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Submissions from 2016

Singapore’s housing policies: Responding to the challenges of economic transitions, Sock Yong PHANG Book Chapter

Which class and what squeezes? Relationships with wellbeing, national pride, and inequality, Kong Weng HO Book Chapter

Submissions from 2015

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Adaptive nonparametric regression with conditional heteroskedasticity, Sainan JIN, Liangjun SU, and Zhijie XIAO Journal Article

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Competition 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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CSI Agent on a Mission Game App, Ju Mae Rosie CHING Conference Paper

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Institutional complementarity across countries in bilateral FDI flows: Theory and evidence, Pao-Li CHANG Working Paper

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Intraday Value-at-Risk: An asymmetric autoregressive conditional duration approach, Shouwei LIU and Yiu Kuen TSE Journal Article

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Linear programming-based estimators in nonnegative autoregression, Daniel P. A. PREVE Journal Article

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New methodology for constructing real estate price indices applied to the Singapore residential market, Liang JIANG, Peter C. B. PHILLIPS, and Jun YU Journal Article

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The Impact of Agglomeration Economies on Hospital Input Prices, Andrew FRIEDSON and Jing LI Journal Article

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Trade Integration, Income Divergence, and Global Imbalances, Haiping ZHANG Working Paper

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

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A Bayesian Chi-squared test for hypothesis testing, Yong LI, Xiaobin LIU, and Jun YU Journal Article

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Cointegration of matched home purchases and rental price indexes: Evidence from Singapore, Badi H. BALTAGI and JING LI Journal Article

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Improved Inferences for Spatial Regression Models, Shew Fan LIU and Zhenlin YANG Journal Article

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Optimal Taxation and Debt with Uninsurable Risks to Human Capital Accumulation, Piero GOTTARDI, Atsushi KAJII, and Tomoyuki NAKAJIMA Journal Article

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Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks, Degui LI, Junhui QIAN, and Liangjun SU Working Paper

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Remittances without borders, TAN Swee Liang, S. N. Venkataramanan, and Anil KISHORA Magazine Article

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Supplement to two papers on multiple bubbles [Online supplementary materials], Peter C. B. PHILLIPS, Shuping SHI, and Jun YU Journal Article

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Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500, Peter C. B. PHILLIPS, Shuping SHI, and Jun YU Journal Article

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Testing for multiple bubbles: Limit theory of real-time detectors, Peter C. B. PHILLIPS, Shuping SHI, and Jun YU Journal Article

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A brief survey of density forecasting in macroeconomics, TAY, Anthony S. Magazine Article

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Bias-correction for Weibull Common Shape Estimation, Yan SHEN and Zhenlin YANG Journal Article

Bias-correction for Weibull common shape estimation, Yan SHEN and Zhenlin YANG Journal Article

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Model selection in the presence of incidental parameters, Yeonseok LEE and Peter C. B. PHILLIPS Journal Article

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Monetizing housing for retirement in Singapore, Sock Yong PHANG Blog Post

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Poverty decomposition by regression: An application to Tanzania, Tomoki FUJII Working Paper

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Technology and Contractions: Evidence from Manufacturing, Roberto M. SAMANIEGO and Yu SUN Journal Article

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Measure of location-based estimators in simple linear regression, Xijia LIU and Daniel P. A. PREVE Journal Article

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Agreeing to agree and Dutch books, Yi-Chun CHEN, Ehud LEHRER, Jiangtao LI, Dov SAMET, and Eran SHMAYA Journal Article

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Bias in the estimation of mean reversion in continuous-time Levy processes, Yong BAO, Aman ULLAH, Yun WANG, and Jun YU Journal Article

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Expropriation risk and competition within the military, Madhav S. ANEY and Giovanni KO Journal Article

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Impact of International Remittances on Schooling in the Philippines: Does the Relationship to the Household Head Matter?, Tomoki FUJII Journal Article

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Jackknife model averaging for quantile regressions, Xun LU and Liangjun SU Journal Article

