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Submissions from 2020

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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

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Marginal cost of risk-based capital and risk-taking, Tao CHEN, Jing Rong GOH, Shinichi KAMIYA, and Pingyi LOU Journal Article

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Tax uncertainty and business activity, Jungho LEE and Jianhuan XU Journal Article

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The aging of a young nation: Population aging in Singapore, Rahul MALHOTRA, Andre M. MULLER, Su AW, Gerald Choon Huat KOH, Yin-Leng THENG, Stephen James HOSKINS, Chek Hooi WONG, Chunyan MIAO, Wee-Shiong LIM, Chetna MALHOTRA, and Angelique CHAN Journal Article

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An improved Bayesian unit root test in stochastic volatility models, Yong LI and Jun YU Journal Article

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Does India's growth matter? Evidence from the SAARC nations, Rohan RAY and Cledwyn FERNANDEZ Journal Article

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Editorial introduction to the special issue entitled: Spatial econometrics: New methods and applications, Zhenlin YANG Journal Article

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Equal-quantile rules in resource allocation with uncertain needs, Yan LONG, Jay SETHURAMAN, and Jingyi XUE Working Paper

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Housing equity and household consumption in retirement: Evidence from the Singapore Life Panel, Lipeng CHEN, Liang JIANG, Sock Yong PHANG, and Jun YU Working Paper

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Jump factor models in large cross-sections, Jia LI, Viktor TODOROV, and George. TAUCHEN Journal Article

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Mixed bayesian implementation in general environments, Takashi KUNIMOTO Journal Article

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The revealed preference theory of stable matchings with one-sided preferences, Gaoji HU, Jiangtao LI, and Rui TANG Working Paper

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Wage-vacancy contracts and multiplicity of equilibria in a directed search model of the labor market, Nicolas L. JACQUET, John KENNES, and Serene TAN Journal Article

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Asymptotic theory for rough fractional Vasicek models, Weilin XIAO and Jun YU Journal Article

Building an equitable and inclusive city through housing policies: Singapore’s experience, Sock Yong PHANG Book Chapter

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Building an equitable and inclusive city through housing policies: Singapore’s experience, Sock Yong PHANG Book Chapter

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Common threshold in quantile regressions with an application to pricing for reputation, Liangjun SU and Pai XU Journal Article

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Illusion of gender parity in education: Intrahousehold resource allocation in Bangladesh, Sijia XU, Abu S. SHONCHOY, and Tomoki FUJII Working Paper

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Inference in partially identified panel data models with interactive fixed effects, Shengjie HONG, Liangjun SU, and Yaqi WANG Working Paper

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M-estimators of U-processes with a change-point due to a covariate threshold, Lili TAN and Yichong ZHANG Journal Article

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Random coefficient continuous systems: Testing for extreme sample path behavior, Yubo TAO, Peter C. B. PHILLIPS, and Jun YU Journal Article

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Rank tests at jump events, Jia LI, Viktor TODOROV, George TAUCHEN, and Huidi. LIN Journal Article

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Robustly optimal reserve price, Wei HE and Jiangtao LI 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

The consequences of a public health insurance option: Evidence from Medicare Part D, Daniel P. MILLER and Jung Won YEO Journal Article

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Weak σ-convergence: Theory and applications, Jianning KONG, Peter C. B. PHILLIPS, and Donggyu SUL Journal Article

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Actuarial modeling and analysis of the Hong Kong Life Annuity Scheme, Koon Shing KWONG, Wai-Sum CHAN, and Johnny Siu-Hang LI Journal Article

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Central place theory and the power law for cities, Wen-Tai HSU and ZOU XIN Book Chapter

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Does foreign direct investment lead to industrial agglomeration?, Wen-Tai HSU, Yi LU, Xuan LUO, and Lianming ZHU Working Paper

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Forecasting equity index volatility by measuring the linkage among component stocks, Yue QIU, Tian XIE, Jun YU, and Qiankun ZHOU Working Paper

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Limit theory for moderate deviations from integrated GARCH processes, Yubo TAO Journal Article

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

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Optimal social insurance with informal child care, Christine HO Journal Article

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Asymptotic theory for estimating drift parameters in the fractional Vasicek model, Weilin XIAO and Jun YU Journal Article

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Efficient estimation of integrated volatility functionals via multi-scale jackknife, Jia LI, Yunxiao LIU, and Dacheng. XIU 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 Working Paper

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Regional prevalence of health worker absenteeism in Tanzania, Tomoki FUJII Journal Article

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Social policy reform and rigidity in Singapore's authoritarian developmental state, Lily Zubaidah RAHIM and Lam Keong YEOH Book Chapter

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A two-round in-class trading game on the principle of comparative advantage and the theory of reciprocal demand, Bei HONG Journal Article

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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 Working Paper

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Econometric estimates of Earth's transient climate sensitivity, Peter C. B. PHILLIPS, Thomas LEIRVIK, and Trude STORELVMO Journal Article

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Financial sector in Singapore, Hwee Kwan CHOW and Sai Fan PEI Book Chapter

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Made in Singapore, Pao-Li CHANG and Phuong T. B. NGUYEN Working Paper

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Monthly spending dynamics of the elderly following a health shock: Evidence from Singapore, Terence C. CHENG, Jing LI, and Rhema VAITHIANATHAN Journal Article

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Nonstationary panel models with latent group structures and cross-section dependence, Wenxin HUANG, Sainan JIN, Peter C. B. PHILLIPS, and Liangjun SU Working Paper

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On factor models with random missing: EM estimation, inference, and cross validation, Liangjun SU, Ke MIAO, and Sainan JIN Working Paper

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Specification tests for temporal heterogeneity in spatial panel models with fixed effects, Yuhong XU and Zhenlin YANG Working Paper

Submissions from 2018

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Coarse revealed preference, Gaoji HU, Jiangtao LI, John K. QUAH, and Rui TANG Working Paper

Commodity return predictability: Evidence from implied variance, skewness and their risk premia, Marinela Adriana Finta and Jose Renato Haas ORNELAS Conference Paper

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Economic dynamism, openness, and inclusion: How Singapore can make the transition from an era of catch-up growth to life in a mature economy, Hian Teck HOON Book

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Forecasting large covariance matrix with high-frequency data: A factor correlation matrix approach, Yingjie DONG and Yiu Kuen TSE Working Paper

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Mild-explosive and local-to-mild-explosive autoregressions with serially correlated errors, Yiu Lim LUI, Weilin XIAO, and Jun YU Working Paper

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

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Root-n consistency of intercept estimators in a binary response model under tail restrictions, Lili TAN and Yichong ZHANG Journal Article

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Semiparametric maximum likelihood inference for nonignorable nonresponse with callbacks, Zhong GUAN, Denis H. Y. LEUNG, and Jing QIN Journal Article

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Sources of health financing and health outcomes: A panel data analysis, Tomoki FUJII Journal Article

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Change detection and the causal impact of the yield curve, Shuping SHI, Peter C. B. PHILLIPS, and Stan HURN Journal Article

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Entrepreneurship, college, and credit: The golden triangle, Roberto M. SAMANIEGO and Juliana Yu SUN Journal Article

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Estimating switching costs with market share data: An application to Medicare Part D, Jung Won YEO and Daniel P. MILLER Journal Article

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Estimation of large dimensional factor models with an unknown number of breaks, Shujie MA and Liangjun SU Journal Article

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Identifying latent grouped patterns in cointegrated panels, Wenxin HUANG, Sainan JIN, and Liangjun SU Working Paper