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

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Submissions from 2010

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

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Bias-Corrected Estimation for Spatial Autocorrelation, Zhenlin YANG Working Paper

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Bias in Estimating Multivariate and Univariate Diffusions, Xiaohu WANG, Peter C. B. PHILLIPS, and Jun YU Working Paper

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Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Working Paper

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International Capital Flows and Aggregate Output, Jurgen von Hagen and Haiping ZHANG Working Paper

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Macroeconomic Effects of Over-investment in Housing in an Aggregative Model of Economic Activity, Hian Teck HOON Working Paper

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Measurement and High Finance, Peter C. B. PHILLIPS, Jun YU, and Eric GHYSELS Working Paper

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Simulation-based Estimation Methods for Financial Time Series Models, Jun YU Working Paper

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Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions, Badi H. BALTAGI and Zhenlin YANG Working Paper

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Labor Supply Responses to the 1990s Japanese Tax Reforms, Ken YAMADA Working Paper

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Evaluating the conditions for robust mechanism design, Takashi KUNIMOTO and Roberto SERRANO Working Paper

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Patrilocal Exogamy as a Monitoring Mechanism: How Inheritance and Residence Patterns Co-evolve, Brishti GUHA Working Paper

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Nonparametric Testing for Asymmetric Information, Liangjun SU and Martin SPINDLER Working Paper

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Off the Cliff and Back? Credit Conditions and International Trade during the Global Financial Crisis, Davin CHOR and Kalina MANOVA Working Paper

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How robust is undominated Nash implementation?, Takashi KUNIMOTO Working Paper

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Unilateral Measures and Emissions Mitigation, Shurojit CHATTERJI, Sayantan GHOSAL, Sean WALSH, and John WHALLEY Working Paper

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On Domains that Admit Well-Behaved Strategy-Proof Social Choice Functions, Shurojit CHATTERJI, Remzi SANVER, and Arunava SEN Working Paper

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Optimal Monetary Policy in a Model with Recursive Preferences, Sungbae An Working Paper

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Advertising Collusion in Retail Markets, Kyle BAGWELL and Gea M. LEE Working Paper

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Advertising Competition in Retail Markets, Kyle BAGWELL and Gea M. LEE Working Paper

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Financial Development and the Patterns of International Capital Flows, Jurgen von Hagen and Haiping ZHANG Working Paper

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International Capital Flows and World Output Gains, Jurgen von Hagen and Haiping ZHANG Working Paper

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Can Market Failure Cause Political Failure, Madhav S. ANEY, Maitreesh Ghatak, and Massimo Morelli Working Paper

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Innovation and Patentability Requirement in a Globalized World, Davin CHOR and Edwin L. C. LAI Working Paper

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

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The Optimal Degree of Reciprocity in Tariff Reduction, Pao Li CHANG Working Paper

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Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Models Approach, Yiu Kuen Tse and Tao Yang Working Paper

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Forecasting Realized Volatility Using a Nonnegative Semiparametric Time Series Model, A. Eriksson, D. Preve, and Jun YU Working Paper

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Nonparametric Tests for Poolability in Panel Data Models with Cross Section Dependence, Sainan JIN and Liangjun SU Working Paper

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Obedience, Schooling, and Political Participation, Davin CHOR and Filipe R. Campante Working Paper

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Risking Returns: Moving from Public to Private Equity, Aurobindo GHOSH Working Paper

Submissions from 2009

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Affordable Homeownership Policy: Implications for Housing Markets, Sock Yong PHANG Working Paper

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Automated Likelihood Based Inference for Stochastic Volatility Models, H. Skaug and Jun YU Working Paper

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Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises, Shirley J. HUANG and Jun YU Working Paper

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Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models, Jun YU Working Paper

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Dating the Timeline of Financial Bubbles During the Subprime Crisis, Peter C. B. PHILLIPS and Jun YU Working Paper

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Econometric Analysis of Continuous Time Models: A Survey of Peter Philip’s Work and Some New Results, Jun YU Working Paper

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Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?, Peter C. B. PHILLIPS, Yangru WU, and Jun YU Working Paper

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Forecasting Realized Volatility Using a Nonnegative Semiparametric Model, D. Preve, A. Eriksson, and Jun YU Working Paper

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Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Working Paper

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Why Did Universities Precede Primary Schools? A Political Economy Model of Educational Change, Fali HUANG Working Paper

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A Nonparametric Goodness-of-fit-based Test for Conditional Heteroskedasticity, Liangjun SU and Aman ULLAH Working Paper

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A semi-parametric two-stage projection type estimator of multivalued treatment effects, Aurobindo GHOSH Working Paper

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Foreign Direct Investment and Foreign Portfolio Investment under Asymmetric Information, Ruanjai SUWANTARADON Working Paper

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Monetary Policy and Asset Prices in a Small Open Economy: A Factor-Augmented VAR Analysis for Singapore, Hwee Kwan CHOW and Keen Meng CHOY Working Paper

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Estimation of Bidder Valuations in an FCC Spectrum Auction, Jungwon YEO Working Paper

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Testing structural change in conditional distributions via quantile regressions, Liangjun SU and Zhijie XIAO Working Paper

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Heterogeneity in Returns to Work Experience: A Dynamic Model of Female Labor Force Participation, Ken YAMADA Working Paper

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Implementation with near complete information: The case of subgame perfection, Takashi KUNIMOTO and Olivier Tercieux Working Paper

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Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels, Yixiao SUN, Peter C. B. Phillips, and Sainan JIN Working Paper

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Subnational Credit Rating: A Comparative Review, Lili LIU and Kim Song TAN Working Paper

