The collection has the Economics and Statistics Working Paper Series published by Singapore Management University School of Economics.

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Submissions from 2020

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Local powers of least-squares-based test for panel fractional Ornstein-Uhlenbeck process, Katsuto TANAKA, Weilin XIAO, and Jun YU Working Paper

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Restricted probabilistic fixed ballot rules and hybrid domains, Shurojit CHATTERJI, Souvik ROY, Soumyarup SADHUKHAN, Arunava SEN, and Huaxia ZENG Working Paper

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Rationalizable Incentives: Interim Implementation of Sets in Rationalizable Strategies, Takashi KUNIMOTO and Roberto SERRANO Working Paper

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Singapore in the global value chains, Pao-Li CHANG and Tran Bao Phuong NGUYEN Working Paper

Submissions from 2019

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Growth Effects of Additive and Multiplicative Robots Alongside Conventional Machines, Hian Teck HOON Working Paper

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Innovation, growth, and dynamic gains from trade, Wen-Tai HSU, Raymond G. RIEZMAN, and Ping WANG Working Paper

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Quantifying quality specialization across space: Skills, sorting, and agglomeration, Pao-Li CHANG, Angdi LU, and Xin YI Working Paper

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Parametric rationing with uncertain needs, Yan LONG and Jingyi XUE Working Paper

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Continuous implementation with small transfers, Yi-Chun CHEN, Takashi KUNIMOTO, and Yifei SUN Working Paper

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Estimation and Inference of fractional continuous-time model with discrete-sampled data, Xiaohu WANG, Weilin XIAO, and Jun YU Working Paper

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Singapore as a sustainable city: Past, present and the future, Tomoki FUJII and Rohan RAY Working Paper

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Strong consistency of spectral clustering for stochastic block models, Liangjun SU, Wuyi WANG, and Yichong ZHANG Working Paper

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A quantile-based asset pricing model, Tomohiro ANDO, Jushan BAI, Mitohide NISHIMURA, and Jun YU Working Paper

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Improved marginal likelihood estimation via power posteriors and importance sampling, Yong LI, Nianling WANG, and Jun YU Working Paper

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Panel threshold regressions with latent group structures, Ke MIAO, Liangjun SU, and Wendun WANG Working Paper

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Global value chains and the CPTPP, Pao-Li CHANG and Tran Bao Phuong NGUYEN

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Global value chains and the CPTPP, Pao-Li CHANG and Tran Bao Phuong NGUYEN Working Paper

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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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The revealed preference theory of stable matchings with one-sided preferences, Gaoji HU, Jiangtao LI, and Rui TANG Working Paper

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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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Robustly optimal reserve price, Wei HE and Jiangtao LI 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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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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Maximum likelihood estimation for the fractional Vasicek model, Katsuto TANAKA, Weilin XIAO, and Jun YU Working Paper

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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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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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Made in Singapore, Pao-Li CHANG and Phuong T. B. NGUYEN Working Paper

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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

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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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Identifying latent grouped patterns in cointegrated panels, Wenxin HUANG, Sainan JIN, and Liangjun SU Working Paper

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

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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

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

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

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

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

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A Dynamic Network Perspective on the Latent Group Structure of Cryptocurrencies, Li GUO, Yubo TAO, and Wolfgang Karl HARDLE Working Paper

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Income and subjective well-being: Evidence from Singapore's first national non-contributory pension, Yanying CHEN and Yi Jin TAN Working Paper

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Maskin meets Abreu and Matsushima, Yi-Chun CHEN, Takashi KUNIMOTO, Yifei SUN, and Siyang XIONG Working Paper

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When does limited commitment matter in a production economy?, Kyoung Jin CHOI and Jungho LEE Working Paper

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Determination of different types of fixed effects in three-dimensional panels, Xun LU, Ke MIAO, and Liangjun SU Working Paper

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Investment and the long swings of unemployment, Hian Teck HOON, Katsimi MARGARITA, and Gylfi ZOEGA Working Paper

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Deadlier road Accidents? Traffic safety regulations and heterogeneous motorists’ behavior, Christine HO and Madhav S. ANEY Working Paper

