Working Papers

From Singapore Management University, School of Economics
Contact information at EDIRC.
Bibliographic data for series maintained by QL THor ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

20-2010: Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes

Qiankun Zhou and Jun Yu

19-2010: Simulation-based Estimation Methods for Financial Time Series Models

Jun Yu

18-2010: Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate"

Peter Phillips and Jun Yu

17-2010: Measurement and High Finance

Peter Phillips, Jun Yu and Eric Ghysels

15-2010: A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics

Peter Phillips and Jun Yu

13-2010: Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time

Tore Kleppe, Jun Yu and Hans J. Skaug

12-2010: Bias-Corrected Estimation for Spatial Autocorrelation

Zhenlin Yang

11-2010: Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions

Badi Baltagi and Zhenlin Yang

10-2010: International Capital Flows and Aggregate Output

Juergen von Hagen and Haiping Zhang

09-2010: Patrilocal Exogamy as a Monitoring Mechanism: How Inheritance and Residence Patterns Co-evolve

Brishti Guha

08-2010: Off the Cliff and Back? Credit Conditions and International Trade during the Global Financial Crisis

Davin Chor and Kalina Manova

07-2010: On Domains That Admit Well-behaved Strategy-proof Social Choice Functions

Shurojit Chatterji, Remzi Sanver and Arunava Sen

05-2010: Effects of Labor Taxes on Hours of Market and Home Work: The Role of International Capital Mobility and Trade

Hian Hoon

04-2010: Advertising Competition in Retail Markets

Kyle Bagwell and Gea M. Lee

03-2010: Advertising Collusion in Retail Markets

Kyle Bagwell and Gea M. Lee

02-2010: Financial Development and the Patterns of International Capital Flows

Juergen von Hagen and Haiping Zhang

01-2010: International Capital Flows and World Output Gains

Juergen von Hagen and Haiping Zhang

22-2009: Forecasting Realized Volatility Using A Nonnegative Semiparametric Model

Daniel Preve, Anders Eriksson and Jun Yu

21-2009: Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results

Jun Yu

20-2009: Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models

Tore Kleppe, Jun Yu and Hans J. Skaug

19-2009: Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?

Peter C.B. Philips, Yangru Wu and Jun Yu

18-2009: Dating the Timeline of Financial Bubbles During the Subprime Crisis

Peter Phillips and Jun Yu

16-2009: Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models

Jun Yu

15-2009: Automated Likelihood Based Inference for Stochastic Volatility Models

Skaug Hans J. and Jun Yu

14-2009: Affordable homeownership policy: implications for housing markets

Sock-Yong Phang

12-2009: Labor Supply Responses to the 1990s Japanese Tax Reforms

Ken Yamada

11-2009: Monetary Policy and Asset Prices in a Small Open Economy: A Factor-Augmented VAR Analysis for Singapore

Hwee Kwan Chow and Keen Meng Choy

10-2009: Heterogeneity in Returns to Work Experience: A Dynamic Model of Female Labor Force Participation

Ken Yamada

09-2009: What Do We Expect from Our Friends?

Quoc-Anh Do, Stephen Leider, Markus Mobius and Tanya Rosenblat

08-2009: Payroll Taxes, Wealth and Employment in Neoclassical Theory: Neutrality or Non-neutrality?

Hian Hoon

07-2009: Misaligned Incentives and Mortgage Lending in Asia

Roberto Mariano

06-2009: Tops-Only Domains

Shurojit Chatterji and Arunava Sen

05-2009: Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore

Hwee Kwan Chow and Keen Meng Choy

04-2009: A Robust LM Test for Spatial Error Components

Zhenlin Yang

03-2009: Asymptotics and Bootstrap for Transformed Panel Data Regressions

Liangjun Su and Zhenlin Yang

02-2009: A Centered Index of Spatial Concentration: Axiomatic Approach with an Application to Population and Capital Cities

Filipe Campante and Quoc-Anh Do

01-2009: Keeping Dictators Honest: the Role of Population Concentration

Quoc-Anh Do and Filipe Campante

17-2008: Directed Altruism and Enforced Reciprocity in Social Networks

Quoc-Anh Do, Stephen Leider, Markus Mobius and Tanya Rosenblat

16-2008: Utility functions, future consumption targets and subsistence thresholds

Brishti Guha and Ashok S. Guha

15-2008: The Labor Market of Italian Politicians

Antonio Merlo, Vincenzo Galasso, Massimiliano Landi and Andrea Mattozzi

14-2008: Discussion of Balistreri, Hillberry, and Rutherford (2007): Structural Estimation and Solution of International Trade Models with Heterogeneous Firms"

Davin Chor

13-2008: Unpacking Sources of Comparative Advantage: A Quantitative Approach

Davin Chor

12-2008: Host Country Financial Development and MNC Activity

Davin Chor

11-2008: The More Kids, The Less Mom’s Divvy: Impact of Childbirth on Intrahousehold Resource Allocation

Tomoki Fujii and Ryuichiro Isikawa

10-2008: Time-Varying Incentives in the Mutual Fund Industry

Anthony S Tay and Jacques Olivier

09-2008: Advertising and Collusion in Retail Markets

Gea M. Lee and Kyle Bagwell

08-2008: Optimal Collusion with Internal Contracting

Gea M. Lee

07-2008: Mapping the Discipline of the Olympic Games An Author-Cocitation Analysis

Rosie Ching

06-2008: Skilled and Unskilled Wages in a Globalizing World, 1968-1998

Davin Chor

05-2008: Schooling and Political Participation Revisited

Davin Chor and Filipe Campante