Working Papers

From University of California at Riverside, Department of Economics
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202212: Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting

Hao Hao, Bai Huang and Tae Hwy Lee

202211: An Averaging Estimator for Two Step M Estimation in Semiparametric Models

Ruoyao Shi

202210: Forecasting under Structural Breaks Using Improved Weighted Estimation

Tae Hwy Lee, Shahnaz Parsaeian and Aman Ullah

202209: Weighted Average Estimation in Panel Data

Ali Mehrabani and Aman Ullah

202208: Optimal Forecast under Structural Breaks

Tae Hwy Lee, Shahnaz Parsaeian and Aman Ullah

202207: Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19

Aman Ullah, Tao Wang and Weixin Yao

202206: Test of Neglected Heterogeneity in Dyadic Models

Jinyong Hahn, Hyungsik Roger Moon and Ruoyao Shi

202205: Teacher Labor Market Equilibrium and Student Achievement

Michael Bates, Michael Dinerstein, Andrew Johnston and Isaac Sorkin

202204: Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting

Justin Dang and Aman Ullah

202203: Inferential Theory for Granular Instrumental Variables in High Dimensions

Saman Banafti and Tae Hwy Lee

202202: The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables

Jinyong Hahn, Zhipeng Liao, Geert Ridder and Ruoyao Shi

202201: An Averaging Estimator for Two Step M Estimation in Semiparametric Models

Ruoyao Shi

202115: Density Forecast of Financial Returns Using Decomposition and Maximum Entropy

Tae Hwy Lee, He Wang, Zhou Xi and Ru Zhang

202114: Analytical Finite Sample Econometrics-from A.L.Nagar to Now

Yong Bao and Aman Ullah

202113: On the Positive Slope of the Beveridge Curve in the Housing Market

Miroslav Gabrovski and Victor Ortego-Marti

202112: Tax Policy and Aggregate Stability in an Overlapping Generations Model

Jang-Ting Guo and Yan Zhang

202111: A Note on the GRS Test

Mark Kamstra and Ruoyao Shi

202110: Breusch and Pagan’s (1980) Test Revisited

Jinyong Hahn and Ruoyao Shi

202109: Balanced-Budget Rules and Macroeconomic Stability with Overlapping Generations

Jang-Ting Guo and Yan Zhang

202108: Efficiency in the Housing Market with Search Frictions

Miroslav Gabrovski and Victor Ortego-Marti

202107: The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables

Jinyong Hahn, Zhipeng Liao, Geert Ridder and Ruoyao Shi

202106: Expecting the unexpected: economic growth under stress

Gloria Gonzalez-Rivera, Vladimir Rodriguez-Caballero and Esther Ruiz

202105: An Averaging Estimator for Two Step M Estimation in Semiparametric Models

Ruoyao Shi

202104: Skill Loss during Unemployment and the Scarring Effects of the COVID-19 Pandemic

Paul Jackson and Victor Ortego-Marti

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: Estimating the Price Elasticity of Gasoline Demand in Correlated Random Coefficient Models with Endogeneity

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 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