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Submissions from 2008

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A semiparametric stochastic volatility model, Jun YU Working Paper

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Nonparametric Prewhitening Estimators for Conditional Quantiles, Liangjun SU and Aman ULLAH Journal Article

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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

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Gaussian Inference in AR(1) Time Series with or without a Unit Root, Peter C. B. PHILLIPS and Chirok HAN Journal Article

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Inference for General Parametric Functions in Box-Cox-Type Transformation Models, Zhenlin YANG, Eden Ka-Ho WU, and Anthony F. DESMOND Journal Article

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Time-varying incentives in the mutual fund industry, Jacques OLIVIER and Anthony S. TAY Working Paper

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Indescribability and asymmetric information at the contracting stage, Takashi KUNIMOTO Journal Article

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Local Polynomial Estimation of Nonparametric Simultaneous Equations Models, Liangjun SU and Aman ULLAH Journal Article

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Skilled and Unskilled Wages in a Globlizing World, 1968-1998, Davin CHOR Working Paper

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Corruption, Delays, and the Pattern of Trade, Quoc-Anh DO and Karine Serfaty-de Medeiros Working Paper

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How Does Vietnam's Accession to the World Trade Organization Change the Spatial Incidence of Poverty?, Tomoki FUJII and David Roland-Holst Book Chapter

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Labor Hoarding Contracts and Coordination Fictions, Nicolas L. JACQUET and Serene TAN Working Paper

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Advertising and Collusion in Retail Markets, Kyle BAGWELL and Gea Myoung LEE Working Paper

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Asymptotic Variance and Extensions of a Denisty-Weighted-Response Semiparametric Estimator, Myoung-jae LEE, Fali HUANG, and Young-sook KIM Journal Article

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Financial Frictions, Capital Reallocation, and Aggregate Fluctuations, Jürgen Von Hagen and Haiping ZHANG Journal Article

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Target saving in an overlapping generations model, Brishti Guha and Ashok S. GUHA Journal Article

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Testing intergroup concordance in ranking experiments with two groups of judges, Dawn J. DEKLE; LEUNG, Denis H. Y.; and Min ZHU Journal Article

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Testing Structural Change in Time-Series Nonparametric Regression Models, Liangjun SU and Zhijie XIAO Journal Article

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Mapping the Discipline of the Olympic Games an Author-Cocitation Analysis, Peter WARNING, Rosie CHING, and Kristine TOOHEY Working Paper

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Optimal Collusion with Internal Contracting, Gea Myoung LEE Journal Article

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Adaptive Estimation of Autoregressive Models with Time-Varying Variances, Ke-Li XU and Peter C. B. PHILLIPS Journal Article

Comments on 'Consumer Credit Market in Korea after the Economic Crisis' by Chang-Gyun Park, Winston T. H. KOH Book Chapter

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Discussion of Balistreri, Hillberry, and Rutherford (2007): Structural Estimation and Solution of International Trade Models with Heterogeneous Firms, Davin CHOR Working Paper

Econometric Forecasting and High-Frequency Data Analysis, Roberto S. Mariano and Yiu Kuen Tse Book

Economics of Love: A Simple Theory and Empirical Study in Singapore, Kong Weng HO Book Chapter

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Education and Trade, Pao Li CHANG and Fali HUANG Working Paper

Entries on Angel Investor, Private Equity, Seed Money, Term Sheet and Venture Capitalist, Winston T. H. KOH Book Chapter

Financial Liberalization under the WTO and the Macro Economy, Lee-Rong Wang, Chung-Hua Shen, and Ching-Yang Liang Book Chapter

Generalized LM Tests for Functional Form and Heteroscedasticity, Zhenlin YANG and Yiu Kuen TSE Journal Article

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Hong Kong's Money: The History, Logic and Operation of the Currency Peg, Hwee Kwan Chow Book Review

Older is wiser? Evidence from a semiparametric study of competitive power and experience in China’s non-governmental enterprises, Yifeng HE and Liangjun SU Journal Article

