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Publications

by alumni of

Singapore Management University → School of Economics

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

2023

  1. Liang Jiang & Liyao Li & Ke Miao & Yichong Zhang, 2023, "Adjustment with Many Regressors Under Covariate-Adaptive Randomizations," Papers, arXiv.org, number 2304.08184, Apr, revised Feb 2025.

2021

  1. Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021, "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers, arXiv.org, number 2105.14752, May, revised Sep 2022.

2020

  1. Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020, "High-Dimensional VARs with Common Factors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2252, Aug.

2019

  1. Liangjun Su & Ke Miao & Sainan Jin, 2019, "On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 4-2019, Jan.
  2. Miao Ke & Liangjun Su & Wendun Wang, 2019, "Panel threshold regressions with latent group structures," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 13-2019, Jul.
  3. Guo, Li & Tao, Yubo & Härdle, Wolfgang Karl, 2019, "Dynamic Network Perspective of Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-009.

2018

  1. Xun Lu & Ke Miao & Liangjun Su, 2018, "Determination of Different Types of Fixed Effects in Three-Dimensional Panels," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 10-2018, Apr.
  2. Li Guo & Wolfgang Karl Hardle & Yubo Tao, 2018, "A Time-Varying Network for Cryptocurrencies," Papers, arXiv.org, number 1802.03708, Feb, revised Nov 2022.
  3. Yubo Tao, 2018, "Limit Theory for Moderate Deviation from Integrated GARCH Processes," Papers, arXiv.org, number 1806.01229, Jun, revised Dec 2018.
  4. Guo, Li & Tao, Yubo & Härdle, Wolfgang Karl, 2018, "Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-032.

2017

  1. Li Guo & Lin Peng & Yubo Tao & Jun Tu, 2017, "Joint News, Attention Spillover,and Stock Returns," Papers, arXiv.org, number 1703.02715, Mar, revised Jul 2025.
  2. Yubo Tao & Jun Yu, 2017, "Model Selection for Explosive Models," Papers, arXiv.org, number 1703.02720, Mar.
  3. Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017, "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2114, Dec.

2016

  1. Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2016, "Homogeneity Pursuit in Panel Data Models: Theory and Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2063, Nov.

2011

  1. Xiaohu Wang & Jun Yu, 2011, "Double Asymptotics for an Explosive Continuous Time Model," Working Papers, Singapore Management University, School of Economics, number 16-2011, Nov.
  2. Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011, "Bias in Estimating Multivariate and Univariate Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1778, Jan.

Journal articles

2025

  1. Jiang, Liang & Li, Liyao & Miao, Ke & Zhang, Yichong, 2025, "Adjustments with many regressors under covariate-adaptive randomizations," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105991.

2024

  1. Zhi Da & Ke Tang & Yubo Tao & Liyan Yang, 2024, "Financialization and Commodity Markets Serial Dependence," Management Science, INFORMS, volume 70, issue 4, pages 2122-2143, April, DOI: 10.1287/mnsc.2023.4797.
  2. Li Guo & Wolfgang Karl Härdle & Yubo Tao, 2024, "A Time-Varying Network for Cryptocurrencies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 2, pages 437-456, April, DOI: 10.1080/07350015.2022.2146695.

2023

  1. Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023, "High-dimensional VARs with common factors," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 155-183, DOI: 10.1016/j.jeconom.2022.02.002.
  2. Tan, Xilong & Tao, Yubo, 2023, "Trend-based forecast of cryptocurrency returns," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106323.
  3. 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, volume 234, issue 2, pages 758-776, DOI: 10.1016/j.jeconom.2022.08.010.

2021

  1. Chang, Pao-Li & Chen, Yuting, 2021, "Informal institutions and comparative advantage of South-based MNEs: Theory and evidence," Journal of Development Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jdeveco.2020.102566.
  2. Jin, Sainan & Miao, Ke & Su, Liangjun, 2021, "On factor models with random missing: EM estimation, inference, and cross validation," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 745-777, DOI: 10.1016/j.jeconom.2020.08.002.
  3. Xun Lu & Ke Miao & Liangjun Su, 2021, "Determination of different types of fixed effects in three-dimensional panels," Econometric Reviews, Taylor & Francis Journals, volume 40, issue 9, pages 867-898, October, DOI: 10.1080/07474938.2021.1889176.

2020

  1. Miao, Ke & Su, Liangjun & Wang, Wendun, 2020, "Panel threshold regressions with latent group structures," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 451-481, DOI: 10.1016/j.jeconom.2019.07.006.
  2. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020, "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 219, issue 1, pages 137-170, DOI: 10.1016/j.jeconom.2020.05.018.

2019

  1. Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019, "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 208-237, DOI: 10.1016/j.jeconom.2019.01.002.
  2. Tao, Yubo, 2019, "Limit theory for moderate deviation from Integrated GARCH processes," Statistics & Probability Letters, Elsevier, volume 150, issue C, pages 126-136, DOI: 10.1016/j.spl.2019.03.001.

2015

  1. 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, volume 10, issue 2, pages 301-334, June.

2011

  1. Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011, "Bias in estimating multivariate and univariate diffusions," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 228-245, April.

Chapters

2020

  1. Yubo Tao & Jun Yu, 2020, "Model Selection for Explosive Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Cheng Hsiao", DOI: 10.1108/S0731-905320200000041003.

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