Working Papers

From Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
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2019-07-02: Insurance or abusive use of the law? Heterogeneous filing behavior in personal bankruptcy

Li Gan, Manuel Hernandez and Shuoxun Zhang

2019-07-01: DO WE LIVE IN A GLOBAL VILLAGE? THE INTERNATIONAL ACTIVE FUND MANAGEMENT INDUSTRY: CONCENTRATION CROSS EFFECTS

David Feldman, Konark Saxena and Jingrui Xu

2019-07-01: FUND FLOWS AND PERFORMANCE UNDER UNOBSERVABLE DYNAMIC MANAGING ABILITY

David Feldman and Jingrui Xu

2019-07-01: Two-stage Nonparametric Estimation of Multivariate Densities

Juan Lin and Ximing Wu

2019-05-24: An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence

Xuexin Wang and Yixiao Sun

2019-05-17: Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve

Mucai Lin and Linlin Niu

2019-05-01: Multiproduct Firms and the Business Cycle

Diyue Guo

2019-03-12: Asymptotic F Tests under Possibly Weak Identification

Julian Martinez-Iriarte, Yixiao Sun and Xuexin Wang

2019-01-30: Affine arbitrage-free yield net models with application to the euro debt crisis

Zhiwu Hong, Linlin Niu and Chen Zhang

2018-12-04: Occupational Retirement and Pension Reform: The Roles of Physical and Cognitive Health

Jiayi Wen

2018-11-03: Lookers-on See Most of the Game: Decision-making for Others versus for Oneself in a Labor Market Experiment

Yun Wang and Hu Sun

2018-11-03: Pivotal Persuasion

Jimmy Chan, Seher Gupta, Fei Li and Yun Wang

2018-11-03: Belief and Higher-Order Belief in the Centipede Games: An Experimental Investigation

Yun Wang

2018-10-29: CONSISTENT ESTIMATION OF MODELS DEFINED BY CONDITIONAL MOMENT RESTRICTIONS UNDER MINIMAL IDENTIFYING CONDITIONS

Xuexin Wang

2018-08-01: Product Switching within Multiproduct Firms

Diyue Guo

2017-10-16: Measuring the Stringency of Land Use Regulation: The Case of China's Building Height Limits

Shihe Fu

2016-10-19: 中国地方政府性债务风险与国债定价--基于城投债利差与国债收益率的分析

牛霖琳, 洪智武 and 陈国进

2016-02-21: Panel Macroeconometric Modeling

Cheng Hsiao

2016-02-21: Evaluating the Effectiveness of China's Financial Reform The Efficiency of China's Domestic Banks

Cheng Hsiao, Yan Shen and Wenlong Bian

2015-05-12: Race to the Top: Credit Rating Bias from Competition

Yun Wang and Yilan Xu

2015-03-24: Bayesian Persuasion with Multiple Receivers

Yun Wang

2015-03-24: Belief and Higher-Order Belief in the Centipede Games: Theory and Experiment

Yun Wang

2015-03-09: Housing Price in Urban China as Determined by Demand and Supply

Gregory Chow and Linlin Niu

2014-08-06: Periodic, Complete-participation Trade in the Lagos-Rocheteau Model

Mouhua Liao

2014-07-31: 具有截面相关的变系数异质面板数据模型的估计

Ying Fang and Qiuhua Xu

2014-01-15: The Nelson-Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components

Qian Han and Bin Zhao

2013-12-05: A Local Vector Autoregressive Framework and its Applications to Multivariate Time Series Monitoring and Forecasting

Ying Chen, Bo Li and Linlin Niu

2013-12-05: 基于贝叶斯模型平均 (BMA) 方法的中国通货膨胀的建模及预测

Wei Chen and Linlin Niu

2013-12-05: 中国货币政策规则的估计与比较 ——基于DSGE模型的分析

岳超云 and 牛霖琳

2013-12-02: Robust Estimation and Inference for Threshold Models with Integrated Regressors

Haiqiang Chen

2013-10-14: Weak Instrumental Variables Models for Longitudinal Data

Zongwu Cai, Ying Fang and Henong Li

2013-10-14: 中国实际利率与通胀预期的期限结构：基于无套利宏观金融模型的研究

Gengming Zeng and Linlin Niu

2013-10-14: 人民币汇率的内在形成机制：基于非参数时变系数的估计方法

方颖, 梁芳 and 牛霖琳

2013-10-14: To Give and Get: Poverty Alleviation as A Local Public Good

Michael Dorsch and Brett Graham

2013-10-14: Semiparametric Estimation of Partially Varying-Coefficient

Zongwu Cai, Linna Chen and Ying Fang

2013-10-14: An Affine Term Structure Model with Auxiliary Stochastic Volatility-Covolatility

Linlin Niu

2013-10-14: A New Forecasting Model for USD/CNY Exchange Rate

Zongwu Cai, Linna Chen and Ying Fang

2013-10-14: Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall

Zongwu Cai and Xian Wang

2013-10-14: Aggregation in Incomplete Market with General Utility Functions

Chenghu Ma and Jiankang Zhang

2013-10-14: The 2000 presidential election and the information cost of sensitive versus