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Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing, Yixiao SUN, Peter C. B. PHILLIPS, and Sainan JIN Journal Article

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Rational and Boundedly Rational Behavior in Sender-Receiver Games, Massimiliano Landi and Domenico Colucci Journal Article

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Refined Inference on Long Memory in Realized Volatility, Peter C. B. PHILLIPS and Offer LIEBERMAN Journal Article

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Target Saving in an Overlapping Generations Model, Ashok S. GUHA and Brishti GUHA Working Paper

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Two-Sample Estimation of Poverty Rates for Disabled People: An Application to Tanzania, Tomoki FUJII Working Paper

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Unit Root Model Selection, Peter C. B. PHILLIPS Journal Article

Submissions from 2007

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A consistent characteristic function-based test for conditional independence, Liangjun SU and Halbert WHITE Journal Article

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Building Social Trust: A Human Capital Approach, Fali HUANG Journal Article

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Building Social Trust: A Human Capital Approach, Fali HUANG Conference Paper

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Geographic Decomposition of Inequality in Health and Wealth: Evidence from Cambodia, Tomoki FUJII Working Paper

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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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Incidental Trends and the Power of Panel Unit Root Tests, Hyungsik Roger MOON, Benoit PERRRON, and Peter C. B. PHILLIPS Journal Article

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Long Run Covariance Matrices for Fractionally Integrated Processes, Peter C. B. PHILLIPS and Sik Kim CHANG Journal Article

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Nonstationary Discrete Choice: A Corrigendum and Addendum, Peter C. B. PHILLIPS, Sainan JIN, and Ling HU Journal Article

Quotas in Education and Employment: Affirmative Action or Negative, Brishti GUHA Conference Paper

Research on spatial dependence of economic growth in Yangtze River Delta and Pearl River Delta (in Chinese), Liangjun SU and Zuo WANG Journal Article

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Singapore's Exchange Rate Policy: Some Implementation Issues, Hwee Kwan CHOW Journal Article

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The Financial Sector and Competition Policy in Singapore, Kim Song TAN Book Chapter

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The Wto Trade Effect, Pao-Li CHANG Conference Paper

Transition Modeling and Econometric Convergence Tests, Peter C. B. PHILLIPS and Donggyu SUL Journal Article

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Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics: International evidence, Peter F. Christoffersen, Francis X. Diebold, Roberto S. Mariano, Anthony S. Tay, and Yiu Kuen Tse Journal Article

Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance, Jun YU Conference Paper

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Tournaments with ex post heterogeneous agents, Theofanis TSOULOUHAS and Kosmas MARINAKIS Journal Article

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Wage Inequality, Intergenerational Mobility, and Education in Singapore, Kong Weng HO Magazine Article

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Advanced Mathematical Statistics, Liangjun SU Book

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A Hybrid Approach to Case Teaching, Swee Liang TAN and Roy Jin Hou NG Working Paper

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Avoiding Arbitrary Exclusion Restrictions Using Ratios of Reduced-Form Estimates, Myoung-Jae Lee and Pao-Li Chang Journal Article

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Building Social Trust: A Human Capital Approach, Fali HUANG Working Paper

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Dynamic Treatment Effect Analysis of TV Effects on Child Cognitive Development, Fali HUANG Working Paper

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Employee Screening: Theory and Evidence, Fali HUANG and Peter CAPPELLI Working Paper

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Financial Development and International Capital Flows, Jürgen von Hagen and Haiping ZHANG Working Paper

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Forecasting the car penetration rate (CPR) in China: A nonparametric approach, Sainan JIN and Liangjun SU Journal Article

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Improved Maximum-Likelihood Estimation for the Common Shape Parameter of Several Weibull Populations, Zhenlin YANG and Dennis K. J. LIN Journal Article

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Inefficient Worker Turnover, Nicolas L. JACQUET Working Paper

