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

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Submissions from 2013

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Quasi-Maximum Likelihood Estimation for Spatial Panel Data Regressions, Zhenlin YANG Working Paper

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From coercion to politics to law: The evolution of property rights protection, Fali HUANG Working Paper

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Limit Theory for an Explosive Autoregressive Process, Xiaohu WANG and Jun YU Working Paper

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Robust virtual implementation with almost complete information, Takashi KUNIMOTO Working Paper

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Grandchild Care, Intergenerational Transfers, and Grandparents’ Labor Supply, Christine HO Working Paper

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Robust Bayesian model selection, Yong LI and Jun YU Working Paper

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Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500, Peter C. B. PHILLIPS, Shu-Ping SHI, and Jun YU Working Paper

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Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors, Peter C. B. PHILLIPS, Shu-Ping SHI, and Jun YU Working Paper

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Allocative Efficiency, Mark-ups, and the Welfare Gains from Trade, Thomas J. HOLMES, Wen-Tai HSU, and Sanghoon LEE Working Paper

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The consequences of a public health insurance option: Evidence from Medicare Part D prescription drug markets, Daniel P. MILLER and Jungwon YEO Working Paper

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Cost-effective estimation of the population mean using prediction estimators, Tomoki FUJII and Roy VAN DER WEIDE Working Paper

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LM tests of spatial dependence based on bootstrap critical values, Zhenlin YANG Working Paper

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Nonparametric Dynamic Panel Data Models with Interactive Fixed Effects: Sieve Estimation and Specification Testing, Liangjun SU and Yonghui ZHANG Working Paper

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Testing Monotonicity in Unobservables with Panel Data, Liangjun SU, Stefan HODERLEIN, and Halbert WHITE Working Paper

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Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes, Yong BAO, Aman ULLAH, Yun WANG, and Jun YU Working Paper

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Optimal City Hierarchy: A Dynamic Programming Approach to Central Place Theory, Wen-Tai HSU, Thomas J. HOLMES, and Frank MORGAN Working Paper

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Host Country Financial Development and MNC Activity, L. Kamran BILIR, Davin CHOR, and Manova KALINA Working Paper

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Can a Financial Conditions Index Guide Monetary Policy? The Case of Singapore, Hwee Kwan CHOW Working Paper

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Demography, Development and the Origin of Democracy: A Model with Case Studies of Arachic Athens and Maritime England, Brishti GUHA Working Paper

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Does Competition within the Military Reduce Expropriation?, Madhav S. ANEY and Giovanni Ko Working Paper

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Estimation of Monthly Volatility: An Empirical Comparison of Realized Volatility, GARCH and ACD-ICV Methods, Shouwei LIU and Yiu Kuen TSE Working Paper

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Ex Post Destruction in the Hold-up Problem, Huan WANG, Juyuan ZHANG, and Yi ZHANG Working Paper

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Financial Development, International Capital Flows, and Aggregate Output, Jürgen von Hagen and Haiping ZHANG Working Paper

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Intertemporal Substitution in Maternal Labor Supply: Evidence using State School Entrance Age Laws, Rashmi Rekha BARUA Working Paper

Jackknife Model Averaging for Quantile Regressions, X. Lu and Liangjun SU Working Paper

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Micro-finance Competition: Motivated Micro-lenders, Double-dipping and Default, Brishti GUHA and Prabal ROY CHOWDHURY Working Paper

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Monetary Regime Choice in Singapore: Would a Tayor Rule Outperform Exchange-Rate Management?, Hwee Kwan CHOW, G.C. Lim, and P. McNelis Working Paper

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Non-normality and heteroscedasticity robust LM tests of spatial dependence, Badi H. Baltagi and Zhenlin YANG Working Paper

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Nonparametric Dynamic Panel Data Models: Kernel Estimation and Specification Testing, Liangjun SU and Xun LU Working Paper

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No Pass No Drive: Education and Allocation of Time, Rashmi Rekha BARUA and Marian Vidal-Fernandez Working Paper

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

Specification Test for Panel Data Models with Interactive Fixed Effects, Liangjun SU, Sainan JIN, and Y. Zhang Working Paper

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Testing Conditional Independence via Empirical Likelihood, Liangjun SU and Halbert WHITE Working Paper

