Submissions from 2017
Bayesian analysis of bubbles in asset prices, Andras FULOP and Jun YU Journal Article
Business time sampling scheme with applications to testing semi-martingale hypothesis and estimating integrated volatility, Yingjie DONG and Yiu Kuen TSE Journal Article
Cultural preferences in international trade: Evidence from the globalization of Korean pop culture, Pao-Li CHANG and Iona Hyojung LEE Working Paper
Dynamic poverty decomposition analysis: An application to the Philippines, Tomoki FUJII Journal Article
Identifying latent group structures in nonlinear panels, Wuyi WANG and Liangjun SU Working Paper
Inference in continuous systems with mildly explosive regressors, Ye CHEN, Peter C. B. PHILLIPS, and Jun YU Journal Article
Inference in continuous systems with mildly explosive regressors, Ye CHEN, Peter C. B. PHILLIPS, and Jun YU Journal Article
Volatility spillovers and linkages in Asian stock markets, Hwee Kwan CHOW Journal Article
Determining the number of groups in latent panel structures with an application to income and democracy, Xun LU and Liangjun SU Journal Article
Does "America First" help America? The impact of country image on exports and welfare, Pao-li CHANG, Tomoki FUJII, and Wei JIN Working Paper
Estimating finite-horizon life-cycle models: A quasi-Bayesian approach, Xiaobin LIU Working Paper
Random coefficient continuous systems: Testing for extreme sample path behaviour, Yubo TAO, Peter C. B. PHILLIPS, and Jun YU Working Paper
The role of macroeconomic, policy, and forecaster uncertainty in forecast dispersion, You LI and Anthony S. TAY Working Paper
The weekend effect in television viewership and prime-time scheduling, Jung Won YEO Journal Article
Urban rail transit PPPs: Lessons from East Asian cities, Zheng CHANG and Sock Yong PHANG Journal Article
Volatility spillovers and linkages in Asian stock markets, Hwee Kwan CHOW-TAN Journal Article
Random mechanism design on multidimensional domains, Shurojit CHATTERJI and Huaxia ZENG Working Paper
Specification test for spatial autoregressive models, Liangjun SU and Xi QU Journal Article
Strong consistency of spectral clustering for stochastic block models, Liangjun SU, Wuyi WANG, and Yichong ZHANG Working Paper
Strong consistency of spectral clustering for stochastic block models, Liangjun SU, Wuyi WANG, and Yichong ZHANG Working Paper
The long-term health effects of fetal malnutrition: Evidence from the 1959-1961 China Great Leap Forward Famine, Seonghoon KIM, Belton FLEISHER, and Jessica Ya SUN Journal Article
Adaptive estimation of continuous-time regression models using high-frequency data, Jia LI, Viktor TODOROV, and George TAUCHEN Journal Article
Bubble testing under deterministic trends, Xiaohu WANG and Jun YU Working Paper
Domestic liquidity conditions and monetary policy in Singapore, Hwee Kwan CHOW-TAN Book Chapter
Fair Division with Uncertain Needs, Jingyi XUE Working Paper
Non-separable models with high-dimensional data, Liangjun SU, Takuya URA, and Yichong ZHANG Working Paper
Preferences with changing ambiguity aversion, Jingyi XUE Working Paper
Sources of health financing and health outcomes: A panel data analysis, Tomoki FUJII Working Paper
Favorite-longshot bias in pari-mutuel betting: An evolutionary explanation, Atsushi KAJII and Takahiro WATANABE Journal Article
On the relationship between household wealth and entrepreneurship, Jungho LEE Working Paper
Structural inference from reduced forms with many instruments, Peter C. B. PHILLIPS and Wayne Yuan GAO Journal Article
Analysis of spatial data with a nested correlation structure: An estimating equations approach., Oyelola A. ADEGBOYE, Denis H. Y. Leung, and You-Gan Wang Journal Article
Every random choice rule is backwards-induction rationalizable, Jiangtao LI and Rui TANG Journal Article
Fertility and rural electrification in Bangladesh, Tomoki FUJII and Abu S. SHONCHOY Working Paper
Financial mathematics for actuaries, Wai-Sum CHAN and Yiu Kuen TSE Book