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Semiparametric estimation of partially linear dynamic panel data models with fixed effects, Liangjun SU and Yonghui ZHANG Working Paper

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Wealth Inequality and Financial Development: Revisiting the Symmetry Breaking Mechanism, Haiping ZHANG Working Paper

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World energy intensity revisited: A cluster analysis, Yihua YU, Yonghui ZHANG, and Feng SONG Journal Article

Economic prospects of Singapore, Augustine H. H. TAN Book Chapter

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Signaling in Online Credit Markets, Kei KAWAI, Ken ONISHI, and Kosuke UETAKE Working Paper

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Singapore’s Housing Policies: Responding to the Challenges of Economic Transitions, Sock Yong PHANG Journal Article

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The role of the state in Singapore: Pragmatism in pursuit of growth, Kim Song TAN and Manu BHASKARAN Journal Article

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Whither Singapore's unemployment rate?, Hian Teck HOON Book Chapter

Wither Singapore’s unemployment rate?, Hian Teck HOON Book Chapter

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Greece caught in death spiral, Augustine H. H. TAN News Article

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Greece caught in death spiral, Augustine H. H. TAN News Article

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Is there a future for the Euro?, Augustine H. H. TAN News Article

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Predictability of exchange rates with Taylor rule fundamentals: Evidence from inflation-targeting emerging countries, Joseph D. ALBA, Donghyun PARK, and Taojun XIE Journal Article

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Role for Singapore in mobile phone remittances, TAN Swee Liang, Singanallore Narayanan Venkataramanan, and Anil KISHORA News Article

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Automated estimation of vector error correction models, Zhipeng LIAO and Peter C. B. PHILLIPS Journal Article

Edmond Malinvaud: A tribute to his contributions in econometrics, Peter C. B. PHILLIPS Journal Article

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Export-Learning and FDI with Heterogeneous Firms, Amanda JAKOBSSON Working Paper

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Grandchild Care, Intergenerational Transfers, and Grandparents’ Labor Supply, Christine HO Journal Article

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Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regression, Peter C. B. PHILLIPS Journal Article

Heterogeneous firms in importing: Theory and evidence from China, Yuting CHEN Journal Article

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Memorial to Edmond Malinvaud, Peter C. B. PHILLIPS Journal Article

Testing additive separability of error term in nonparametric structural models, Liangjun SU, Yundong TU, and Aman ULLAH Journal Article

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A Bayesian specification test, Yong LI, Tao ZENG, and Jun YU Working Paper

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A General Method for Third-Order Bias and Variance Corrections on a Nonlinear Estimator, Zhenlin YANG Journal Article

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Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Dependence Model, Shew Fan LIU and Zhenlin YANG Journal Article

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E-Learning in Higher Education for Adult Learners in Singapore, Guan Chong, Ding Ding, and Kong Weng HO Journal Article

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Employment duration and match quality over the business cycle, Ismail BAYDUR and Toshihiko MUKOYAMA Working Paper

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Expropriation risk and competition with the military, Madhav S. ANEY and Giovanni KO Working Paper

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Limit Theory for VARs with Mixed Roots Near Unity, Peter C. B. PHILLIPS and Ji Hyung LEE Journal Article

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Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality, Shew Fan LIU and Zhenlin YANG Journal Article

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On Time-Varying Factor Models: Estimation and Testing, Liangjun SU and Xia WANG Working Paper

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Specification test for panel data models with interactive fixed effects, Liangjun SU, Sainan JIN, and Yonghui ZHANG Journal Article

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Testing Additive Separability of Error Term in Nonparametric Structural Models, Liangjun SU, Yundong TU, and Aman ULLAH Journal Article

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The nine pillars of productivity, Augustine H. H. TAN News Article

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A combined approach to the inference of conditional factor models, Yan LI, Liangjun SU, and Yuewa XU Journal Article

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China's Yuan: Asia's Future Anchor Currency?, Hwee Kwan CHOW News Article

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Home prices and inequality: Singapore versus other global superstar cities, Sock Yong PHANG News Article