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School Entry, Educational Attainment and Quarter of Birth: A Cautionary Tale of Late, Rashmi Barua and Kevin Lang Working Paper

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What Do We Expect from Our Friends?, Stephen LEIDER, Markus M. MOBIUS, Tanya S. ROSENBLAT, and Quoc-Anh DO Working Paper

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A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression, Peter C. B. PHILLIPS and Liangjun SU Working Paper

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Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor, Peter C. B. PHILLIPS and Liangjun SU Working Paper

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Payroll Taxes, Wealth and Employment in Neoclassical Theory: Neutrality or Non-Neutrality?, Hian Teck HOON Working Paper

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Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data, Jun Yu and Peter C. B. Phillips Working Paper

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Misaligned Incentives and Mortgage Lending in Asia, Richard GREEN, Roberto S. MARIANO, Andrey PAVLOV, and Susan WACHTER Working Paper

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Risk, Firm Heterogeneity, and Dynamics of FDI Entry, Pao Li CHANG and Chia-Hui LU Working Paper

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Tops-Only Domains, Shurojit CHATTERJI and Arunava SEN Working Paper

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Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore, Hwee Kwan CHOW and Keen Meng CHOY Working Paper

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A Centered Index of Spatial Concentration: Axiomatic Approach with an Application to Population and Capital Cities, Filipe R. CAMPANTE and Quoc-Anh DO Working Paper

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A Robust LM Test for Spatial Error Components, Zhenlin YANG Working Paper

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Asymptotics and Bootstrap for Transformed Panel Data Regressions, Liangjun SU and Zhenlin YANG Working Paper

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Keeping Dictators Honest: The Role of Population, Quoc-Anh DO and Filipe R. CAMPANTE Working Paper

Submissions from 2008

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Can a Representative Agent Model Represent a Heterogeneous Agent Economy?, Sungbae AN, Yongsung CHANG, and Sun-Bin KIM Working Paper

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Directed Altruism and Enforced Reciprocity in Social Networks, Stephen Leider, Markus M. Mobius, Tanya S. Rosenblat, and Quoc-Anh DO Working Paper

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Endogenous Transaction Cost, Specialization, and Strategic Alliance, Juyuan ZHANG and Yi ZHANG Working Paper

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Schooling and Political Participation Revisited, Davin CHOR and Filipe R. CAMPANTE Working Paper

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The Labor Market of Italian Politicians, Antonio MERLO, Vincenzo GALASSO, Massimiliano LANDI, and Andrea MATTOZZI Working Paper

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The More Kids, the Less Mom's Divvy: Impact of Childbirth on Intrahousehold Resource Allocation, Tomoki FUJII and Ryuichiro ISHIKAWA Working Paper

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Unpacking Sources of Comparative Advantage: A Quantitative Approach, Davin CHOR Working Paper

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Utility Functions, Future Consumption Targets and Subsistence Thresholds, Ashok GUHA and Brishti GUHA Working Paper

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Financial Frictions and International Trade, Ruanjai SUWANTARADON Working Paper

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A semiparametric stochastic volatility model, Jun YU Working Paper

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Time-varying incentives in the mutual fund industry, Jacques OLIVIER and Anthony S. TAY Working Paper

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Skilled and Unskilled Wages in a Globlizing World, 1968-1998, Davin CHOR Working Paper

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Corruption, Delays, and the Pattern of Trade, Quoc-Anh DO and Karine Serfaty-de Medeiros Working Paper

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Labor Hoarding Contracts and Coordination Fictions, Nicolas L. JACQUET and Serene TAN Working Paper

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Advertising and Collusion in Retail Markets, Kyle BAGWELL and Gea Myoung LEE Working Paper

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Mapping the Discipline of the Olympic Games an Author-Cocitation Analysis, Peter WARNING, Rosie CHING, and Kristine TOOHEY Working Paper

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Discussion of Balistreri, Hillberry, and Rutherford (2007): Structural Estimation and Solution of International Trade Models with Heterogeneous Firms, Davin CHOR Working Paper

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Education and Trade, Pao Li CHANG and Fali HUANG Working Paper

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Target Saving in an Overlapping Generations Model, Ashok S. GUHA and Brishti GUHA Working Paper

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Two-Sample Estimation of Poverty Rates for Disabled People: An Application to Tanzania, Tomoki FUJII Working Paper

Submissions from 2007

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Geographic Decomposition of Inequality in Health and Wealth: Evidence from Cambodia, Tomoki FUJII Working Paper

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A Hybrid Approach to Case Teaching, Swee Liang TAN and Roy Jin Hou NG Working Paper

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Building Social Trust: A Human Capital Approach, Fali HUANG Working Paper

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Dynamic Treatment Effect Analysis of TV Effects on Child Cognitive Development, Fali HUANG Working Paper

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Employee Screening: Theory and Evidence, Fali HUANG and Peter CAPPELLI Working Paper

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

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Inefficient Worker Turnover, Nicolas L. JACQUET Working Paper

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Modeling Country Risks: An Asian Perspective, Swee Liang TAN and G. K. Randolph TAN Working Paper

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On the Segmentation of Markets, Nicolas Laurent JACQUET and Serene TAN Working Paper

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

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Un-Balanced Economic Growth, Hing-Man LEUNG Working Paper

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A Welfare Analysis of Capital Account Liberalization, Jürgen von HAGEN and Haiping ZHANG Working Paper

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Does TV Affect Child Cognitive Development?, Fali HUANG and Myoung-jae LEE Working Paper

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The Coevolution of Economic and Political Development, Fali HUANG Working Paper

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To Trust or to Monitor: A Dynamic Analysis, Fali HUANG Working Paper