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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 Downloads
Xun Lu and Liangjun Su
01-2015: Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models Downloads
Liangjun Su and Tadao Hoshino
22-2014: On Bias in the Estimation of Structural Break Points Downloads
Liang Jiang, Xiaohu Wang Wang and Jun Yu
21-2014: A Class of Symmetric and Quadratic Utility Functions Generating Giffen Demand Downloads
Massimiliano Landi
20-2014: Complementarity in Institutional Quality in Bilateral FDI Flows Downloads
Pao-Li Chang
19-2014: A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market Downloads
Jiang Liang, Peter Phillips and Jun Yu
18-2014: Is urban food demand in the Philippines different from China? Downloads
Tomoki Fujii
17-2014: Bound estimator of HIV prevalence: Application to Malawi Downloads
Tomoki Fujii and Denis H.Y. Leung
16-2014: Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models Downloads
Zhenlin Yang
15-2014: Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model Downloads
Shew Fan Liu and Zhenlin Yang
14-2014: Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality Downloads
Shew Fan Liu and Zhenlin Yang
13-2014: A CHaracterization of Single-Peaked Preferences via Random Social Choice Functions Downloads
Shurojit Chatterji, Arunava Sen and Huaxia Zeng
12-2014: Welfare-to-Work Reform and Intergenerational Support: Grandmothers’ Response to the 1996 PRWORA Downloads
Christine Ho
11-2014: Jackknife Model Averaging for Quantile Regressions Downloads
Xun Lu and Liangjun Su
10-2014: A Combined Approach to the Inference of Conditional Factor Models Downloads
Yan Li, Liangjun Su and Yuewu Xu
09-2014: Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models Downloads
Sainan Jin, Liangjun Su and Yonghui Zhang
08-2014: Specification Test for Panel Data Models with Interactive Fixed Effects Downloads
Liangjun Su, Sainan Jin and Yonghui Zhang
07-2014: Identifying Latent Structures in Panel Data Downloads
Liangjun Su, Zhentao Shi and Peter Phillips
06-2014: Shrinkage Estimation of Regression Models with Multiple Structural Changes Downloads
Junhui Qian and Liangjun Su
04-2014: Bayesian Analysis of Bubbles in Asset Prices Downloads
Andras Fulop and Jun Yu
03-2014: A Bayesian Chi-Squared Test for Hypothesis Testing Downloads
Yong Li, Xiao-Bin Liu and Jun Yu
01-2014: Deviance Information Criterion for Comparing VAR Models Downloads
Tao Zeng, Yong Li and Jun Yu
09-2013: Minimum Investment Requirement, Financial Integration and Economic (In)stability:A Refinement to Matsuyama (2004) Downloads
Haiping Zhang
08-2013: Limit Theory for an Explosive Autoregressive Process Downloads
Xiaohu Wang and Jun Yu
07-2013: Minimum Wage in a Deflationary Economy: The Japanese Experience, 1994–2003 Downloads
Ryo Kambayashi, Daiji Kawaguchi and Ken Yamada
06-2013: Grandchild Care, Intergenerational Transfers, and Grandparents’ Labor Supply Downloads
Christine Ho
05-2013: Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors Downloads
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 Downloads
Peter Phillips, Shuping Shi and Jun Yu
03-2013: LM Tests of Spatial Dependence Based on Bootstrap Critical Values Downloads
Zhenlin Yang
02-2013: Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes Downloads
Yong Bao, Aman Ullah, Yun Wang and Jun Yu
01-2013: Micro-finance Competition: Motivated Micro-lenders, Double-dipping and Default Downloads
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 Downloads
Brishti Guha
36-2012: Contracting over Prices Downloads
Shurojit Chatterji and Sayantan Ghosal
34-2012: Dynamic Poverty Decomposition Analysis: An Application to the Philippines Downloads
Tomoki Fujii
33-2012: Gambling on Genes: Ambiguity Aversion Explains Investment in Sisters’ Children Downloads
Brishti Guha
32-2012: Trade and Divergence in Education Systems Downloads
Pao-Li Chang and Fali Huang
31-2012: Detecting Bubbles in Hong Kong Residential Property Market Downloads
Matthew S. Yiu, Jun Yu and Lu Jin
30-2012: Robust Deviance Information Criterion for Latent Variable Models Downloads
Yong Li, Tao Zeng and Jun Yu
29-2012: Country Image and International Trade Downloads
Pao-Li Chang and Tomoki Fujii
28-2012: Inefficiency in the Shadow of Unobservable Outside Options Downloads
Madhav Aney
27-2012: Random Dictatorship Domains Downloads
Shurojit Chatterji, Arunava Sen and Huaxia Zeng
26-2012: Optimal International Agreement and Treatment of Domestic Subsidy Downloads
Gea M. Lee
25-2012: Organizing the Global Value Chain Downloads
Pol Antras and Davin Chor
24-2012: Intertemporal Substitution in the Time Allocation of Married Women Downloads
Ken Yamada
23-2012: Family Background and Economic Outcomes in Japan Downloads
Ken Yamada
22-2012: Out of Sight, Out of Mind: The Value of Political Connections in Social Networks Downloads
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 Downloads
Filipe Campante and Quoc-Anh Do
20-2012: An Economic Analysis of Optimum Population Size Achieved Through Boosting Total Fertility and Net Immigration Downloads
Hian Hoon
19-2012: Divorce Laws, Sex Ratios and the Marriage Market Downloads
Brishti Guha
18-2012: Con flict with Quitting Rights: A Mechanism Design Approach Downloads
Madhav S. Aney
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