Wage, Income and Consumption Inequality in Japan, 1981-2008: From Boom to Lost Decades, Jeremy LISE, Nao SUDO, Michio SUZUKI, Ken YAMADA, and Tomoaki Yamada Working Paper

Submissions from 2012

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Contracting over Prices, Shurojit CHATTERJI and Sayantan GHOSAL Working Paper

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Grandparents as Guards: A Game Theoretic Analysis of Inheritance and Post Marital Residence in a World of Uncertain Paternity, Brishti GUHA Working Paper

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Singapore Inflation Expectations: Expecting the Unexpected, Aurobindo GHOSH and Jun YU Working Paper

Dynamic Poverty Decomposition Analysis: an Application to the Philippines, Tomoki FUJII Working Paper

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Dynamic Poverty Decomposition Analysis: An Application to the Philippines, Tomoki FUJII Working Paper

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Estimating Dynamic Discrete Choice Models of Product Differentiation: An Application to Medicare Part D with Switching Costs, Daniel P. MILLER and Jungwon YEO Working Paper

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The labor supply and welfare effects of early access to medicare through social security disability insurance, KIM Working Paper

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Gambling on Genes: Ambiguity Aversion Explains Investment in Sisters' Children, Brishti GUHA Working Paper

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Detecting Bubbles in Hong Kong Residential Property Market, Matthew S. YIU, Jun Yu, and Lu JIN Working Paper

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Robust Deviance Information Criterion for Latent Variable Models, Yong LI, Tao ZENG, and Jun YU Working Paper

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Country Image and International Trade, Pao Li CHANG and Tomoki FUJII Working Paper

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Inefficiency in the Shadow of Unobservable Outside Options, Madhav S. ANEY Working Paper

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Random Dictatorship Domains, Shurojit CHATTERJI, Arunava SEN, and Huaxia ZENG Working Paper

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An Economic Analysis of Optimum Population Size Achieved Through Boosting Total Fertility and Net Immigration, Hian Teck HOON Working Paper

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Changing Unchanged Inequality: Higher Education, Youth Population, and the Japanese Seniority Wage System, Ken YAMADA and Daiji KAWAGUCHI Working Paper

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Isolated Capital Cities, Accountability and Corruption: Evidence from US States, Filipe R. CAMPANTE and Quoc-Anh DO Working Paper

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Organizing the Global Value Chain, Pol ANTRAS and Davin CHOR Working Paper

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Out of Sight, Out of Mind: The Value of Political Connections in Social Networks, Quoc-Anh DO, Yen Teik LEE, Bang Dang NGUYEN, and Kieu-Trang NGUYEN Working Paper

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Conflict with Quitting Rights: A Mechanism Design Approach, Madhav S. ANEY Working Paper

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A note on separability and intra-household resource allocation in a collective household model, Tomoki FUJII and Ryuichiro ISHIKAWA Working Paper

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In Support of the TRIPS Agreement, Amanda JAKOBSSON and Paul S. Segerstrom Working Paper

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Micro-finance Competition with Motivated MFIs, Brishti GUHA and Prabal ROY CHOWDHURY Working Paper

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Pricing for Goodwill: A Threshold Quantile Regression Approach, Heng JU, Liangjun SU, and Pai XU Working Paper

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A Spatial Analysis of the Italian Second Republic, Second Version, Massimiliano LANDI and Ricardo PELIZZO Working Paper

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Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility, Andras FULOP, Junye LI, and Jun YU Working Paper

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One Mandarin Benefits the Whole Clan: Hometown Infrastructure and Nepotism in an Autocracy, Kieu-Trang Nguyen, Quoc-Anh DO, and Anh Tran Working Paper

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One Mandarin Benefits the Whole Clan: Hometown Infrastructure and Nepotism in an Autocracy, Kieu-Trang NGUYEN, Quoc-Anh DO, and Anh TRAN Working Paper

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Optimal International Agreement and Treatment of Domestic Subsidy, Gea M. LEE Working Paper

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Single Peakedness and Giffen Demand, Massimiliano LANDI Working Paper

Submissions from 2011

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A Simple and Robust Method of Inference for Spatial Lag Dependence, Zhenlin YANG and Yan SHEN Working Paper

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International Capital Flows with Limited Commitment and Incomplete Markets, Jürgen von Hagen and Haiping ZHANG Working Paper

