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Publications

by members of

Singapore Management University → School of Economics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2026

  1. Ho, Christine & Kim, Dahye & Ray, Rohan & Teerawichitchainan, Bussarawan, 2026, "Childlessness and health in middle age and older adulthood: evidence from Singapore," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137147, Apr.
  2. Paul Ho & Danial Lashkari & Pierre-Daniel G. Sarte, 2026, "How Do Sectoral Shocks Shape Future GDP?," Working Paper, Federal Reserve Bank of Richmond, number 26-11, Aug, DOI: 10.21144/wp26-11.
  3. Pao-Li Chang & Ruoqing Chen & Lin Ma, 2026, "The SMU Trade Dashboard: Tracking and Quantifying the Trump II Tariffs," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 06-2026, Mar.
  4. Yoonseok Lee & Peter C. B. Phillips & Suyong Song & Donggyu Sul, 2026, "Identifying Common Trend Determinants in Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2504, Mar.
  5. Jin Seo Cho & Peter C. B. Phillips, 2026, "Efficient Estimation in Infinite Dimensional GMM," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2525, May.
  6. Rerotlhe B. Basele & Peter C.B. Phillips & Shuping Shi, 2026, "From Innovation to Speculation: AI and the Magnificent Seven," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2537, Jun.

2025

  1. Yoshiki Ando & Jingnan Liu, 2025, "Name and Address Matching between the CBPBR and Venture Capital Dataset," CES Technical Notes Series, Center for Economic Studies, U.S. Census Bureau, number 25-10, May.
  2. Yoshiki Ando & James Bessen & Xiupeng Wang, 2025, "The Rising Returns to R&D: Ideas Are Not Getting Harder to Find," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 25-29, May.
  3. Yoshiki Ando, 2025, "Dynamics of High-Growth Young Firms and the Role of Venture Capitalists," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 25-38, Jun.
  4. Yoshiki Ando & Emin Dinlersoz & Jeremy Greenwood & Ruben Piazzesi, 2025, "Technifying Ventures," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 25-49, Jul.
  5. Tomoki Fujii & Christine Ho & Rohan Ray & Abu S. Shonchoy, 2025, "Boosting Study Habits with High-Frequency Information: A Field Experiment to Aid Disadvantaged Students," Working Papers, Florida International University, Department of Economics, number 2501, Feb.
  6. Tomoki Fujii & Christop Waibel & Xinyi Du & Zhongming Shi, 2025, "Food self-sufficiency and building-integrated urban agriculture: Lessons from Singapore," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 03-2025, Mar.
  7. Arpita Khanna & Tomoki Fujii, 2025, "Public Health Trade-Offs During a Pandemic: Mobility Decline and Hypertension Risk in Indialoven," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 11-2025, Dec.
  8. Ho, Christine & McGarry, Kathleen, 2025, "Brothers, sisters, and support to older parents: separate spheres across and within support types?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127537, Feb.
  9. Christine Ho, 2025, "Bridging Generations: Intergenerational Transfers and Time Use in a Changing World," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 08-2025, Aug.
  10. Takashi Kunimoto & Rene Saran & Roberto Serrano, 2025, "Rationalizable Incentives: Interim Rationalizable Implementation of Correspondences," Working Papers, Brown University, Department of Economics, number 2025-001.
  11. Shurojit Chatterji & Takashi Kunimoto & Paul Ramos, 2025, "Compellingness in Nash Implementation," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 04-2025, Mar.
  12. Davin Chor & Lin Ma, 2025, "The Aggregate Welfare and Trade Implications of Contracting Frictions in Global Sourcing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34044, Jul.
  13. Degui Li & Yu-Ning Li & Peter C. B. Phillips, 2025, "Large-Scale Curve Time Series with Common Stochastic Trends," Papers, arXiv.org, number 2509.11060, Sep.
  14. Rerotlhe B. Basele & Peter C.B. Phillips & Shuping Shi, 2025, "Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2430, Mar.
  15. Nan Liu & Yanbo Liu & Peter C.B. Phillips & Yajie Zhang, 2025, "Robust Inference for Time Varying Predictability: A Sieve-IVX Approach," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2431, Mar.
  16. Peter C.B. Phillips, 2025, "Semiparametric Cointegrating Rank Selection for Curved Cross Section Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2432, Mar.
  17. Ye Chen & Peter C.B. Phillips & Shuping Shi, 2025, "Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2433, Mar.
  18. Peter C. B. Phillips & Liang Jiang, 2025, "Cross Section Curve Data Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2439, Apr.
  19. Peter C. B. Phillips & Liang Jiang, 2025, "Cross Section Curve Autoregression: The Unit Root Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2454, Aug.
  20. Igor L. Kheifets & Peter C. B. Phillips, 2025, "Optimal Estimation In A Multicointegrated System," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2463, Sep.
  21. Peter C. B. Phillips, 2025, "Edgeworth Expansions in Curved Cross Section Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2464, Oct.

