Submissions from 2007
Mortgage Securitization in Asia, Roberto S. Mariano, S. Green, Andrey Pavlov, and Susan M. Wachter Conference Paper
Nonlinear filters based on Taylor series expansions, Hisashi TANIZAKI and Roberto S. MARIANO Journal Article
Rank Chasing: Do Fractiles of Returns Affect Mutual Fund Inflow Distribution?, Aurobindo GHOSH Conference Paper
Rank Chasing: Do Fractiles of Returns Affect Mutual Fund Inflow Distribution?, Aurobindo GHOSH Conference Paper
Simulation-Based Estimation of Contingent-Claims Prices, Jun YU Conference Paper
The Case of the Errant Executive: Management and Control in Corporate Cheating, Brishti GUHA Conference Paper
A unified confidence interval for reliability-related quantities of two-parameter Weibull distribution, Zhenlin YANG, Min XIE, and Augustine C.M. WONG Journal Article
Bayesian Analysis of DSGE Models, Sungbae An and Frank Schorfheide Journal Article
Financial Liberalization and Monetary Policy Cooperation in East Asia, Hwee Kwan CHOW, Peter N. KRIZ, Roberto S. MARIANO, and Augustine H. H. TAN Working Paper
Modelling spatial dependence and social interactions, Zhenlin YANG Magazine Article
Poverty Alleviation through Geographic Targeting, Chris ELBERS, Tomoki FUJII, Peter LANJOUW, Berk OZLER, and Wesley YIN Journal Article
Unit Root Log Periodogram Regression, Peter C. B. PHILLIPS Journal Article
Urban rail transit PPPs: Survey and risk assessment of recent strategies, Sock-Yong Phang Journal Article
Singapore's Exchange Rate Policy: Some Implementation Issues, Hwee Kwan CHOW-TAN Journal Article
A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions, Federico BANDI and Peter C. B. PHILLIPS Journal Article
A Transformed Random Effects Model with Applications, Zhenlin YANG Conference Paper
Global and regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness, Aamir R. Hashmi and Anthony S. Tay Journal Article
Honesty and Intermediation : Corporate Cheating, Auditor Involvement and the Implications for Development, Brishti Guha Conference Paper
Simulation-Based Estimation of Contingent-Claims Prices, Jun YU Conference Paper
Asian Currency Baskets: A Useful Surveillance Tool?, Charles ADAMS and Hwee Kwan CHOW Working Paper
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence, Peter C. B. PHILLIPS and Donggyu SUL Journal Article
Examining the Socioeconomic Impacts of Irrigation in the Southeast Anatolia Region of Turkey, Sachiko MIYATA and Tomoki FUJII Journal Article
Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation, Peter C. B. PHILLIPS, Yixiao SUN, and Sainan JIN Journal Article
Trade Agreements with Domestic Policies as Disguised Protection, Gea Myoung LEE Journal Article
Business output and business experience: Evidence from China's nongovernmental businesses, Liangjun SU Journal Article
Monotonicity Conditions and Inequality Imputation for Sample-Selection and Non-Response Problems, Myoung-jae Lee Journal Article
Two New Lessons from Asian Miracles, Hing-Man LEUNG Journal Article
Albert Rex Bergstrom: 1925-2005, Peter C. B. PHILLIPS Book Chapter
A Semi-Parametric Two-Stage Projection Type Estimator of Multivalued Treatment Effects, Aurobindo GHOSH Conference Paper
A Unified Confidence Interval for Reliability-related Quantities of Two-parameter Weibull Distribution, Zhenlin YANG, M. Xie, and A. C. M. Wong Journal Article
Commentary on Market Liberalization and Regulation: The Electricity and Telecommunications Sectors, Sock Yong PHANG Book Chapter
External Debt, Adjustment and Growth, Roberto S. Mariano and Delano Villanueva Conference Paper
Foreword to A.R Bergstrom and B.N Nowman, Peter C. B. PHILLIPS Book Chapter
Indeterminacy and Market Instability, Kong Weng HO and Nicholas Sim Journal Article
Indirect Inference for Dynamic Panel Models, Christian Gourieroux, Peter C. B. Phillips, and Jun YU Journal Article
Information Technology, Innovation and the War on Terrorism, Kevin C. Desouza, Winston T. H. Koh, and Aris M. Ouksel Journal Article
Introductory Statistics, Hwee Kwan Chow, Aurobindo Ghosh, Denis H. Y. Leung, and Yiu Kuen TSE Book
Introductory Statistics [Accompanying CD-ROM], Rosie Ju Mae Ching Book
Lawrence Klein Biography, Roberto S. Mariano Book Chapter
Limit theory for moderate deviations from a unit root under weak dependence, Peter C. B. PHILLIPS and Tassos Magadalinos Book Chapter
Limit Theory for Moderate Deviations from Unity, Peter C. B. PHILLIPS and Tassos Magadalinos Journal Article
Modeling transaction data of trade direction and estimation of probability of informed trading, Anthony S. TAY, Christopher TING, Yiu Kuen TSE, and Mitch WARACHKA Working Paper
Open vs Sealed Bid Auctions: Testing for Revenue Equivalence under Singapore's Vehicle Quota System, Roberto S. MARIANO, Winston T. H. KOH, and Yiu Kuen TSE Journal Article
Public-Private Partnership in Urban Rail Transit: Recent International Experience, Sock-Yong PHANG Book Chapter
Realized daily variance of S&P 500 cash index: A revaluation of stylized facts, Shirley HUANG, Qianqiu LIU, and Jun YU Journal Article
Statistics with Estimated Parameters, Zhenlin YANG, Yiu Kuen TSE, and Zhidong Bai Journal Article
Stopping Boundaries, Denis H. Y. Leung Book Chapter
Temporal Aggregation and Risk-Return Relation, Xing Jin, Leping Wang, and Jun YU Journal Article
