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
Adaptive nonparametric regression with conditional heteroskedasticity, Sainan JIN, Liangjun SU, and Zhijie XIAO Journal Article
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
CSI Agent on a Mission Game App, Ju Mae Rosie CHING Conference Paper
Institutional complementarity across countries in bilateral FDI flows: Theory and evidence, Pao-Li CHANG Working Paper
Intraday Value-at-Risk: An asymmetric autoregressive conditional duration approach, Shouwei LIU and Yiu Kuen TSE Journal Article
Linear programming-based estimators in nonnegative autoregression, Daniel P. A. PREVE Journal Article
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
The Impact of Agglomeration Economies on Hospital Input Prices, Andrew FRIEDSON and Jing LI Journal Article
Trade Integration, Income Divergence, and Global Imbalances, Haiping ZHANG Working Paper
Unified M-estimation of fixed-effects spatial dynamic models with short panels, Zhenlin YANG Working Paper
A Bayesian Chi-squared test for hypothesis testing, Yong LI, Xiaobin LIU, and Jun YU Journal Article
Cointegration of matched home purchases and rental price indexes: Evidence from Singapore, Badi H. BALTAGI and JING LI Journal Article
Improved Inferences for Spatial Regression Models, Shew Fan LIU and Zhenlin YANG Journal Article
Optimal Taxation and Debt with Uninsurable Risks to Human Capital Accumulation, Piero GOTTARDI, Atsushi KAJII, and Tomoyuki NAKAJIMA Journal Article
Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks, Degui LI, Junhui QIAN, and Liangjun SU Working Paper
Remittances without borders, TAN Swee Liang, S. N. Venkataramanan, and Anil KISHORA Magazine Article
Supplement to two papers on multiple bubbles [Online supplementary materials], Peter C. B. PHILLIPS, Shuping SHI, and Jun YU Journal Article
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
Testing for multiple bubbles: Limit theory of real-time detectors, Peter C. B. PHILLIPS, Shuping SHI, and Jun YU Journal Article
A brief survey of density forecasting in macroeconomics, TAY, Anthony S. Magazine Article
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
Model selection in the presence of incidental parameters, Yeonseok LEE and Peter C. B. PHILLIPS Journal Article
Monetizing housing for retirement in Singapore, Sock Yong PHANG Blog Post
Poverty decomposition by regression: An application to Tanzania, Tomoki FUJII Working Paper
Technology and Contractions: Evidence from Manufacturing, Roberto M. SAMANIEGO and Yu SUN Journal Article
Measure of location-based estimators in simple linear regression, Xijia LIU and Daniel P. A. PREVE Journal Article
Agreeing to agree and Dutch books, Yi-Chun CHEN, Ehud LEHRER, Jiangtao LI, Dov SAMET, and Eran SHMAYA Journal Article
Bias in the estimation of mean reversion in continuous-time Levy processes, Yong BAO, Aman ULLAH, Yun WANG, and Jun YU Journal Article
Expropriation risk and competition within the military, Madhav S. ANEY and Giovanni KO Journal Article
Impact of International Remittances on Schooling in the Philippines: Does the Relationship to the Household Head Matter?, Tomoki FUJII Journal Article
Jackknife model averaging for quantile regressions, Xun LU and Liangjun SU Journal Article
Semiparametric estimation of partially linear dynamic panel data models with fixed effects, Liangjun SU and Yonghui ZHANG Working Paper
Wealth Inequality and Financial Development: Revisiting the Symmetry Breaking Mechanism, Haiping ZHANG Working Paper
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
Signaling in Online Credit Markets, Kei KAWAI, Ken ONISHI, and Kosuke UETAKE Working Paper
Singapore’s Housing Policies: Responding to the Challenges of Economic Transitions, Sock Yong PHANG Journal Article
The role of the state in Singapore: Pragmatism in pursuit of growth, Kim Song TAN and Manu BHASKARAN Journal Article
Whither Singapore's unemployment rate?, Hian Teck HOON Book Chapter
Wither Singapore’s unemployment rate?, Hian Teck HOON Book Chapter
Greece caught in death spiral, Augustine H. H. TAN News Article
Greece caught in death spiral, Augustine H. H. TAN News Article
Is there a future for the Euro?, Augustine H. H. TAN News Article
Predictability of exchange rates with Taylor rule fundamentals: Evidence from inflation-targeting emerging countries, Joseph D. ALBA, Donghyun PARK, and Taojun XIE Journal Article
Role for Singapore in mobile phone remittances, TAN Swee Liang, Singanallore Narayanan Venkataramanan, and Anil KISHORA News Article