Yan He, Hai Lin, Chunchi Wu and Uric B. Dufrene

2013-10-14: MPS Risk Aversion and MV Analysis in Continuous Time with Lévy Jumps

Chenghu Ma

2013-10-14: A Robust Equilibrium Relationship between Market Prices of Risks and Risk Aversion in Dynamically Complete Stochastic

Qian Han and Calum Turvey

2013-10-14: 我国公司交叉上市的溢出效应分析

陈国进 and 王景

2013-10-14: Nonparametric Quantile Estimations For Dynamic Smooth Coefficient Models

Xiaoping Xu and Zongwu Cai

2013-10-14: A New Test for Superior Predictive Ability

Zongwu Cai, Jiancheng Jiang and Jingshuang Zhang

2013-10-14: The 1993 EITC Expansion and Low-Skilled Single Mothers’Welfare Use Decision

Hau Chyi

2013-10-14: The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models

Linlin Niu and Gengming Zeng

2013-10-14: 异质信念与股票收益——基于我国股票市场的实证研究

陈国进, 胡超凡 and 王景

2013-10-14: Some Thoughts on East Asian Economic Growth

Cheng Hsiao

2013-10-14: A Tale of Two Index Futures: The Intraday Price Discovery Process between the China Financial Futures Exchange and the Singapore Exchange

Biao Guo, Qian Han, Maonan Liu and Doojin Ryu

2013-10-14: Mean-Preserving-Spread Risk Aversion and The CAPM

Phelim P. Boyle and Chenghu Ma

2013-10-14: The Effects of Single Mothers’Welfare Participation and Work Decisions on Children’s Attainments

Hau Chyi

2013-10-14: A Type of HJM Based Affine Model: Theory and Empirical Evidence

Haitao Li and Xiaoxia Ye

2013-10-14: Learning about learning in games through experimental control of strategic interdependence

Jason Shachat and J. Swarthout

2013-10-14: Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information

Yafeng Wang and Brett Graham

2013-10-14: Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set

Carlo Favero, Linlin Niu and Luca Sala

2013-10-14: Co-movements of Shanghai and New York Stock Prices by Time-varying Regressions

Gregory C Chow, Changjiang Liu and Linlin Niu

2013-10-14: The “Curse of Resources” Revisited: A Different Story from China

Ying Fang, Li Qi and Yang Zhao

2013-10-14: 论中国计量经济学教学与研究

洪永淼 and 汪寿阳

2013-10-14: Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR

Chenghu Ma and Wing-Keung Wong

2013-10-14: China’s Internal Borders: Evidence from the Business Cycle Correlations across Chinese Cities

Ying Fang, Li Qi and Zhongjian Lin

2013-10-14: Welfare and Work Participation of Single Mothers and Children’s Cognitive Development

Orgul Demet Ozturk and Hau Chyi

2013-10-14: Non-parametric Tests for the Martingale Restriction: A New Approach

Biao Guo, Qian Han and Doojin Ryu

2013-10-14: Informational Price Cascades and Non-aggregation of Asymmetric Information in Experimental Asset Markets

Jason Shachat and Anand Srinivasan

2013-10-14: Are Nearly “Exogenous Instruments” Reliable?

Daniel Berkowitz, Mehmet Caner and Ying Fang

2013-10-14: The Validity of Instruments Revisited

Daniel Berkowitz, Mehmet Caner and Ying Fang

2013-10-14: Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia

Gregory C Chow, Shicheng Huang and Linlin Niu

2013-10-14: Some Recent Develop- ments on Nonparametric Econometrics

Zongwu Cai and Qi Li

2013-10-14: Searching for the Parallel Growth of Cities

Zhihong Chen, Shihe Fu and Dayong Zhang

2013-10-14: 中国主要宏观变量的非参数稳定性检验

蔡楠, 蔡宗武 and 方颖

2013-10-14: Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information

Zongwu Cai and Ying Fang

2013-10-14: Panel Data Analysis - Advantages and Challenges

Cheng Hsiao

2013-10-14: Why The House Sector Leads The Whole Economy: the Importance of Collateral Constraints and News Shocks

Yu Ren and Yufei Yuan

2013-10-14: 异质信念与金融异象研究最新进展

陈国进 and 王景

2013-10-14: The Number of State Variables for CDS Pricing

Biao Guo, Qian Han and Doojin Ryu

2013-10-14: 我国商业银行价值创造能力研究——基于EVA的实证研究

郑鸣 and 林潘颖

2013-10-14: Man Versus Nash: An Experiment on the Self-enforcing Nature of Mixed Strategy Equilibrium

Jason Shachat, J. Todd Swarthouty and Lijia Wei

2013-10-14: Do Institutions Matter? Estimating the Effect of Institutions on Econo- mic Performance in China

Ying Fang and Yang Zhao

2013-10-14: Resource Abundance and Economic Growth in China

Rui Fan, Ying Fang and Sung Y. Park

2013-10-14: The Effect of Beijing’s Driving Restrictions on Pollution and Economic Activity

