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Submissions from 2007

Mortgage Securitization in Asia, Roberto S. Mariano, S. Green, Andrey Pavlov, and Susan M. Wachter Conference Paper

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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

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A unified confidence interval for reliability-related quantities of two-parameter Weibull distribution, Zhenlin YANG, Min XIE, and Augustine C.M. WONG Journal Article

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Bayesian Analysis of DSGE Models, Sungbae An and Frank Schorfheide Journal Article

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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

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Modelling spatial dependence and social interactions, Zhenlin YANG Magazine Article

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Poverty Alleviation through Geographic Targeting, Chris ELBERS, Tomoki FUJII, Peter LANJOUW, Berk OZLER, and Wesley YIN Journal Article

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Unit Root Log Periodogram Regression, Peter C. B. PHILLIPS Journal Article

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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

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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

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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

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Simulation-Based Estimation of Contingent-Claims Prices, Jun YU Conference Paper

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Asian Currency Baskets: A Useful Surveillance Tool?, Charles ADAMS and Hwee Kwan CHOW Working Paper

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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence, Peter C. B. PHILLIPS and Donggyu SUL Journal Article

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Examining the Socioeconomic Impacts of Irrigation in the Southeast Anatolia Region of Turkey, Sachiko MIYATA and Tomoki FUJII Journal Article

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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

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Trade Agreements with Domestic Policies as Disguised Protection, Gea Myoung LEE Journal Article

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Business output and business experience: Evidence from China's nongovernmental businesses, Liangjun SU Journal Article

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Monotonicity Conditions and Inequality Imputation for Sample-Selection and Non-Response Problems, Myoung-jae Lee Journal Article

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Two New Lessons from Asian Miracles, Hing-Man LEUNG Journal Article

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Albert Rex Bergstrom: 1925-2005, Peter C. B. PHILLIPS Book Chapter

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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

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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

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Indeterminacy and Market Instability, Kong Weng HO and Nicholas Sim Journal Article

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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

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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

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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

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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

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Public-Private Partnership in Urban Rail Transit: Recent International Experience, Sock-Yong PHANG Book Chapter

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Realized daily variance of S&P 500 cash index: A revaluation of stylized facts, Shirley HUANG, Qianqiu LIU, and Jun YU Journal Article

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Statistics with Estimated Parameters, Zhenlin YANG, Yiu Kuen TSE, and Zhidong Bai Journal Article

Stopping Boundaries, Denis H. Y. Leung Book Chapter

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Temporal Aggregation and Risk-Return Relation, Xing Jin, Leping Wang, and Jun YU Journal Article

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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

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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

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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

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A class of nonlinear stochastic volatility models and its implications on pricing currency options, Jun YU, Zhenlin YANG, and Xibin ZHANG 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 Working Paper

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Campaign Tactics and Citizens' Electoral Decisions, Massimiliano LANDI and Chun Seng YIP Working Paper

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Environmental and Resource Management under Myopia, Tomoki FUJII Working Paper

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Household Heterogeneity and Optimal Inter-Temporal Pricing for a Durable-Good Monopoly, Winston T. H. KOH Journal Article

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Indirect Inference for Dynamic Panel Models, Christian GOURIEROUX, Peter C. B. PHILLIPS, and Jun YU Working Paper

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Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance, Peter C. B. PHILLIPS and Jun YU Working Paper

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Mixing Frequencies: Stock Returns as a Predictor of Real Output Growth, Anthony S. TAY Working Paper

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Multivariate stochastic volatility, Manabu ASAI, Michael McAleer, and Jun YU Working Paper

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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

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Lottery Rather than Waiting-Line Auction, Winston T. H. KOH, Zhenlin YANG, and Lijing ZHU Journal Article

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On Joint Modelling and Testing for Local and Global Spatial Externalities, Zhenlin YANG Working Paper

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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

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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

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Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison, Jun YU and Renate MEYER Journal Article

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On the Magnet Effect of Foreign Direct Investment, Pao Li Chang and Chia-Hui LU Working Paper

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Semiparametric Estimation of Signaling Games, Kyoo-il KIM Working Paper

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Set Inference for Semiparametric Discrete Games, Kyoo-il KIM Working Paper

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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

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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

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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

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Protection for Sale under Monopolistic Competition: An Empirical Investigation, Pao Li CHANG and Myoung-Jae LEE Working Paper

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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

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

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The development of Singapore's financial sector: A review and some thoughts on its future prospects, Swee Liang TAN Book Chapter

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Urban Rail Transit PPPs: Risk Assessment of Recent Strategies, Sock-Yong PHANG Conference Paper

Winner-Picking with Budget Constraint, Gea Myoung Lee Conference Paper