Growing through the merger and acquisition, Jianhuan XU Journal Article
Growing through the merger and acquisition, Jianhuan XU Journal Article
Critical evaluation of action 14 recommendations and the suggested way forward for Singapore, Luis CORONADO and Jerome VAN STADEN Working Paper
Impact of OECD beps action 7 proposals on modification of articles 5(4), 5(5) and 5(6) of OECD model convention - an evaluation of action 7 on the future of intra-group transactions and business models of MNEs in their cross-border investments, Ching Khee TAN and Henry SYRETT Working Paper
Indirect inference in spatial autoregression, Maria KYRIACOU, Peter C. B. PHILLIPS, and Francesca ROSSI Conference Proceeding Article
Indirect inference in spatial autoregression, Maria KYRIACOU, Peter C. B. PHILLIPS, and Francesca ROSSI Journal Article
Multiple-solution problems in a statistics classroom: An example, Chi Wing CHU, Kevin L.T. CHAN, Wai-Sum CHAN, and Koon Shing KWONG Journal Article
Non-inferiority studies with multiple reference treatments, Li-Ching HUANG, Miin-Jye WEN, Siu Hung CHEUNG, and Koon Shing KWONG Journal Article
A Martingale Difference-Divergence-based test for specification, Liangjun SU and Xin ZHENG Journal Article
A specification test based on the MCMC output, Yong LI, Jun YU, and Tao ZENG Working Paper
Improved likelihood inferences for Weibull regression model, Yan SHEN and Zhenlin YANG Journal Article
In-fill asymptotic theory for structural break point in autoregression: A unified theory, Liang JIANG, Xiaohu WANG, and Jun YU Working Paper
Love, money, and parental goods: Does parental matchmaking matter?, Fali HUANG, Ginger Zhe XU, and Lixin Colin XU Journal Article
Monetary policy and energy price shocks, Bao Tan HUYNH Journal Article
On Time-Varying Factor Models: Estimation and Testing, Liangjun SU and Xia WANG Journal Article
Robust jump regressions, Jia LI, Viktor TODOROV, and George TAUCHEN Journal Article
Singapore’s LIFE program: Actuarial framework, longevity risk and impact of annuity fund return, Koon Shing KWONG, Yiu Kuen TSE, and Wai-Sum CHAN Journal Article
Tracing the history of the anti-death penalty movements in Singapore, Priscilla CHIA, Rachel ZENG, Audrey TAY, and Shi Min KOH Book Chapter
Asymptotic theory for estimating drift parameters in the fractional Vasicek model, Weilin XIAO and Jun YU Working Paper
Enhancing Singapore’s pension scheme: A blueprint for further flexibility, Koon Shing KWONG, Yiu Kuen TSE, and Wai Sum CHAN Journal Article
Firm boundaries and financing with opportunistic stakeholder behaviour, Madhav S. ANEY, Elie APPELBAUM, and Sanjay BANERJI Working Paper
Granger causality and structural causality in cross-section and panel data, Xun LU, Liangjun SU, and Halbert WHITE Journal Article
Wealth inequality and financial development: Revisiting the symmetry breaking mechanism, Haiping ZHANG Journal Article
Child's gender, parental monetary investments and care of elderly parents in China, Christine HO Journal Article
Determinants of urban land supply in China: How do political factors matter?, Wen-Tai HSU, Xiaolu LI, Yang TANG, and Jing WU Working Paper
Econometric Reviews honors Esfandiar Maasoumi, Peter C. B. PHILLIPS and Aman ULLAH Journal Article
How to describe objects?, LIU PENG Working Paper
Joint spatial time series epidemiological analysis of malaria and cutaneous leishmaniasis infection, O. A. ADEGBOYE, M. AL-SAGHIR, and Denis H. Y. LEUNG Journal Article
Lag length selection in panel autoregression, Chirok HAN, Peter C. B. PHILLIPS, and Donggyu SUL Journal Article
Local and global SD-strategy-proofness of ordinal mechanisms on block-connected domains, Peng LIU Working Paper
Reduced forms and weak instrumentation, Peter C. B. PHILLIPS Journal Article
The selection and causal effects of work incentives on labor productivity: Evidence from a two stage randomized controlled trial in Malawi, Hyuncheol Bryant KIM, Seonghoon KIM, and Thomas T. KIM Working Paper