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Inefficiency in the shadow of unobservable reservation payoffs, Madhav S. ANEY Journal Article

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Lag length selection for unit root tests in the presence of nonstationary volatility, Giuseppe CAVALIERE, Peter C. B. PHILLIPS, Stephan SMEEKES, and A. M. Robert TAYLOR Journal Article

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Nonparametric Predictive Regression, Ioannis KASPARIS, Elena ANDREOU, and Peter C. B. PHILLIPS Journal Article

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Optimal jackknife for unit root models, Ye CHEN and Jun YU Journal Article

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Sieve Estimation of Time-Varying Panel Data Models with Latent Structures, Liangjun SU, Xia WANG, and Sainan JIN Working Paper

Sieve Estimation of Time-Varying Panel Data Models with Latent Structures, Liangjun SU, Xia WANG, and Sainan JIN Working Paper

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Welfare-to-Work Reform and Intergenerational Support: Grandmothers' Response to the 1996 PRWORA, HO, Christine Journal Article

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Asymptotic Theory for Linear Diffusions under Alternative Sampling Scheme, Qiankun ZHOU and Jun YU Journal Article

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Bias correction for fixed effects spatial panel data models, Zhenlin Yang, Jihai YU, and Shew Fan LIU Working Paper

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Enriching surveys with supplementary data and its application to studying wage regression, Denis H. Y. LEUNG, Ken YAMADA, and Biao ZHANG Journal Article

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Enriching Surveys with Supplementary Data and Its Application to Studying Wage Regression, Denis H. Y. LEUNG, Ken YAMADA, and Biao ZHANG Journal Article

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Fertility and Rural Electrification in Bangladesh, Tomoki FUJII and Abu S. SHONCHOY Working Paper

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Limit Theory for Continuous Time Systems with Mildly Explosive Regressors, Peter C. B. PHILLIPS, Chen Ye, and Jun Yu Working Paper

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LM tests of spatial dependence based on bootstrap critical values, Zhenlin YANG Journal Article

Non-inferiority studies with multiple reference treatment, Li-Ching HUANG, Miin-Jye WEN, Cheung Siu HUNG, and Koon Shing KWONG Journal Article

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QML estimation of dynamic panel data models with spatial errors, Liangjun SU and Zhenlin YANG Journal Article

QML Estimation of Dynamic Panel Data Models with Spatial Errors, Liangjun SU and Zhenlin YANG Journal Article

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Self-exciting jumps, learning, and asset pricing implications, Andras FULOP, Junye LI, and Jun YU Journal Article

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Social Transformation, Group Reputation, and Reputation Matching, Huan WANG and Yi ZHANG Working Paper

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The Changing and Unchanged Nature of Inequality and Seniority in Japan, Ken YAMADA and Daiji KAWAGUCHI Journal Article

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"Inferiority" Complex? Policing, Private Precautions and Crime, Brishti GUHA Journal Article

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Love, Money and Old Age Support: Does Parental Matchmaking Matter?, Fali HUANG, Ginger Zhe JIN, and Lixin Colin XU Working Paper

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Nonparametric testing for anomaly effects in empirical asset pricing models, Sainan JIN, Liangjun SU, and Yonghui ZHANG Journal Article

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Shrinkage estimation of dynamic panel data models with interactive fixed effects, Xun LU and Liangjun SU Working Paper

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Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models, Liangjun SU and Tadao HOSHINA Working Paper

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The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression, Peter C. B. PHILLIPS and Chirok HAN Journal Article

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A Class of Symmetric and Quadratic Utility Functions Generating Giffen Demand, Massimiliano LANDI Journal Article

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Aggregate consumption and debt accumulation: An empirical examination of US household behavior, Yun K. KIM, Mark SETTERFIELD, and Yuan MEI Journal Article

An actuarial framework of Singapore's pension program: The CPF LIFE Scheme, Koon Shing KWONG, Yiu Kuen TSE, and Wai-Sum Chan Working Paper