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A large class of strategy-proof exchange rules with single-peaked preferences, Peng LIU Working Paper

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Integrated deviance information criterion for latent variable models, Yong LI, Jun YU, and Tao ZENG Working Paper

Submissions from 2017

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Cultural preferences in international trade: Evidence from the globalization of Korean pop culture, Pao-Li CHANG and Iona Hyojung LEE Working Paper

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Identifying latent group structures in nonlinear panels, Wuyi WANG and Liangjun SU Working Paper

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Does "America First" help America? The impact of country image on exports and welfare, Pao-li CHANG, Tomoki FUJII, and Wei JIN Working Paper

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Estimating finite-horizon life-cycle models: A quasi-Bayesian approach, Xiaobin LIU Working Paper

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Random coefficient continuous systems: Testing for extreme sample path behaviour, Yubo TAO, Peter C. B. PHILLIPS, and Jun YU Working Paper

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The role of macroeconomic, policy, and forecaster uncertainty in forecast dispersion, You LI and Anthony S. TAY Working Paper

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Random mechanism design on multidimensional domains, Shurojit CHATTERJI and Huaxia ZENG Working Paper

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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

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Bubble testing under deterministic trends, Xiaohu WANG and Jun YU Working Paper

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Fair Division with Uncertain Needs, Jingyi XUE Working Paper

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Non-separable models with high-dimensional data, Liangjun SU, Takuya URA, and Yichong ZHANG Working Paper

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Preferences with changing ambiguity aversion, Jingyi XUE Working Paper

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Sources of health financing and health outcomes: A panel data analysis, Tomoki FUJII Working Paper

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On the relationship between household wealth and entrepreneurship, Jungho LEE Working Paper

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Fertility and rural electrification in Bangladesh, Tomoki FUJII and Abu S. SHONCHOY Working Paper

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Critical evaluation of action 14 recommendations and the suggested way forward for Singapore, Luis CORONADO and Jerome VAN STADEN Working Paper

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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

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A specification test based on the MCMC output, Yong LI, Jun YU, and Tao ZENG Working Paper

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In-fill asymptotic theory for structural break point in autoregression: A unified theory, Liang JIANG, Xiaohu WANG, and Jun YU Working Paper

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Asymptotic theory for estimating drift parameters in the fractional Vasicek model, Weilin XIAO and Jun YU Working Paper

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Firm boundaries and financing with opportunistic stakeholder behaviour, Madhav S. ANEY, Elie APPELBAUM, and Sanjay BANERJI Working Paper

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Determinants of urban land supply in China: How do political factors matter?, Wen-Tai HSU, Xiaolu LI, Yang TANG, and Jing WU Working Paper

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How to describe objects?, LIU PENG Working Paper

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Local and global SD-strategy-proofness of ordinal mechanisms on block-connected domains, Peng LIU Working Paper

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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

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Deviance information criterion for Bayesian model selection: Justification and variation, Yong LI, Jun YU, and Tao ZENG Working Paper

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Jobs for justice(s): Corruption in the Supreme Court of India, Madhav S. ANEY, Shubhankar DAM, and Giovanni KO Working Paper

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Random assignments on preference domains with a tier structure, Peng LIU and Huaxia ZENG Working Paper

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VAT Treatment of Financial Institutions, Ismail BAYDUR and Fatih YILMAZ Working Paper

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Determining individual or time effects in panel data models, Xun LU and Liangjun SU Working Paper

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Strategy-proofness of the probabilistic serial rule on sequentially dichotomous domains, Peng LIU Working Paper

Submissions from 2016

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Endogenous quality choice, signaling, and welfare, Gea M. LEE and Seung Han YOO Working Paper

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Sharing Sequential Values in a Network, Ruben JUAREZ, Chiu Yu KO, and Jingyi XUE Working Paper

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Homogeneity pursuit in panel data models: Theory and applications, Wuyi WANG, Peter C. B. PHILLIPS, and Liangjun SU Working Paper

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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

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Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data, Cheng LIU, Ningning XIA, and Jun YU Working Paper

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Mismatches in tax outcomes in the light of BEPS actions 2 and 5, Lukas MECHTLER and Cindy Siu Ching WONG Working Paper