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Submissions from 2020

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Forecasting large covariance matrix with high-frequency data: A factor approach for the correlation matrix, Yingjie DONG and Yiu Kuen TSE Journal Article

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Interim rationalizable implementation of functions, Takashi KUNIMOTO, Rene SARAN, and Roberto SERRANO Working Paper

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Unconditional quantile regression with high-dimensional data, Yuya SASAKI, Takuya URA, and Yichong ZHANG Working Paper

Monetary policy implementation in Singapore, Hwee Kwan CHOW-TAN and Fot Chyi WONG Book Chapter

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Capital controls and macro-prudential housing policies in small open economies, Taojun XIE, Guay C. LIM, and Hwee Kwan CHOW Working Paper

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COVID-19, lockdown, and the dynamics of subjective well-being, Terence C. CHENG, KIM, and Kanghyock KOH Working Paper

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Estimation of conditional average treatment effects with high-dimensional data, Qingliang FAN, Yu-Chin HSU, Robert P. LIELI, and Yichong ZHANG Journal Article

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Maximum likelihood estimation for the fractional Vasicek model, Katsuto TANAKA, Weilin XIAO, and Jun YU Journal Article

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Order on types based on monotone comparative statics, Takashi KUNIMOTO and Takuro YAMASHITA Journal Article

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Providing child care, Christine HO and Sunha MYONG Working Paper

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Spending impact of COVID-19 stimulus payments: Evidence from card transaction data in South Korea, KIM, Kanghyock KOH, and Wonjun LYOU Working Paper

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The optimal degree of reciprocity in tariff reduction, Pao-Li CHANG Journal Article

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The optimal degree of reciprocity in tariff reduction, Pao-li Chang Working Paper

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Uniform nonparametric inference for time series using Stata, Jia LI, Zhipeng LIAO, and Mengsi GAO Journal Article

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Universal minimum wage is not suitable for Singapore, Zhengxiao WU News Article

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Activation of TRPA1 nociceptor promotes systemic adult mammalian skin regeneration, Jenny J. WEI, Hali S. KIM, Casey A. SPENCER, Donna BRENNAN-CRISPI, Ying ZHENG, Nicolette M. JOHNSON, Misha ROSENBACH, Christopher MILLER, Denis H. Y. LEUNG, George COTSARELIS, and Thomas H. LEUNG Journal Article

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Evaluating human versus machine learning performance in classifying research abstracts, Yeow Chong GOH, Xin Qing CAI, Walter THESEIRA, Giovanni KO, and Khiam Aik KHOR Journal Article

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Forecasting Singapore GDP using the SPF data, Tian XIE and Jun Yu Working Paper

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Globalization and top income shares, Lin MA and Dimitrije RUZIC Journal Article

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In-fill asymptotic theory for structural break point in autoregressions, Liang JIANG, Xiaohu WANG, and Jun YU Journal Article

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Job duration and match characteristics over the business cycle, Ismail BAYDUR and Toshihiko MUKOYAMA Journal Article

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Quantile treatment effects and bootstrap inference under covariate-adaptive randomization, Yichong ZHANG and Xin ZHENG Journal Article

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Realized semicovariances, Tim Bollerslev, Jia LI, Andrew J. Patton, and Rogier Quaedvlieg Journal Article

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Redundancy insurance is not unemployment insurance, Zhengxiao WU News Article

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Two suggestions to WP MP Jamus Lim, Zhengxiao WU News Article

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Cross-border technology investments in recessions, Juliana Yu SUN and Huanhuan ZHENG Working Paper

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Deviance information criterion for latent variable models and misspecified models, Yong LI, Jun YU, and Tao ZENG Journal Article

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Efficiency, quality of forecasts and Radner equilibria, Shurojit CHATTERJI and Atsushi KAJII Working Paper

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Estimating selection models without instrument with Stata, Xavier D’Haultfœuille, Arnaud MAUREL, Xiaoyun QIU, and Yichong ZHANG Journal Article

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Estimating the benefits and costs of forming business partnerships, Jungho LEE Journal Article

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Identifying latent grouped patterns in cointegrated panels, Wenxin HUANG, Sainan JIN, and Liangjun SU Journal Article

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Identifying latent grouped patterns in conintegrated panels, Wenxin HUANG, Sainan JIN, and Liangjun SU Journal Article

