal Article

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Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?, Peter C. B. PHILLIPS, Yangru WU, and Jun YU Working Paper

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Forecasting Realized Volatility Using a Nonnegative Semiparametric Model, D. Preve, A. Eriksson, and Jun YU Working Paper

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Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Working Paper

Structural Nonparametric Cointegrating Regression, Q. Y. Wang and Peter C. B. PHILLIPS Journal Article

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Trade, Growth and Increasing Returns to Infrastructure: The Role of the Sophisticated Monopolist, Ashok S. GUHA and Brishti GUHA Journal Article

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Transformation of the Urban Rail Sector through PPP, Sock-Yong PHANG Journal Article

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Why Did Universities Precede Primary Schools? A Political Economy Model of Educational Change, Fali HUANG Working Paper

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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

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A Nonparametric Goodness-of-fit-based Test for Conditional Heteroskedasticity, Liangjun SU and Aman ULLAH Working Paper

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A semi-parametric two-stage projection type estimator of multivalued treatment effects, Aurobindo GHOSH Working Paper

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Foreign Direct Investment and Foreign Portfolio Investment under Asymmetric Information, Ruanjai SUWANTARADON Working Paper

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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

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Econometric forecasting and high-frequency data analysis, Yiu Kuen TSE and Yiu Kuen TSE Edited Book

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Estimation of Bidder Valuations in an FCC Spectrum Auction, Jungwon YEO Working Paper

Nonlife Actuarial Models: Theory, Methods and Evaluation, Yiu Kuen TSE Book

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Simulation-Based Estimation of Contingent-Claims Prices, Peter C. B. PHILLIPS and Jun YU Journal Article

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Testing structural change in conditional distributions via quantile regressions, Liangjun SU and Zhijie XIAO Working Paper

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Heterogeneity in Returns to Work Experience: A Dynamic Model of Female Labor Force Participation, Ken YAMADA Working Paper

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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

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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

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Subnational Credit Rating: A Comparative Review, Lili LIU and Kim Song TAN Working Paper

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Asian Currency Baskets: An Answer in Search of a Question?, Charles ADAMS and Hwee Kwan CHOW Journal Article

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Can a Representative-Agent Model Represent a Heterogeneous-Agent Economy, Sungbae AN, Yongsung CHANG, and Sun-Bin KIM Journal Article

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Competition Law and the International Transport Sectors, Sock Yong PHANG Journal Article

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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

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School Entry, Educational Attainment and Quarter of Birth: A Cautionary Tale of Late, Rashmi Barua and Kevin Lang Working Paper

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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

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A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete Data, Peter C. B. PHILLIPS and Jun YU Journal Article

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Auction Design and Tacit Collusion in FCC Spectrum Auctions, Patrick BAJARI and Jungwon YEO Journal Article

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Discrete choice modeling with nonstationary panels applied to exchange rate regime choice, Sainan JIN Journal Article

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Econometric Theory and Practice, Peter C. B. PHILLIPS Editorial

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Econometric Theory and Practice, Peter C. B. PHILLIPS Editorial

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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

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Subsidies for FDI: Implications from a model with heterogeneous firms, Davin CHOR Journal Article

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Technology, Unilateral Commitments and Cumulative Emissions Reduction, Shurojit CHATTERJI and Sayantan Ghosal Journal Article

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What Do We Expect from Our Friends?, Stephen LEIDER, Markus M. MOBIUS, Tanya S. ROSENBLAT, and Quoc-Anh DO Working Paper

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A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression, Peter C. B. PHILLIPS and Liangjun SU Working Paper

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Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor, Peter C. B. PHILLIPS and Liangjun SU Working Paper

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Payroll Taxes, Wealth and Employment in Neoclassical Theory: Neutrality or Non-Neutrality?, Hian Teck HOON Working Paper

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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

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Limit Theory for Cointegrated Systems with Moderately Integrated and Moderately Explosive Regressors, Tassos Magdalinos and Peter C. B. PHILLIPS Journal Article

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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

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Intergenerational Earnings Mobility in Singapore and the United States, Irene Y. H. NG, Xiaoyi SHEN, and Kong Weng HO Journal Article

