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Submissions from 2019

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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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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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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

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Labour research conference 2018: Upskilling of mature workers, Stephen HOSKINS and Luca FACCHINELLO Report

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News co-occurrence, attention spillover, and return predictability, Li GUO, Lin PENG, Yubo TAO, and Jun TU Working Paper

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On incentive compatible, individually rational public good provision mechanisms, Takashi KUNIMOTO and Cuiling ZHANG Working Paper

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On strategy-proofness and the salience of sIngle-peakedness, Shurojit CHATTERJI and Jordi MASSO Journal Article

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Potential crime risk and housing market responses, Seonghoon KIM and Kwan Ok LEE Journal Article

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Revisiting the foundations of dominant-strategy mechanisms, Yi-Chun CHEN and Jiangtao LI Journal Article

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Specification tests based on MCMC output, Yong LI, Jun YU, and Tao ZENG Journal Article

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Strategic sequential bidding for government land auction sales – Evidence from Singapore, Sumit AGARWAL, Jing LI, Ernie TEO, and Alan CHEONG Journal Article

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The grid bootstrap for continuous time models, Yiu Lim LUI, Weilin XIAO, and Jun YU Working Paper

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The impact of in-house unnatural death on property values: Evidence from Hong Kong, Zheng CHANG and Jing LI Journal Article

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Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion, Ping YU and Peter C. B. PHILLIPS Journal Article

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A frequentist approach to Bayesian asymptotics, Tingting CHENG, Jiti GAO, and Peter C. B. PHILLIPS Journal Article

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Did the Massachusetts healthcare reform make people happier?, Seonghoon KIM and Kanghyock KOH Working Paper

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Does health insurance make people happier? Evidence from Massachusetts’ healthcare reform, Seonghoon KIM and Kanghyock KOH Working Paper

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Identifying latent grouped patterns in panel data models with interactive fixed effects, Liangjun SU and Gaosheng JU Journal Article

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Volume, volatility, and public news announcements, Tim BOLLERSLEV, Jia LI, and Yuan XUE Journal Article

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Aging suppresses skin-derived circulating SDF1 to promote full-thickness tissue regeneration, Mailyn A. Nishiguchi, Casey A. Spencer, Denis H. Y. LEUNG, and Thomas H. Leung Journal Article

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Comment on: Limit of random measures associated with the increments of a Brownian Semimartingale, Jia LI and Dacheng XIU Journal Article

Determining the number of communities in degree-corrected stochastic block models, Shujie MA, Liangjun SU, and Yichong ZHANG Working Paper

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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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Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter, Nicolas DEBARSY and Zhenlin YANG Journal Article

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

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Homogeneity pursuit in panel data models: Theory and application, Wuyi WANG, Peter C. B. PHILLIPS, and Liangjun SU Journal Article

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Innovation, firm size distribution, and gains from trade, Yi-Fan CHEN, Wen-Tai HSU, and Shin-Kun PENG Working Paper

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Random assignment of bundles, Shurojit CHATTERJI and Peng LIU Working Paper

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Sharing sequential values in a network, Ruben JUAREZ, Yu Ko CHIU, and Jingyi XUE Journal Article

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Bootstrap LM tests for higher-order spatial effects in spatial linear regression models, Zhenlin YANG Journal Article

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Financial bubble implosion and reverse regression, Peter C. B. PHILLIPS and Shu-Ping SHI Journal Article

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Has the development gap between the ethnic minority and majority groups narrowed in Vietnam?: Evidence from household surveys, Tomoki FUJII Journal Article

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Spatial dynamic panel data models with correlated random effects, Liyao LI and Zhenlin YANG Working Paper

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The role of royalties in resource extraction contracts, Robert F. CONRAD, Robert Bryce HOOL, and Denis NEKIPELOV Journal Article

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Unified M-estimation of fixed-effects spatial dynamic models with short panels, Zhenlin YANG Journal Article

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Asymptotics and bootstrap for random-effects panel data transformation models, Liangjun SU and Zhenlin YANG Journal Article

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Boundary limit theory for functional local to unity regression, Anna BYKHOVSKAYA and Peter C. B. PHILLIPS Journal Article

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Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models, Badi H. BALTAGI, Alain PIROTTE, and Zhenlin YANG Working Paper

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Income inequality, productivity, and international trade, Wen-Tai HSU, Lin LU, and Pierre PICARD Working Paper

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New distribution theory for the estimation of structural break point in mean, Liang JIANG, Xiaohu WANG, and Jun YU Journal Article

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Regional prevalence of health worker absenteeism in Tanzania, Tomoki FUJII Working Paper

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Fair division with uncertain needs, Jingyi XUE Journal Article

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Occupational shortage and labor market adjustments: A theory of islands, Joanne TAN and Riccardo ZAGO Working Paper

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Policy innovations for affordable housing in Singapore: From colony to global city, Sock Yong PHANG Book

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The heterogeneous effects of the minimum wage on employment across states, Wuyi WANG, Peter C. B. PHILLIPS, and Liangjun SU Working Paper