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Is predicted data a viable alternative to real data?, Tomoki FUJII and Roy VAN DER WEIDE Journal Article

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Asymptotic theory for near integrated processes driven by tempered linear processes, Farzad SABZIKAR, Qiying WANG, and Peter C. B. PHILLIPS Journal Article

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Detecting latent communities in network formation models, Shujie MA, Liangjun SU, and Yichong ZHANG Working Paper

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Econometric methods and data Science techniques: A review of two strands of literature and an introduction to hybrid methods, Tian XIE, Jun YU, and Tao ZENG Working Paper

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Forecast combinations in machine learning, Yue QIU, Tian XIE, and Jun YU Working Paper

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Foreign direct investment and industrial agglomeration: Evidence from China, Wen-Tai HSU, Yi LU, Xuan LUO, and Lianming ZHU Working Paper

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Kernel-based Inference in time-varying coefficient cointegrating regression, Degui LI, Peter C. B. PHILLIPS, and Jiti GAO Journal Article

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Robust estimation and inference of spatial panel data models with fixed effects, Shew Fan LIU and Zhenlin YANG Journal Article

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Common power laws for cities and spatial fractal structures, Tomoya MORI, Tony E. SMITH, and Wen-Tai HSU Journal Article

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Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity, Liyao LI and Zhenlin YANG Journal Article

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Fertility and rural electrification in Bangladesh, Tomoki FUJII and Abu S. SHONCHOY Journal Article

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Hybrid stochastic local unit roots, Offer LIEBERMAN and Peter C. B. PHILLIPS Journal Article

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Random assignment of bundles, Shurojit CHATTERJI and Peng LIU Journal Article

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Random assignments of bundles, Shurojit CHATTERJI and Liu PENG Journal Article

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Refusal bias in HIV data from the Demographic and Health Surveys: Evaluation, critique and recommendations, Oyelola A. ADEGBOYE, Tomoki FUJII, and Denis H. Y. LEUNG Journal Article

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Specification tests for temporal heterogeneity in spatial panel data models with fixed effects, Yuhong XU and Zhenlin YANG Journal Article

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Sustainable cooperation in international trade: A quantitative analysis, Yuan MEI Journal Article

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Welfare consequences of access to health insurance for rural households: Evidence from the New Cooperative Medical Scheme in China, Jessica Ya SUN Journal Article

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Why do businesses grow faster in urban areas than in rural areas?, LEE, Jungho and Jianhuan XU Journal Article

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Corrigendum to "On time-varying factor models: Estimation and testing" [J. Econometrics 198 (2017) 84-101], Liangjun SU and Xia WANG Working Paper

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Infrastructure investment and travel time, Yumi KOH and Gea M. LEE Journal Article

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Local powers of least-squares-based test for panel fractional Ornstein-Uhlenbeck process, Katsuto TANAKA, Weilin XIAO, and Jun YU Working Paper

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Preferences with changing ambiguity aversion, Jingyi XUE Journal Article

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The relative price of capital and economic structure, Roberto SAMANIEGO and Juliana Yu SUN Journal Article

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Restricted probabilistic fixed ballot rules and hybrid domains, Shurojit CHATTERJI, Souvik ROY, Soumyarup SADHUKHAN, Arunava SEN, and Huaxia ZENG Working Paper

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Competition, markups, and gains from trade: A quantitative analysis of China between 1995 and 2004, Wen-Tai HSU, Yi LU, and Guiying Laura WU Journal Article

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Efficient child care subsidies, Christine HO and Nicola PAVONI Journal Article

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Geography, trade, and internal migration in China, Lin MA and Yang TANG Journal Article

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Geography, trade and power-law phenomena, Pao-Li CHANG and Wen-Tai HSU Encyclopaedia

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Model selection for explosive models, Yubo TAO and Jun YU Book Chapter

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Rationalizable Incentives: Interim Implementation of Sets in Rationalizable Strategies, Takashi KUNIMOTO and Roberto SERRANO Working Paper

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Singapore in the global value chains, Pao-Li CHANG and Tran Bao Phuong NGUYEN Working Paper

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Strong consistency of spectral clustering for stochastic block models, Liangjun SU, Wuyi WANG, and Yichong ZHANG Journal Article

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Testing alphas in conditional time-varying factor models with high dimensional assets, Shujie MA, Wei LAN, Liangjun SU, and Chih-Ling TSAI Journal Article