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Misaligned Incentives and Mortgage Lending in Asia, Richard GREEN, Roberto S. MARIANO, Andrey PAVLOV, and Susan WACHTER Working Paper

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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

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Testing Conditional Uncorrelatedness, Liangjun SU and Aman ULLAH Journal Article

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The Evolution and Utilization of the GATT/WTO Dispute Settlement Mechanism, Pao Li CHANG Book Chapter

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Tops-Only Domains, Shurojit CHATTERJI and Arunava SEN Working Paper

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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

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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

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A cluster identification framework illustrated by a filtering model for earthquake occurrences, Zhengxiao WU Journal Article

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A Robust LM Test for Spatial Error Components, Zhenlin YANG Working Paper

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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

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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

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Keeping Dictators Honest: The Role of Population, Quoc-Anh DO and Filipe R. CAMPANTE Working Paper

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Semiparametric Cointegrating Rank Selection, Xu CHENG and Peter C. B. PHILLIPS Journal Article

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Semiparametric prevalence estimation from a two-phase survey, Denis H. Y. LEUNG and J QIN Conference Proceeding Article

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What Do We Expect from our Friends?, Stephen Leider, Markus M. Mobius, Tanya S. Rosenblat, and Quoc-Anh DO Journal Article

Submissions from 2008

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Global analysis of an expectations augmented evolutionary dynamics, Angelo ANTOCI, Antonio GAY, Massimiliano LANDI, and Pier Luigi SACCO Journal Article

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Maximum likelihood and Gaussian estimation of continuous time models in finance, Peter C. B. PHILLIPS and Jun YU Book Chapter

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Can a Representative Agent Model Represent a Heterogeneous Agent Economy?, Sungbae AN, Yongsung CHANG, and Sun-Bin KIM Working Paper

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Directed Altruism and Enforced Reciprocity in Social Networks, Stephen Leider, Markus M. Mobius, Tanya S. Rosenblat, and Quoc-Anh DO Working Paper

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Future Fiscal and Budgetary Shocks, Hian Teck HOON and Edmund S. Phelps Journal Article

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Testing for Parameter Stability in Quantile Regression Models, Liangjun SU and Zhijie XIAO Journal Article

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Endogenous Transaction Cost, Specialization, and Strategic Alliance, Juyuan ZHANG and Yi ZHANG Working Paper

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How well can we target aid with rapidly collected data? Empirical results for poverty mapping from Cambodia, Tomoki FUJII Journal Article

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Schooling and Political Participation Revisited, Davin CHOR and Filipe R. CAMPANTE Working Paper

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The Labor Market of Italian Politicians, Antonio MERLO, Vincenzo GALASSO, Massimiliano LANDI, and Andrea MATTOZZI Working Paper

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The More Kids, the Less Mom's Divvy: Impact of Childbirth on Intrahousehold Resource Allocation, Tomoki FUJII and Ryuichiro ISHIKAWA Working Paper

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Unpacking Sources of Comparative Advantage: A Quantitative Approach, Davin CHOR Working Paper

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Utility Functions, Future Consumption Targets and Subsistence Thresholds, Ashok GUHA and Brishti GUHA Working Paper

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Improving semiparametric estimation by using surrogate data, Song Xi CHEN; LEUNG, Denis H. Y.; and Jin QIN Journal Article

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A Nonparametric Hellinger Metric Test for Conditional Independence, Liangjun SU and Halbert WHITE Journal Article

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A Welfare Analysis of Capital Account Liberalization, Jürgen von Hagen and Haiping ZHANG Journal Article

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Financial Frictions and International Trade, Ruanjai SUWANTARADON Working Paper

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Limit Theory for Explosively Cointegrated Systems, Peter C. B. PHILLIPS and Tassos MAGDALINOS Journal Article

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On the Evaluation of the Joint Distribution of Order Statistics, Koon Shing KWONG and Yiu Man CHAN Journal Article

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Regression Asymptotics using Martingale Convergence Methods, Rustam IBRAGIMOV and Peter C. B. PHILLIPS Journal Article

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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