Follow

Submissions from 2016

PDF

Quantity Discounts and Capital Misallocation in Vertical Relationships, Ken ONISHI Working Paper

PDF

Testing for Monotonicity in Unobservables under Unconfoundedness, Stefan HODERLEIN, Liangjun SU, Halbert WHITE, and Thomas Tao YANG Working Paper

A selective review of Aman Ullah’s contributions to econometrics, Yong BAO, Yanqin FAN, Liangjun SU, and Victoria ZINDE-WALSH Book Chapter

PDF

Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres, Ryan GREENAWAY-MCGREVY and Peter C. B. PHILLIPS Journal Article

PDF

Inference in near-singular regression, Peter C. B. PHILLIPS Journal Article

PDF

Meritocracy Voting: Measuring the Unmeasurable, Peter C. B. PHILLIPS Journal Article

PDF

New Distribution Theory for the Estimation of Structural Break Point in Mean, Liang JIANG, Xiaohu WANG, and Jun YU Working Paper

PDF

Robust Information Cascade with Endogenous Ordering, Yi ZHANG Working Paper

PDF

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

PDF

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

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

Link

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

Link

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

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

PDF

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

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

PDF

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

PDF

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

PDF

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