Submissions from 2019

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Detecting financial collapse and ballooning sovereign risk, Peter C. B. PHILLIPS and SP SHI Journal Article

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Growth Effects of Additive and Multiplicative Robots Alongside Conventional Machines, Hian Teck HOON Working Paper

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HAR testing for spurious regression in trend, Peter C. B. PHILLIPS, Xiaohu WANG, and Yonghui ZHANG Journal Article

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Short- and long-run effects of early grades, Luca FACCHINELLO Working Paper

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Sieve estimation of time-varying panel data models with latent structures, Liangjun SU, Xia WANG, and Sainan JIN Journal Article

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The role of career and wage incentives in labor productivity: Evidence from a two-stage field experiment in Malawi, Hyuncheol KIM, Seonghoon KIM, and Thomas KIM Journal Article

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Uniform inference in panel autoregression, John C. CHAO and Peter C. B. PHILLIPS Journal Article

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A demand and supply game exploring global supply chains, Bei HONG Journal Article

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Innovation, growth, and dynamic gains from trade, Wen-Tai HSU, Raymond G. RIEZMAN, and Ping WANG Working Paper

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Peer effects in education: When beliefs matter, Luca FACCHINELLO Working Paper

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Quantifying quality specialization across space: Skills, sorting, and agglomeration, Pao-Li CHANG, Angdi LU, and Xin YI Working Paper

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Rationalizable implementation of correspondences, Takashi KUNIMOTO and Roberto SERRANO Journal Article

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Rethinking education choices: The effect of surveys, Luca FACCHINELLO, Juanna Schroter JOENSEN, and Gregory Francisco VERAMINDI Working Paper

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Strategically simple mechanisms, Tilman BÖRGERS and Jiangtao LI Journal Article

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Uncertainty, depreciation and industry growth, Roberto SAMAIEGO and Juliana Yu SUN Journal Article

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Parametric rationing with uncertain needs, Yan LONG and Jingyi XUE Working Paper

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Continuous implementation with small transfers, Yi-Chun CHEN, Takashi KUNIMOTO, and Yifei SUN Working Paper

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Financing Singapore’s SMEs and the crowdfunding industry in Singapore, Swee Liang TAN, Yoke Wang TOK, and Thitipat CHANSRINIYOM Conference Paper

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Non-separable models with high-dimensional data, Liangjun SU, T URA, and YC ZHANG Journal Article

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An interview question that brought about some thoughts, Zhengxiao WU News Article

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Estimation and Inference of fractional continuous-time model with discrete-sampled data, Xiaohu WANG, Weilin XIAO, and Jun YU Working Paper

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Forecasting realized volatility using a nonnegative semiparametric model, Anders ERIKSSON, Daniel P. A. PREVE, and Jun YU Journal Article

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Singapore as a sustainable city: Past, present and the future, Tomoki FUJII and Rohan RAY Working Paper

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Strong consistency of spectral clustering for stochastic block models, Liangjun SU, Wuyi WANG, and Yichong ZHANG Working Paper

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Hypothesis testing, specification testing and model selection based on the MCMC output using R, Yong LI, Jun YU, and Tao ZENG Book Chapter

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A quantile-based asset pricing model, Tomohiro ANDO, Jushan BAI, Mitohide NISHIMURA, and Jun YU Working Paper

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Equivalence of stochastic and deterministic mechanisms, Yi-Chun CHEN, Jiangtao LI, Jiangtao LI, and Yeneng SUN Journal Article

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Improved marginal likelihood estimation via power posteriors and importance sampling, Yong LI, Nianling WANG, and Jun YU Working Paper

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Limit theory for moderate deviation from Integrated GARCH processes, Yubo TAO Journal Article

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Panel threshold regressions with latent group structures, Ke MIAO, Liangjun SU, and Wendun WANG Working Paper

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Random mechanism design on multidimensional domains, Shurojit CHATTERJI and Huaxia ZENG Journal Article

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Are e-learning tools actually useful? Assessing the effect of online learning resources on student outcomes, Hisham PATEL and Swee Liang TAN Conference Paper

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A smoothed Q-learning algorithm for estimating optimal dynamic treatment regime, Yanqin FAN, Ming HE, Liangjun SU, and Xiao-Hua ZHOU Journal Article

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Global value chains and the CPTPP, Pao-Li CHANG and Tran Bao Phuong NGUYEN Working Paper