Deviance information criterion for Bayesian model selection: Justification and variation, Yong LI, Jun YU, and Tao ZENG Working Paper
Jobs for justice(s): Corruption in the Supreme Court of India, Madhav S. ANEY, Shubhankar DAM, and Giovanni KO Working Paper
Random assignments on preference domains with a tier structure, Peng LIU and Huaxia ZENG Working Paper
VAT Treatment of Financial Institutions, Ismail BAYDUR and Fatih YILMAZ Working Paper
Determinants of urban land supply in People's Republic of China: How do political factors matter?, Wen-Tai HSU, Xiaolu LI, Yang TANG, and Jing WU Journal Article
A multivariate stochastic unit root model with an application to derivative pricing, Offer LIEBERMAN and Peter C. B. PHILLIPS Journal Article
Changes in depressive symptoms among older adults with multiple chronic conditions: Role of positive and negative social supports, Sangnam AHN, Seonghoon KIM, and Hongmei ZHANG Journal Article
Comments on “Rich debt, poor debt: assessing household indebtedness and debt repayment capacity”, Sock Yong PHANG Edited Conference Proceeding
Comments on “Rich debt, poor debt: assessing household indebtedness and debt repayment capacity”, Sock Yong PHANG Edited Conference Proceeding
Determining individual or time effects in panel data models, Xun LU and Liangjun SU Working Paper
Efficient augmented inverse probability weighted estimation in missing data problems, Jing QIN, Biao ZHANG, and Denis H. Y. Leung Journal Article
Estimating smooth structural change in cointegration models, Peter C. B. PHILLIPS, Degui LI, and Jiti GAO Journal Article
Jump regressions, Jia LI, Viktor TODOROV, and George TAUCHEN Journal Article
Mixed-scale jump regressions with bootstrap inference, Jia LI, Viktor TODOROV, and George TAUCHEN Journal Article
Monetary policy framework for the Royal Government of Bhutan, Hwee Kwan CHOW-TAN Book Chapter
On estimating market microstructure noise variance, Yingjie DONG and Yiu Kuen TSE Journal Article
Reducing extreme poverty through skill training for industry job placement, Abu S. SHONCHOY, Selim RAIHAN, and Tomoki FUJII Report
Retirement adequacy of mature workers in Singapore, Rhema VAITHIANATHAN and Stephen HOSKINS Report
Strategy-proofness of the probabilistic serial rule on sequentially dichotomous domains, Peng LIU Working Paper
Worker selection, hiring, and vacancies, Ismail BAYDUR Journal Article
Submissions from 2016
Endogenous quality choice, signaling, and welfare, Gea M. LEE and Seung Han YOO Working Paper
Panel data models with interactive fixed effects and multiple structural breaks, Degui LI, Junhui QIAN, and Liangjun SU Journal Article
Sharing Sequential Values in a Network, Ruben JUAREZ, Chiu Yu KO, and Jingyi XUE Working Paper
Shrinkage estimation of regression models with multiple structural changes, Junhai QIAN and Liangjun SU Journal Article
Weak convergence to stochastic integrals for econometric applications, Hanying LIANG, Peter C. B. PHILLIPS, Hanchao WANG, and Qiying WANG Journal Article
Asymptotically refined score and GOF tests for inverse Gaussian models, Anthony F. DESMOND and Zhenlin YANG Journal Article
Bias correction and refined inferences for fixed effects spatial panel data models, Zhenlin YANG, Jihai YU, and Shew Fan LIU Journal Article
Homogeneity pursuit in panel data models: Theory and applications, Wuyi WANG, Peter C. B. PHILLIPS, and Liangjun SU Working Paper
Identifying latent structures in panel data, Liangjun SU, Zhentao SHI, and Peter C. B. PHILLIPS Journal Article
Invitation strategy for cutting edge industries through MNCs and global talents: The case of Singapore, Kim Song TAN Book Chapter
Semiparametric single index panel data models with interactive fixed effects: Theory and practice, Guohua FENG, Bin PENG, Liangjun SU, and Thomas Tao YANG Working Paper
Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data, Cheng LIU, Ningning XIA, and Jun YU Working Paper
A practical test for strict exogeneity in linear panel data models with fixed effects, Liangjun SU, Yonghui ZHANG, and Jie WEI Journal Article