Working Papers

From University of California at Riverside, Department of Economics
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202103: On Government Spending and Income Inequality under Monopolistic Competition

Juin-Jen Chang, Jang-Ting Guo and Wei-Neng Wang

202102: Modal Regression for Fixed Effects Panel Data

Aman Ullah, Tao Wang and Weixin Yao

202101: Efficient Combined Estimation under Structural Breaks

Tae-Hwy Lee, Shahnaz Parsaeian and Aman Ullah

202027: Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference

Jianghao Chu, Tae-Hwy Lee, Aman Ullah and Haifeng Xu

202026: Global financial integration and monetary policy spillovers

Dongwon Lee

202025: Optimal Portfolio Using Factor Graphical Lasso

Tae Hwy Lee and Ekaterina Seregina

202024: Learning from Forecast Errors: A New Approach to Forecast Combination

Tae Hwy Lee and Ekaterina Seregina

202023: THE ET INTERVIEW: ESFANDIAR (ESSIE) MAASOUMI

Aman Ullah

202022: Do Learning Communities Increase First Year College Retention? Testing Sample Selection and External Validity of Randomized Control Trials

Tarek Azzam, Michael Bates and David Fairris

202021: Per-Cluster Instrumental Variables Estimation: Uncovering the Price Elasticity of the Demand for Gasoline

Michael Bates and Seolah Kim

202020: Skill Loss during Unemployment and the Scarring Effects of the COVID-19 Pandemic

Paul Jackson and Victor Ortego-Marti

202019: An Age Profile Perspective on Two Puzzles in Global Child Health: the Indian Enigma and Economic Growth

Anaka Aiyar and Joseph Cummins

202018: Utilizing Two Types of Survey Data to Enhance the Accuracy of Labor Supply Elasticity Estimation

Cheng Chou and Ruoyao Shi

202017: What Time Use Surveys Can (And Cannot) Tell Us About Labor Supply

Cheng Chou and Ruoyao Shi

202016: Search and Credit Frictions in the Housing Market

Miroslav Gabrovski and Victor Ortego-Marti

202015: Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility

Tae Hwy Lee, Millie Yi Mao and Aman Ullah

202014: On the Exact Statistical Distribution of Econometric Estimators and Test Statistics

Yong Bao, Xiaotian Liu and Aman Ullah

202013: Improved Average Estimation in Seemingly Unrelated Regressions

Ali Mehrabani and Aman Ullah

202012: Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination

Tae Hwy Lee, Millie Yi Mao and Aman Ullah

202011: International Cooperation in Foreign Reserve Policies in the Presence of Competitive Hoarding

Dongwon Lee

202010: Testing for Attrition Bias in Field Experiments

Dalia Ghanem, Sarojini Hirshleifer and Karen Ortiz-Becerra

202009: Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection

Tong Fang, Tae Hwy Lee and Zhi Su

202008: Firearm Sales and the COVID-19 Pandemic

Matthew Lang and Bree J. Lang

202007: Endogenous TFP, Labor Market Policies and Loss of Skills

Victor Ortego-Marti

202006: Equilibrium Indeterminacy, Endogenous Entry and Exit, and Increasing Returns to Specialization

Shu-Hua Chen and Jang-Ting Guo

202005: A Truncated Mixture Transition Model for Interval-valued Time Series

Gloria Gonzalez-Rivera and Yun Luo

202004: Progressive Taxation as an Automatic Stabilizer under Nominal Wage Rigidity and Preference Shocks

Miroslav Gabrovski and Jang-Ting Guo

202003: Per-Cluster Instrumental Variables Estimation: Uncovering the Price Elasticity of the Demand for Gasoline

Michael Bates and Seolah Kim

202002: Do Learning Communities Increase First Year College Retention? Testing Sample Selection and External Validity of Randomized Control Trials

Tarek Azzam, Michael Bates and David Fairris

202001: Time-varying Model Averaging

Yongmiao Hong, Tae Hwy Lee, Yuying Sun, Shouyang Wang and Xinyu Zhang

201923: Information Theoretic Estimation of Econometric Functions

Millie Yi Mao and Aman Ullah

201922: Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns

T.S. Tuang Buansing, Amos Golan and Aman Ullah

201921: Prediction Regions for Interval-valued Time Series

Gloria Gonzalez-Rivera, Yun Luo and Esther Ruiz

201920: Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models

Aman Ullah, Shujie Ma and Jeffrey Racine

201919: Testing for Attrition Bias in Field Experiments

Sarojini Hirshleifer, Dalia Ghanem and Karen Ortiz-Becerra

201918: Bootstrap Aggregating and Random Forest

Tae Hwy Lee, Aman Ullah and Ran Wang

201917: Boosting

Tae Hwy Lee, Jianghao Chu, Aman Ullah and Ran Wang

201916: Indeterminacy with Increasing Returns to Variety and Sector-Specific Externalities

Jang-Ting Guo, Juin-Jen Chang and Wei-Neng Wang

201915: Combined Estimation of Semiparametric Panel Data Models

Tae Hwy Lee, Bai Huang and Aman Ullah

201914: Identification and Estimation of Nonparametric Hedonic Equilibrium Model with Unobserved Quality

Ruoyao Shi

201913: Progressive Taxation, Nominal Wage Rigidity, and Business Cycle Destabilization

Jang-Ting Guo and Miroslav Gabrovski

201912: What Time Use Surveys Can (And Cannot) Tell Us about Labor Supply

Ruoyao Shi and Cheng Chou

201911: The Cyclical Behavior of the Beveridge Curve in the Housing Market

Miroslav Gabrovski and Victor Ortego-Marti

201910: The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation

Tae Hwy Lee, Aman Ullah and He Wang

201909: Forecasting Using Supervised Factor Models

Tae Hwy Lee and Yundong Tu

201908: Variable Selection in Sparse Semiparametric Single Index Models

Tae Hwy Lee, Jianghao Chu and Aman Ullah

201907: Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction

Tae Hwy Lee, Jianghao Chu and Aman Ullah

201906: A Combined Random Effect and Fixed Effect Forecast for Panel Data Models

Tae Hwy Lee, Bai Huang and Aman Ullah

201905: Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects

Tae Hwy Lee, Bai Huang and Aman Ullah

201904: Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function

Tae Hwy Lee and Yiyao Wang