Working Papers

From University of California at Riverside, Department of Economics
Contact information at EDIRC.
Bibliographic data for series maintained by Kelvin Mac ().

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.

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

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

201903: Using the Entire Yield Curve in Forecasting Output and Inflation

Tae Hwy Lee, Eric Hillebrand, Huiyu Huang and Canlin Li

201902: A Combined Estimator of Regression Models with Measurement Errors

Tae Hwy Lee, Bai Huang and Aman Ullah

201901: Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models

Aman Ullah, Yoonseok Lee and Debasri Mukherjee

201817: Prediction Regions for Interval-valued Time Series

Gloria Gonzalez-Rivera, Yun Luo and Esther Ruiz

201816: Search and Credit Frictions in the Housing Market

Miroslav Gabrovski and Victor Ortego-Marti

201815: A Matter of Time: An Impact Evaluation of the Brazilian National Land Credit Program

Steven Helfand, Vilma Sielawa and Deepak Singhania

201814: No Impact of Rural Development Policies? No Synergies with Conditional Cash Transfers? An Investigation of the IFAD-Supported Gavião Project in Brazil

Steven Helfand, Lorena Viera Costa and André Souza

201813: Employment and Output Effects of Federal Regulations on Small Business

Jang-Ting Guo and Dustin Chambers

201812: Age-Profile Estimates of the Relationship Between Economic Growth and Child Health

Joseph Cummins and Anaka Aiyar

201811: The Inverse Relationship between Farm Size and Productivity: Refocusing the Debate

Steven Helfand and Matthew Taylor

201810: Tax Evasion and Financial Development under Asymmetric Information in Credit Markets

Jang-Ting Guo and Fu-Sheng Hung

201809: Is Higher Quality Land Developed Earlier?

Richard Arnott and Juan Carlos Lopez

201808: Moral Hazard with Non-Additive Uncertainty: When are Actions Implementable?

Urmee Khan and Martin Dumav

201807: Optimal Legal Moments and Stabilization Rules

Urmee Khan and Frank Fagan