Publications
by alumni of
School of Economics
Singapore Management University
Singapore, Singapore
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |
Working papers
2021
- Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021.
"Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations,"
Papers
2105.14752, arXiv.org, revised Sep 2022.
- Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong, 2023. "Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations," Journal of Econometrics, Elsevier, vol. 234(2), pages 758-776.
- Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Cowles Foundation Discussion Papers 2288, Cowles Foundation for Research in Economics, Yale University.
2019
- Guo, Li & Tao, Yubo & Härdle, Wolfgang Karl, 2019. "Dynamic Network Perspective of Cryptocurrencies," IRTG 1792 Discussion Papers 2019-009, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
2018
- Li Guo & Wolfgang Karl Hardle & Yubo Tao, 2018.
"A Time-Varying Network for Cryptocurrencies,"
Papers
1802.03708, arXiv.org, revised Nov 2022.
- Li Guo & Wolfgang Karl Hardle & Yubo Tao, 2021. "A Time-Varying Network for Cryptocurrencies," Papers 2108.11921, arXiv.org.
- Guo, Li & Härdle, Wolfgang & Tao, Yubo, 2021. "A time-varying network for cryptocurrencies," IRTG 1792 Discussion Papers 2021-016, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Yubo Tao, 2018.
"Limit Theory for Moderate Deviation from Integrated GARCH Processes,"
Papers
1806.01229, arXiv.org, revised Dec 2018.
- Tao, Yubo, 2019. "Limit theory for moderate deviation from Integrated GARCH processes," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 126-136.
- Guo, Li & Tao, Yubo & Härdle, Wolfgang Karl, 2018. "Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective," IRTG 1792 Discussion Papers 2018-032, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
2017
- Li Guo & Lin Peng & Yubo Tao & Jun Tu, 2017. "Joint News, Attention Spillover,and Market Returns," Papers 1703.02715, arXiv.org, revised Nov 2022.
- Yubo Tao & Jun Yu, 2017.
"Model Selection for Explosive Models,"
Papers
1703.02720, arXiv.org.
- Yubo Tao & Jun Yu, 2020. "Model Selection for Explosive Models," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 73-103, Emerald Group Publishing Limited.
- Tao, Yubo & Yu, Jun, 2016. "Model Selection for Explosive Models," Economics and Statistics Working Papers 6-2016, Singapore Management University, School of Economics.
- Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017.
"Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour,"
Cowles Foundation Discussion Papers
2114, Cowles Foundation for Research in Economics, Yale University.
- Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019. "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, Elsevier, vol. 209(2), pages 208-237.
- Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2017. "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Economics and Statistics Working Papers 18-2017, Singapore Management University, School of Economics.
2016
- Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2016.
"Homogeneity Pursuit in Panel Data Models: Theory and Applications,"
Cowles Foundation Discussion Papers
2063, Cowles Foundation for Research in Economics, Yale University.
- Wuyi Wang & Peter C. B. Phillips & Liangjun Su, 2018. "Homogeneity pursuit in panel data models: Theory and application," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 797-815, September.
2011
- Xiaohu Wang & Jun Yu, 2011.
"Double Asymptotics for an Explosive Continuous Time Model,"
Working Papers
16-2011, Singapore Management University, School of Economics.
- Wang, Xiaohu & Yu, Jun, 2016. "Double asymptotics for explosive continuous time models," Journal of Econometrics, Elsevier, vol. 193(1), pages 35-53.
- Xiaohu Wang & Jun Yu, 2012. "Double Asymptotics for Explosive Continuous Time Models," Working Papers 16-2012, Singapore Management University, School of Economics.
- Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011.
"Bias in Estimating Multivariate and Univariate Diffusions,"
Cowles Foundation Discussion Papers
1778, Cowles Foundation for Research in Economics, Yale University.
- Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011. "Bias in estimating multivariate and univariate diffusions," Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.
Journal articles
2023
- Tan, Xilong & Tao, Yubo, 2023. "Trend-based forecast of cryptocurrency returns," Economic Modelling, Elsevier, vol. 124(C).
- Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong, 2023.
"Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations,"
Journal of Econometrics, Elsevier, vol. 234(2), pages 758-776.
- Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers 2105.14752, arXiv.org, revised Sep 2022.
- Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Cowles Foundation Discussion Papers 2288, Cowles Foundation for Research in Economics, Yale University.
2021
- Chang, Pao-Li & Chen, Yuting, 2021. "Informal institutions and comparative advantage of South-based MNEs: Theory and evidence," Journal of Development Economics, Elsevier, vol. 148(C).
2019
- Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019.
"Random coefficient continuous systems: Testing for extreme sample path behavior,"
Journal of Econometrics, Elsevier, vol. 209(2), pages 208-237.
- Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017. "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Cowles Foundation Discussion Papers 2114, Cowles Foundation for Research in Economics, Yale University.
- Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2017. "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Economics and Statistics Working Papers 18-2017, Singapore Management University, School of Economics.
- Tao, Yubo, 2019.
"Limit theory for moderate deviation from Integrated GARCH processes,"
Statistics & Probability Letters, Elsevier, vol. 150(C), pages 126-136.
- Yubo Tao, 2018. "Limit Theory for Moderate Deviation from Integrated GARCH Processes," Papers 1806.01229, arXiv.org, revised Dec 2018.
2015
- Yuting Chen, 2015. "Heterogeneous Firms in Importing: Theory and Evidence from China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 10(2), pages 301-334, June.
2011
- Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011.
"Bias in estimating multivariate and univariate diffusions,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.
- Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011. "Bias in Estimating Multivariate and Univariate Diffusions," Cowles Foundation Discussion Papers 1778, Cowles Foundation for Research in Economics, Yale University.
Chapters
2020
- Yubo Tao & Jun Yu, 2020.
"Model Selection for Explosive Models,"
Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 73-103,
Emerald Group Publishing Limited.
- Tao, Yubo & Yu, Jun, 2016. "Model Selection for Explosive Models," Economics and Statistics Working Papers 6-2016, Singapore Management University, School of Economics.
- Yubo Tao & Jun Yu, 2017. "Model Selection for Explosive Models," Papers 1703.02720, arXiv.org.