Submissions from 2010
Bayesian Hypothesis Testing in Latent Variable Models, Yong LI and Jun YU Working Paper
Bias-Corrected Estimation for Spatial Autocorrelation, Zhenlin YANG Working Paper
Bias in Estimating Multivariate and Univariate Diffusions, Xiaohu WANG, Peter C. B. PHILLIPS, and Jun YU Working Paper
Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Working Paper
International Capital Flows and Aggregate Output, Jurgen von Hagen and Haiping ZHANG Working Paper
Macroeconomic Effects of Over-investment in Housing in an Aggregative Model of Economic Activity, Hian Teck HOON Working Paper
Measurement and High Finance, Peter C. B. PHILLIPS, Jun YU, and Eric GHYSELS Working Paper
Simulation-based Estimation Methods for Financial Time Series Models, Jun YU Working Paper
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions, Badi H. BALTAGI and Zhenlin YANG Working Paper
Labor Supply Responses to the 1990s Japanese Tax Reforms, Ken YAMADA Working Paper
Evaluating the conditions for robust mechanism design, Takashi KUNIMOTO and Roberto SERRANO Working Paper
Patrilocal Exogamy as a Monitoring Mechanism: How Inheritance and Residence Patterns Co-evolve, Brishti GUHA Working Paper
Nonparametric Testing for Asymmetric Information, Liangjun SU and Martin SPINDLER Working Paper
Off the Cliff and Back? Credit Conditions and International Trade during the Global Financial Crisis, Davin CHOR and Kalina MANOVA Working Paper
How robust is undominated Nash implementation?, Takashi KUNIMOTO Working Paper
Unilateral Measures and Emissions Mitigation, Shurojit CHATTERJI, Sayantan GHOSAL, Sean WALSH, and John WHALLEY Working Paper
On Domains that Admit Well-Behaved Strategy-Proof Social Choice Functions, Shurojit CHATTERJI, Remzi SANVER, and Arunava SEN Working Paper
Optimal Monetary Policy in a Model with Recursive Preferences, Sungbae An Working Paper
Advertising Collusion in Retail Markets, Kyle BAGWELL and Gea M. LEE Working Paper
Advertising Competition in Retail Markets, Kyle BAGWELL and Gea M. LEE Working Paper
Financial Development and the Patterns of International Capital Flows, Jurgen von Hagen and Haiping ZHANG Working Paper
International Capital Flows and World Output Gains, Jurgen von Hagen and Haiping ZHANG Working Paper
Can Market Failure Cause Political Failure, Madhav S. ANEY, Maitreesh Ghatak, and Massimo Morelli Working Paper
Innovation and Patentability Requirement in a Globalized World, Davin CHOR and Edwin L. C. LAI Working Paper
Risk, Learning, and the Technology Content of FDI: A Dynamic Model, Pao Li CHANG and Chia-Hui LU Working Paper
The Optimal Degree of Reciprocity in Tariff Reduction, Pao Li CHANG Working Paper
Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Models Approach, Yiu Kuen Tse and Tao Yang Working Paper
Forecasting Realized Volatility Using a Nonnegative Semiparametric Time Series Model, A. Eriksson, D. Preve, and Jun YU Working Paper
Nonparametric Tests for Poolability in Panel Data Models with Cross Section Dependence, Sainan JIN and Liangjun SU Working Paper
Obedience, Schooling, and Political Participation, Davin CHOR and Filipe R. Campante Working Paper
Risking Returns: Moving from Public to Private Equity, Aurobindo GHOSH Working Paper
Submissions from 2009
Affordable Homeownership Policy: Implications for Housing Markets, Sock Yong PHANG Working Paper
Automated Likelihood Based Inference for Stochastic Volatility Models, H. Skaug and Jun YU Working Paper
Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises, Shirley J. HUANG and Jun YU Working Paper
Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models, Jun YU Working Paper
Dating the Timeline of Financial Bubbles During the Subprime Crisis, Peter C. B. PHILLIPS and Jun YU Working Paper
Econometric Analysis of Continuous Time Models: A Survey of Peter Philip’s Work and Some New Results, Jun YU Working Paper
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?, Peter C. B. PHILLIPS, Yangru WU, and Jun YU Working Paper
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model, D. Preve, A. Eriksson, and Jun YU Working Paper
Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models, Tore Selland KLEPPE, Jun YU, and Hans J. SKAUG Working Paper
Why Did Universities Precede Primary Schools? A Political Economy Model of Educational Change, Fali HUANG Working Paper
A Nonparametric Goodness-of-fit-based Test for Conditional Heteroskedasticity, Liangjun SU and Aman ULLAH Working Paper
A semi-parametric two-stage projection type estimator of multivalued treatment effects, Aurobindo GHOSH Working Paper
Foreign Direct Investment and Foreign Portfolio Investment under Asymmetric Information, Ruanjai SUWANTARADON Working Paper
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
Estimation of Bidder Valuations in an FCC Spectrum Auction, Jungwon YEO Working Paper
Testing structural change in conditional distributions via quantile regressions, Liangjun SU and Zhijie XIAO Working Paper
Heterogeneity in Returns to Work Experience: A Dynamic Model of Female Labor Force Participation, Ken YAMADA Working Paper