Temporal Aggregation and Risk-Return Relation, Jin XING, Leping Wang, and Jun YU Working Paper
Terrorism and Its Impact on Economic Growth and Technological Innovation, Winston T. H. Koh Journal Article
The Singapore Model of Housing and the Welfare State, Sock Yong PHANG Book Chapter
Three P-Value Consistent Procedures for Multiple Comparisons with a Control in Direction-Mixed Families, Koon Shing KWONG, Siu Hung Cheung, Burt Holland, and Yanhui Wang Journal Article
To Use or Not to Use?: Poverty Mapping in Cambodia, Tomoki FUJII Book Chapter
Submissions from 2006
Rational and Boundedly Rational Behavior in Sender-Receiver Games, Massimiliano Landi Conference Paper
A class of nonlinear stochastic volatility models and its implications on pricing currency options, Jun YU, Zhenlin YANG, and Xibin ZHANG Journal Article
A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete Data, Peter C. B. PHILLIPS and Jun YU Working Paper
Campaign Tactics and Citizens' Electoral Decisions, Massimiliano LANDI and Chun Seng YIP Working Paper
Environmental and Resource Management under Myopia, Tomoki FUJII Working Paper
Household Heterogeneity and Optimal Inter-Temporal Pricing for a Durable-Good Monopoly, Winston T. H. KOH Journal Article
Indirect Inference for Dynamic Panel Models, Christian GOURIEROUX, Peter C. B. PHILLIPS, and Jun YU Working Paper
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance, Peter C. B. PHILLIPS and Jun YU Working Paper
Mixing Frequencies: Stock Returns as a Predictor of Real Output Growth, Anthony S. TAY Working Paper
Multivariate stochastic volatility, Manabu ASAI, Michael McAleer, and Jun YU Working Paper
Simulation-Based Estimation of Contingent-Claims Prices, Peter C. B. PHILLIPS and Jun YU Working Paper
Target Savers, Brishti GUHA and Ashok S Guha Conference Paper
China's Changing Economic Structure and Implications for Regional Patterns of Trade, Production and Integration, Kim Song TAN and Hoe Ee Khor Journal Article
Entrepreneurship, Innovation and Singapore's Economic Dynamism, Winston T. H. Koh Conference Paper
The Energy Market in Singapore and Southeast Asia, Winston T. H. Koh Conference Paper
A Class of Nonlinear Stochastic Volatility Models, Jun Yu Conference Paper
Endogenizing the Aggregate Elasticity of Substitution, Hing-Man Leung Conference Paper
Lottery Rather than Waiting-Line Auction, Winston T. H. KOH, Zhenlin YANG, and Lijing ZHU Journal Article
On Joint Modelling and Testing for Local and Global Spatial Externalities, Zhenlin YANG Working Paper
What Matter for Child Development?, Fali HUANG Working Paper
Fractile Graphic Analysis and Non-Parametric Regression, Aurobindo Ghosh Conference Paper
Indirect Inference of Dynamic Panel Models, Jun YU Conference Paper
The Co-Evolution of Economic and Political Development, Fali Huang Conference Paper
The Co-Evolution of Economic and Political Development, Fali Huang Conference Paper
Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency, Kyoo-il KIM Working Paper
Honesty and Intermediation : Corporate Cheating, Auditor Involvement and the Implications for Development, Brishti Guha Conference Paper
Honesty and Intermediation: Corporate Cheating, Auditor Involvement and the Implications for Takeoff, Brishti GUHA Conference Paper
Military Experience and Labor Market Success: The Returns to Military Rank, Chun Seng YIP Conference Paper
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison, Jun YU and Renate MEYER Journal Article
On the Magnet Effect of Foreign Direct Investment, Pao Li Chang and Chia-Hui LU Working Paper
Semiparametric Estimation of Signaling Games, Kyoo-il KIM Working Paper
Set Inference for Semiparametric Discrete Games, Kyoo-il KIM Working Paper
Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities, Kyoo-il KIM Working Paper
A Class of Nonlinear Stochastic Volatility Models, Jun YU and Zhenlin YANG Conference Paper
An Empirical Analysis of Stock Market Integration: Comparison Study of Singapore and Malaysia, Swee Liang TAN Conference Paper
Estimation of Poverty Rates for Disabled People: An Application to Tanzania, Tomoki Fujii Conference Paper
A Spatial Analysis of the XIII Italian Legislature, Massimiliano LANDI and Riccardo PELIZZO Conference Paper
Characterizing Exchange Rate Policy in East Asia: A Reconsideration, Hwee Kwan Chow Conference Proceeding Article
Estimation of Poverty Rates for Disabled People: An Application to Tanzania, Tomoki FUJII Conference Paper
Fractile Graphical Analysis and Non-Parametric Regression: Some New Perspectives, Aurobindo Ghosh Conference Paper
Protection for Sale under Monopolistic Competition: An Empirical Investigation, Pao Li CHANG and Myoung-Jae LEE Working Paper
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation, Peter C.B PHILIPS, Yixiao SUN, and Sainan JIN Journal Article
The Co-Evolution of Economic and Political Development, Fali Huang Conference Paper
The Coevolution of Economic and Political Development, Fali HUANG Working Paper
The development of Singapore's financial sector: A review and some thoughts on its future prospects, Swee Liang TAN Book Chapter
Urban Rail Transit PPPs: Risk Assessment of Recent Strategies, Sock-Yong PHANG Conference Paper
Winner-Picking with Budget Constraint, Gea Myoung Lee Conference Paper