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Modeling Country Risks: An Asian Perspective, Swee Liang TAN and G. K. Randolph TAN Working Paper

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More efficient estimation of nonparametric panel data models with random effects, Liangjun SU and Aman ULLAH Journal Article

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On the Segmentation of Markets, Nicolas Laurent JACQUET and Serene TAN Working Paper

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Some Empirics on Economic Growth under Heterogeneous Technology, Peter C. B. PHILLIPS and Donggyu SUL Journal Article

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The WTO Trade Effect, Pao Li CHANG and Myoung-Jae LEE Working Paper

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Un-Balanced Economic Growth, Hing-Man LEUNG Working Paper

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Protection for Sale under Monopolistic Competition: An Empirical Investigation, Pao Li CHANG Conference Paper

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A Welfare Analysis of Capital Account Liberalization, Jürgen von HAGEN and Haiping ZHANG Working Paper

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Does TV Affect Child Cognitive Development?, Fali HUANG and Myoung-jae LEE Working Paper

Financial Liberalization Trilemma and Regional Policy Cooperation: Fresh Perspectives for Emerging Markets in East Asia, Hwee Kwan Chow and Peter Nicholas KRIZ Conference Paper

Maids and Mistresses: Migrating Maids and Female Labor Force Participation, Brishti GUHA Journal Article

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On the Segmentation of Markets, Nicolas L. JACQUET and Serene TAN Journal Article

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Regression with Slowly Varying Regressors and Nonlinear Trends, Peter C. B. PHILLIPS Journal Article

The Case of the Errant Executive: Management and Control in Corporate Cheating, Brishti GUHA Conference Paper

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The Coevolution of Economic and Political Development, Fali HUANG Working Paper

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To Trust or to Monitor: A Dynamic Analysis, Fali HUANG Working Paper

The WTO Trade Effect, Pao Li CHANG Conference Paper

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A Corrected Plug-in Method for Quantile Interval Construction through a Transformed Regression, Zhenlin YANG and Yiu Kuen TSE Journal Article

Asymptotics and Bootstrap for Transformed Panel Data Regressions, Zhenlin YANG and Liangjun SU Conference Paper

Competition Policy for the Transport Sector, Sock-Yong PHANG Conference Paper

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Direction-of-change forecasts for Asian equity markets based on conditional variance, skewness and Kurtosis dynamics: International evidence, Peter F. Christoffersen, Francis X. Diebold, Robert S. Mariano, Anthony S. Tay, and Yiu Kuen Tse Working Paper

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Estimation of Impulse Response Functions Using Long Autoregression, Pao Li CHANG and Shinichi SAKATA Journal Article

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Financial variables as predictors of real output growth, Anthony S. Tay Working Paper

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Indirect Inference for Dynamic Panel Models, Jun YU Conference Paper

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Instrumental Variable Quantile Estimation of Spatial Autoregressive Models, Zhenlin YANG Conference Paper

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The Evolution and Utilization of the GATT/WTO Dispute Settlement Mechanism, Pao-Li CHANG Working Paper

The National Innovation System of Singapore, Winston T. H. KOH and Peter Phan Conference Paper

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A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run, Hian Teck HOON and Edmund S. PHELPS Journal Article

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A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run, Hian Teck HOON and Edmund S. PHELPS Working Paper

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A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run, Hian Teck HOON and Edmund S. PHELPS Working Paper

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Autarkic Indeterminacy and Trade Determinacy, Kong Weng HO and Nicholas Sim Journal Article

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Characterizing Exchange Rate Policy in East Asia: A Reconsideration, Hwee Kwan CHOW, Yoonbai KIM, and Wei SUN Journal Article

Discussant Commentary for Consumer Credit Market in Korea since the Economic Crisis, Winston T. H. KOH and Chang-Gyun Park Conference Paper

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Distance to Frontier and the Big Swings of the Unemployment Rate: What Room Is Left for Monetary Policy?, Hian Teck HOON and Kong Weng HO Conference Paper