Implementation with near complete information: The case of subgame perfection, Takashi KUNIMOTO and Olivier Tercieux Working Paper
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
Subnational Credit Rating: A Comparative Review, Lili LIU and Kim Song TAN Working Paper
School Entry, Educational Attainment and Quarter of Birth: A Cautionary Tale of Late, Rashmi Barua and Kevin Lang Working Paper
What Do We Expect from Our Friends?, Stephen LEIDER, Markus M. MOBIUS, Tanya S. ROSENBLAT, and Quoc-Anh DO Working Paper
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression, Peter C. B. PHILLIPS and Liangjun SU Working Paper
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor, Peter C. B. PHILLIPS and Liangjun SU Working Paper
Payroll Taxes, Wealth and Employment in Neoclassical Theory: Neutrality or Non-Neutrality?, Hian Teck HOON Working Paper
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
Misaligned Incentives and Mortgage Lending in Asia, Richard GREEN, Roberto S. MARIANO, Andrey PAVLOV, and Susan WACHTER Working Paper
Risk, Firm Heterogeneity, and Dynamics of FDI Entry, Pao Li CHANG and Chia-Hui LU Working Paper
Tops-Only Domains, Shurojit CHATTERJI and Arunava SEN Working Paper
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
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
A Robust LM Test for Spatial Error Components, Zhenlin YANG Working Paper
Asymptotics and Bootstrap for Transformed Panel Data Regressions, Liangjun SU and Zhenlin YANG Working Paper
Keeping Dictators Honest: The Role of Population, Quoc-Anh DO and Filipe R. CAMPANTE Working Paper
Submissions from 2008
Can a Representative Agent Model Represent a Heterogeneous Agent Economy?, Sungbae AN, Yongsung CHANG, and Sun-Bin KIM Working Paper
Directed Altruism and Enforced Reciprocity in Social Networks, Stephen Leider, Markus M. Mobius, Tanya S. Rosenblat, and Quoc-Anh DO Working Paper
Endogenous Transaction Cost, Specialization, and Strategic Alliance, Juyuan ZHANG and Yi ZHANG Working Paper
Schooling and Political Participation Revisited, Davin CHOR and Filipe R. CAMPANTE Working Paper
The Labor Market of Italian Politicians, Antonio MERLO, Vincenzo GALASSO, Massimiliano LANDI, and Andrea MATTOZZI Working Paper
The More Kids, the Less Mom's Divvy: Impact of Childbirth on Intrahousehold Resource Allocation, Tomoki FUJII and Ryuichiro ISHIKAWA Working Paper
Unpacking Sources of Comparative Advantage: A Quantitative Approach, Davin CHOR Working Paper
Utility Functions, Future Consumption Targets and Subsistence Thresholds, Ashok GUHA and Brishti GUHA Working Paper
Financial Frictions and International Trade, Ruanjai SUWANTARADON Working Paper
A semiparametric stochastic volatility model, Jun YU Working Paper
Time-varying incentives in the mutual fund industry, Jacques OLIVIER and Anthony S. TAY Working Paper
Skilled and Unskilled Wages in a Globlizing World, 1968-1998, Davin CHOR Working Paper
Corruption, Delays, and the Pattern of Trade, Quoc-Anh DO and Karine Serfaty-de Medeiros Working Paper
Labor Hoarding Contracts and Coordination Fictions, Nicolas L. JACQUET and Serene TAN Working Paper
Advertising and Collusion in Retail Markets, Kyle BAGWELL and Gea Myoung LEE Working Paper
Mapping the Discipline of the Olympic Games an Author-Cocitation Analysis, Peter WARNING, Rosie CHING, and Kristine TOOHEY Working Paper
Discussion of Balistreri, Hillberry, and Rutherford (2007): Structural Estimation and Solution of International Trade Models with Heterogeneous Firms, Davin CHOR Working Paper
Education and Trade, Pao Li CHANG and Fali HUANG Working Paper
Target Saving in an Overlapping Generations Model, Ashok S. GUHA and Brishti GUHA Working Paper
Two-Sample Estimation of Poverty Rates for Disabled People: An Application to Tanzania, Tomoki FUJII Working Paper
Submissions from 2007
Geographic Decomposition of Inequality in Health and Wealth: Evidence from Cambodia, Tomoki FUJII Working Paper
A Hybrid Approach to Case Teaching, Swee Liang TAN and Roy Jin Hou NG Working Paper
Building Social Trust: A Human Capital Approach, Fali HUANG Working Paper
Dynamic Treatment Effect Analysis of TV Effects on Child Cognitive Development, Fali HUANG Working Paper
Employee Screening: Theory and Evidence, Fali HUANG and Peter CAPPELLI Working Paper
Financial Development and International Capital Flows, Jürgen von Hagen and Haiping ZHANG Working Paper
Inefficient Worker Turnover, Nicolas L. JACQUET Working Paper
Modeling Country Risks: An Asian Perspective, Swee Liang TAN and G. K. Randolph TAN Working Paper
On the Segmentation of Markets, Nicolas Laurent JACQUET and Serene TAN Working Paper
The WTO Trade Effect, Pao Li CHANG and Myoung-Jae LEE Working Paper
Un-Balanced Economic Growth, Hing-Man LEUNG Working Paper
A Welfare Analysis of Capital Account Liberalization, Jürgen von HAGEN and Haiping ZHANG Working Paper
Does TV Affect Child Cognitive Development?, Fali HUANG and Myoung-jae LEE Working Paper
The Coevolution of Economic and Political Development, Fali HUANG Working Paper
To Trust or to Monitor: A Dynamic Analysis, Fali HUANG Working Paper