V. Viard and Shihe Fu

2013-10-14: Asymmetric and negative return-volatility relationship: the case of the VKOSPI

Biao Guo, Qian Han, Doojin Ryu and Robert I. Webb

2013-10-14: Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models

Zongwu Cai and Qi Li

2013-10-14: Uncertainty Aversion and A Theory of Incomplete Contract

Chenghu Ma

2013-10-14: Agglomeration Economies and Local Comovement of Stock Returns

Shihe Fu and Liwei Shan

2013-10-14: 重工业优先发展与计划经济体制的内生形成

廖谋华 and 林毅夫

2013-10-14: 计量经济学的地位、作用和局限

洪永淼

2013-10-14: Global Financial Structure and Climate Change

John Whalley and Yufei Yuan

2013-10-14: Revealing the Implied Risk-neutral MGF with the Wavelet Method

Emmanuel Haven, Xiaoquan Liu, Chenghu Ma and Liya Shen

2013-10-14: 中国城镇居民住房的需求与供给

邹至庄 and 牛霖琳

2013-10-14: Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models

Zongwu Cai and Henong Li

2013-10-14: 中国主要宏观变量的稳定性检验：基于非参数估计与Bootstrapping的一个方法

方颖 and 郭萌萌

2013-10-14: House Price Bubbles in China

Yu Ren, Yufei Yuan and Cong Xiong

2013-10-14: An Experimental Investigation of Auctions and Bargaining in Procurement

Jason Shachat and Lijia Tan

2013-10-14: A Linear Relationship between Market Prices of Risks and Risk Aversion in Complete Stochastic Volatility Models

Qian Han

2013-10-14: Race-Specific Agglomeration Economies: Social Distance and the Black-White Wage Gap

Elizabeth Ananat, Shihe Fu and Stephen Ross

2013-10-14: 祸兮福兮：中国存在“资源诅咒”吗？

方颖, 纪衎 and 赵扬

2013-10-14: Are "Nearly Exogenous" Instruments Reliable?

Daniel Berkowitz, Mehmet Caner and Ying Fang

2013-10-14: Effient Estimation of Partially Varying Coefficient Instrumental Variables Models

Zongwu Cai and Huaiyu Xiong

2013-10-14: Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications

Ying Chen and Linlin Niu

2013-10-14: De Facto Currency Baskets of China and East Asian Economies: The Rising Weights

Ying Fang, Shicheng Huang and Linlin Niu

2013-10-14: 境外上市对融资约束的影响――基于H 股公司的经验证据

陈国进 and 王磊

2013-10-14: Procuring Commodities: First Price Sealed Bid or English Auction?

Jason Shachat

2013-10-14: Functional Coefficient Models for Economic and Financial Data

Zongwu Cai

2013-10-14: A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications

Ying Fang, Sung Y. Park and Jinfeng Zhang

2013-10-14: Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model

Ming Lin, Changjiang Liu and Linlin Niu

2013-10-14: 我国股市的特质波动率之谜及基于异质信念的解释

陈国进, 涂宏伟 and 林辉

2013-10-14: Preferences, Levy Jumps and Option Pricing

Chenghu Ma

2013-10-14: Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities

Hiroshi Fujiki and Cheng Hsiao

2013-10-14: Auctioning the Right to Play Ultimatum Games and the Impact on Equilibrium Selection

Jason Shachat and J. Swarthout

2013-10-14: GMM with Weak Identification and Near Exogenneity

Ying Fang

2013-10-14: 中国股市价格的跳跃行为：基于上证综指高频数据的参数分析

马成虎 and 汪先珍

2013-10-14: The Hayek Hypothesis and Long Run Competitive Equilibrium: An Experimental Investigation

Jason Shachat and Zhenxuan Zhang

2013-10-14: A hidden Markov model for the detection of pure and mixed strategy play in games

Jason Shachat, J. Swarthout and Lijia Wei

2013-10-14: Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age

Cheng Hsiao, Yan Shen, Boqing Wang and Greg Weeks

2013-10-14: 非线性资本资产定价模型：基于时变贝塔系数的实证研究

方颖, 何泽 and 任宇

2013-10-14: 寻找制度的工具变量：估计制度效应对中国经济增长的贡献

方颖 and 赵扬

05: Risk Perception and Agricultural Insurance Acceptance: Evidence from Typhoon Meranti in Fujian, China

Jinxiu Ding, Chin-Hsien Yu and Douglass Shaw

04: Public Perception to Air Pollution and Commercial Medical Insurance: Evidence from China

Jinxiu Ding and Lei Fang

03: Are Relative Environmental Optimists (or Pessimists) More Likely to Perform Pro-Environmental Behaviors?

Chin-Hsien Yu, Xiuqin Wu, Ding Li and Jinxiu Ding

02: Decadal Climate Variability, Water Availability and Cropping: The Value of Forecast Information in South-Central Texas

Jinxiu Ding and Bruce McCarl

01: Impacts of and adaptations to increased drought frequency in the Edwards Aquifer

Jinxiu Ding and Bruce McCarl