Working Papers

From Singapore Management University, School of Economics
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02-2015: Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects

Xun Lu and Liangjun Su

01-2015: Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models

Liangjun Su and Tadao Hoshino

22-2014: On Bias in the Estimation of Structural Break Points

Liang Jiang, Xiaohu Wang Wang and Jun Yu

21-2014: A Class of Symmetric and Quadratic Utility Functions Generating Giffen Demand

Massimiliano Landi

20-2014: Complementarity in Institutional Quality in Bilateral FDI Flows

Pao-Li Chang

19-2014: A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market

Jiang Liang, Peter Phillips and Jun Yu

18-2014: Is urban food demand in the Philippines different from China?

Tomoki Fujii

17-2014: Bound estimator of HIV prevalence: Application to Malawi

Tomoki Fujii and Denis H.Y. Leung

16-2014: Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models

Zhenlin Yang

15-2014: Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model

Shew Fan Liu and Zhenlin Yang

14-2014: Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality

Shew Fan Liu and Zhenlin Yang

13-2014: A CHaracterization of Single-Peaked Preferences via Random Social Choice Functions

Shurojit Chatterji, Arunava Sen and Huaxia Zeng

12-2014: Welfare-to-Work Reform and Intergenerational Support: Grandmothers’ Response to the 1996 PRWORA

Christine Ho

11-2014: Jackknife Model Averaging for Quantile Regressions

Xun Lu and Liangjun Su

10-2014: A Combined Approach to the Inference of Conditional Factor Models

Yan Li, Liangjun Su and Yuewu Xu

09-2014: Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models

Sainan Jin, Liangjun Su and Yonghui Zhang

08-2014: Specification Test for Panel Data Models with Interactive Fixed Effects

Liangjun Su, Sainan Jin and Yonghui Zhang

07-2014: Identifying Latent Structures in Panel Data

Liangjun Su, Zhentao Shi and Peter Phillips

06-2014: Shrinkage Estimation of Regression Models with Multiple Structural Changes

Junhui Qian and Liangjun Su

04-2014: Bayesian Analysis of Bubbles in Asset Prices

Andras Fulop and Jun Yu

03-2014: A Bayesian Chi-Squared Test for Hypothesis Testing

Yong Li, Xiao-Bin Liu and Jun Yu

01-2014: Deviance Information Criterion for Comparing VAR Models

Tao Zeng, Yong Li and Jun Yu

09-2013: Minimum Investment Requirement, Financial Integration and Economic (In)stability:A Refinement to Matsuyama (2004)

Haiping Zhang

08-2013: Limit Theory for an Explosive Autoregressive Process

Xiaohu Wang and Jun Yu

07-2013: Minimum Wage in a Deflationary Economy: The Japanese Experience, 1994–2003

Ryo Kambayashi, Daiji Kawaguchi and Ken Yamada

06-2013: Grandchild Care, Intergenerational Transfers, and Grandparents’ Labor Supply

Christine Ho

05-2013: Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors

Peter Phillips, Shuping Shi and Jun Yu

04-2013: Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500

Peter Phillips, Shuping Shi and Jun Yu

03-2013: LM Tests of Spatial Dependence Based on Bootstrap Critical Values

Zhenlin Yang

02-2013: Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes

Yong Bao, Aman Ullah, Yun Wang and Jun Yu

01-2013: Micro-finance Competition: Motivated Micro-lenders, Double-dipping and Default

Brishti Guha and Prabal Roy Chowdhury

37-2012: Grandparents as Guards: A Game Theoretic Analysis of Inheritance and Post Marital Residence in a World of Uncertain Paternity

Brishti Guha

36-2012: Contracting over Prices

Shurojit Chatterji and Sayantan Ghosal

34-2012: Dynamic Poverty Decomposition Analysis: An Application to the Philippines

Tomoki Fujii

33-2012: Gambling on Genes: Ambiguity Aversion Explains Investment in Sisters’ Children

Brishti Guha

32-2012: Trade and Divergence in Education Systems

Pao-Li Chang and Fali Huang

31-2012: Detecting Bubbles in Hong Kong Residential Property Market

Matthew S. Yiu, Jun Yu and Lu Jin

30-2012: Robust Deviance Information Criterion for Latent Variable Models

Yong Li, Tao Zeng and Jun Yu

29-2012: Country Image and International Trade

Pao-Li Chang and Tomoki Fujii

28-2012: Inefficiency in the Shadow of Unobservable Outside Options

Madhav Aney

27-2012: Random Dictatorship Domains

Shurojit Chatterji, Arunava Sen and Huaxia Zeng

26-2012: Optimal International Agreement and Treatment of Domestic Subsidy

Gea M. Lee

25-2012: Organizing the Global Value Chain

Pol Antras and Davin Chor

24-2012: Intertemporal Substitution in the Time Allocation of Married Women

Ken Yamada

23-2012: Family Background and Economic Outcomes in Japan

Ken Yamada

22-2012: 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

21-2012: Isolated Capital Cities, Accountability and Corruption: Evidence from US States

Filipe Campante and Quoc-Anh Do

20-2012: An Economic Analysis of Optimum Population Size Achieved Through Boosting Total Fertility and Net Immigration

Hian Hoon

19-2012: Divorce Laws, Sex Ratios and the Marriage Market

Brishti Guha

18-2012: Con flict with Quitting Rights: A Mechanism Design Approach

Madhav S. Aney