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
Export-Learning and FDI with Heterogeneous Firms, Amanda JAKOBSSON Working Paper
Grandchild Care, Intergenerational Transfers, and Grandparents’ Labor Supply, Christine HO Journal Article
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
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
A Bayesian specification test, Yong LI, Tao ZENG, and Jun YU Working Paper
A General Method for Third-Order Bias and Variance Corrections on a Nonlinear Estimator, Zhenlin YANG Journal Article
Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Dependence Model, Shew Fan LIU and Zhenlin YANG Journal Article
E-Learning in Higher Education for Adult Learners in Singapore, Guan Chong, Ding Ding, and Kong Weng HO Journal Article
Employment duration and match quality over the business cycle, Ismail BAYDUR and Toshihiko MUKOYAMA Working Paper
Expropriation risk and competition with the military, Madhav S. ANEY and Giovanni KO Working Paper
Limit Theory for VARs with Mixed Roots Near Unity, Peter C. B. PHILLIPS and Ji Hyung LEE Journal Article
Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality, Shew Fan LIU and Zhenlin YANG Journal Article
On Time-Varying Factor Models: Estimation and Testing, Liangjun SU and Xia WANG Working Paper
Specification test for panel data models with interactive fixed effects, Liangjun SU, Sainan JIN, and Yonghui ZHANG Journal Article
Testing Additive Separability of Error Term in Nonparametric Structural Models, Liangjun SU, Yundong TU, and Aman ULLAH Journal Article
The nine pillars of productivity, Augustine H. H. TAN News Article
A combined approach to the inference of conditional factor models, Yan LI, Liangjun SU, and Yuewa XU Journal Article
China's Yuan: Asia's Future Anchor Currency?, Hwee Kwan CHOW News Article
Home prices and inequality: Singapore versus other global superstar cities, Sock Yong PHANG News Article
Inefficiency in the shadow of unobservable reservation payoffs, Madhav S. ANEY Journal Article
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
Nonparametric Predictive Regression, Ioannis KASPARIS, Elena ANDREOU, and Peter C. B. PHILLIPS Journal Article
Optimal jackknife for unit root models, Ye CHEN and Jun YU Journal Article
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
Welfare-to-Work Reform and Intergenerational Support: Grandmothers' Response to the 1996 PRWORA, HO, Christine Journal Article
Asymptotic Theory for Linear Diffusions under Alternative Sampling Scheme, Qiankun ZHOU and Jun YU Journal Article
Bias correction for fixed effects spatial panel data models, Zhenlin Yang, Jihai YU, and Shew Fan LIU Working Paper
Enriching surveys with supplementary data and its application to studying wage regression, Denis H. Y. LEUNG, Ken YAMADA, and Biao ZHANG Journal Article
Enriching Surveys with Supplementary Data and Its Application to Studying Wage Regression, Denis H. Y. LEUNG, Ken YAMADA, and Biao ZHANG Journal Article
Fertility and Rural Electrification in Bangladesh, Tomoki FUJII and Abu S. SHONCHOY Working Paper
Limit Theory for Continuous Time Systems with Mildly Explosive Regressors, Peter C. B. PHILLIPS, Chen Ye, and Jun Yu Working Paper
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
QML Estimation of Dynamic Panel Data Models with Spatial Errors, Liangjun SU and Zhenlin YANG Journal Article
Self-exciting jumps, learning, and asset pricing implications, Andras FULOP, Junye LI, and Jun YU Journal Article
Social Transformation, Group Reputation, and Reputation Matching, Huan WANG and Yi ZHANG Working Paper
The Changing and Unchanged Nature of Inequality and Seniority in Japan, Ken YAMADA and Daiji KAWAGUCHI Journal Article
"Inferiority" Complex? Policing, Private Precautions and Crime, Brishti GUHA Journal Article
Love, Money and Old Age Support: Does Parental Matchmaking Matter?, Fali HUANG, Ginger Zhe JIN, and Lixin Colin XU Working Paper
Nonparametric testing for anomaly effects in empirical asset pricing models, Sainan JIN, Liangjun SU, and Yonghui ZHANG Journal Article
Shrinkage estimation of dynamic panel data models with interactive fixed effects, Xun LU and Liangjun SU Working Paper
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models, Liangjun SU and Tadao HOSHINA Working Paper
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression, Peter C. B. PHILLIPS and Chirok HAN Journal Article
A Class of Symmetric and Quadratic Utility Functions Generating Giffen Demand, Massimiliano LANDI Journal Article
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