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One Mandarin Benefits the Whole Clan: Hometown Infrastructure and Nepotism in an Autocracy, Kieu-Trang NGUYEN, Quoc-Anh DO, and Anh TRAN Working Paper

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Out of Sight, Out of Mind: The Value of Political Connections in Social Networks, Quoc-Anh DO, Bang Dang NGUYEN, Yen Teik LEE, and Kieu-Trang NGUYEN Working Paper

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Singapore Consumer’s Inflation Expectations and Creation of Singapore Index of Inflation Expectations, Aurobindo GHOSH and Jun Yu Working Paper

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Arrow-Fisher-Hanemann-Henry and Dixit-Pindyck option values under strategic interactions, Tomoki FUJII and Ryuichiro ISHIKAWA Working Paper

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Custodes Invicem Custodiunt: Commitment through Competition, Madhav S. ANEY and Giovanni KO Working Paper

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Double Asymptotics for an Explosive Continuous Time Model, Xiaohu WANG and Jun YU Working Paper

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Impact of Food Inflation on Poverty in the Philippines, Tomoki FUJII Working Paper

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Intertemporal Substitution in the Time Allocation of Married Women, Ken YAMADA Working Paper

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Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior, Peter C. B. PHILLIPS, Shu-Ping SHI, and Jun YU Working Paper

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Specification Testing for Nonparametric Structural Models with Monotonicity in Unobservables, Stefan HODERLEIN, Liangjun SU, and Halbert WHITE Working Paper

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Family Background and Economic Outcomes in Japan, Ken YAMADA Working Paper

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Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models, Ye CHEN and Jun YU Working Paper

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Bayesian Hypothesis Testing in Latent Variable Models, Yong LI and Jun YU Working Paper

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Risk and the Technology Content of FDI: A Dynamic Model, Pao Li CHANG and Chia-Hui LU Working Paper

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Simulated Maximum Likelihood Estimation for Latent Diffusion Models, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Working Paper

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Specification Sensitivities in Right-Tailed Unit Root Testing, Shu-Ping SHI, Peter C. B. PHILLIPS, and Jun YU Working Paper

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Testing for Multiple Bubbles, Peter C. B. PHILLIPS, Shu-Ping SHI, and Jun YU Working Paper

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Recent developments in European bank competition, Juliana Yu SUN Working Paper

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Instrumental Variable Quantile Estimation of Spatial Autoregressive Models, Liangjun SU and Zhenlin YANG Working Paper

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Decomposing the Changes of the Divisia Price Index: Application to Inflation in the Philippines, Tomoki FUJII Working Paper

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The People want the Fall of the Regime: Schooling, Political Protest, and the Economy, Filipe R. CAMPANTE and Davin CHOR Working Paper

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Wage Subsidies in a Program for Economic Inclusion and Growth, Hian Teck HOON Working Paper

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Impact of remittances on schooling in the Philippines: Does the relationship to the household head matter?, Tomoki FUJII Working Paper

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Quasi-option Value under Strategic Interactions, Tomoki FUJII and Ryuichiro ISHIKAWA Working Paper

Submissions from 2010

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Need Singapore Fear Floating? A DSGE-VAR Approach, Hwee Kwan Chow and Paul D. McNelis Working Paper

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Sequential Investment, Hold-up and Strategic Delay, Juyuan ZHANG and Yi ZHANG Working Paper

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The WTO Trade Effect, Pao Li CHANG and Myoung-Jae LEE Working Paper

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Trade and divergence in education systems, Pao Li CHANG and Fali HUANG Working Paper

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Conformism and Turnout, Massimiliano LANDI and Mauro SODINI Working Paper

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Group Reputation, Anonymous Matching, and External Monitoring in a Model of Corruption, Huan WANG and Yi ZHANG Working Paper

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Sex Ratios, Divorce Laws and the Marriage Market, Brishti GUHA Working Paper

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A Conversation with Eric Ghysels, Peter C. B. PHILLIPS and Jun YU Working Paper

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An Asian Response to International Financial Reforms, Hoe Ee KHOR and Kim Song TAN Working Paper

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A New Bayesian Unit Root Test in Stochastic Volatility Models, Yong LI and Jun YU Working Paper

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Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes, Qiankun ZHOU and Jun YU Working Paper