2024

  1. Oyelola A. Adegboye & Tomoki Fujii & Denis Heng-Yan Leung & Siyu Li, 2024, "HIV estimation using population based surveys with non-response: a partial identification approach," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 4-2024, Nov.
  2. Christine Ho & Yutao Wang & Sharon Xuejing Zuo, 2024, "Family Size and Child Migration: Do Daughters Face Greater Trade-Offs than Sons?," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 1-2024, Jan.
  3. Christine Ho & Yutao Wang, 2024, "Social Institutions and Low Birth Rates," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 11-2024, Oct.
  4. Takashi Kunimoto & Cuiling Zhang, 2024, "The interplay of interdependence and correlation in bilateral trade," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 04-2024, Mar.
  5. Stan Hurn & Vance Martin & Peter C. B. Phillips & Jun Yu, 2024, "Teaching Financial Econometrics to Students Converting to Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2397, May.
  6. Ying Wang & Peter C. B. Phillips, 2024, "Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2398, Jun.
  7. Ying Wang & Peter C. B. Phillips & Yundong Tu, 2024, "Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2399, Apr.
  8. Zhishui Hu & Nan Liu & Peter C. B. Phillips & Qiying Wang, 2024, "Self-weighted Estimation for Local Unit Root Regression with Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2400, Apr.
  9. Liudas Giraitis & Fulvia Marotta & Peter C B Phillips, 2024, "Cyclical Time Series: An Empirical Analysis of Temperatures in Central England Over Three Centuries," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2409, Sep.
  10. Yixiao Sun & Peter C. B. Phillips & Igor L. Kheifets, 2024, "Estimation and Inference in a Possibly Multi-cointegrated System with a Fixed Number of Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2410, Oct.
  11. Jin Seo Cho & Peter C. B. Phillips, 2024, "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2411, Oct.

2023

  1. Ando, Yoshiki & Krueger, Dirk & Uhlig, Harald, 2023, "One-Sided Limited Commitment and Aggregate Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 18617, Nov.
  2. Liyu Dou & Paul Ho & Thomas A. Lubik, 2023, "Max-Share Misidentification," Working Paper, Federal Reserve Bank of Richmond, number 25-02, May, DOI: 10.21144/wp25-02.
  3. Paul Ho & Thomas A. Lubik & Christian Matthes, 2023, "Averaging Impulse Responses Using Prediction Pools," Working Paper, Federal Reserve Bank of Richmond, number 23-04, Feb, DOI: 10.21144/wp23-04.
  4. Krishna, Pravin & Levchenko, Andrei & Ma, Lin & Maloney, William, 2023, "Growth and Risk: A View from International Trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 17877, Feb.
  5. Yiren Wang & Peter C B Phillips & Liangjun Su, 2023, "Panel Data Models with Time-Varying Latent Group Structures," Papers, arXiv.org, number 2307.15863, Jul.
  6. Liudas Giraitis & Yufei Li & Peter C.B. Phillips, 2023, "Robust Inference on Correlation under General Heterogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2354, Feb.
  7. Qiying Wang & Peter C. B. Phillips & Ying Wang, 2023, "New asymptotics applied to functional coefficient regression and climate sensitivity analysis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2365, Jun.
  8. Lynn Bergeland Morgan & Peter C. B. Phillips & Donggyu Sul, 2023, "Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2380, Jul.
  9. Shuping Shi & Peter C. B. Phillips, 2023, "Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2381, Jul.
  10. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2023, "Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-211, Mar.

2022

  1. Hwee Kwan Chow & Keen Meng Choy, 2022, "Economic Forecasting in An Epidemic: A Break from the Past?," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 10-2021, Feb.
  2. Christine Ho & Bussarawan Teerawichitchainan & Joanne Tan & Eugene Rui Le Tan, 2022, "Does Fertility Matter for Middle Aged and Older Adults’ Risk Attitudes?," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 3-2022, Mar.
  3. Paul Ho & Pierre-Daniel G. Sarte & Felipe Schwartzman, 2022, "Multilateral Comovement in a New Keynesian World: A Little Trade Goes a Long Way," Working Paper, Federal Reserve Bank of Richmond, number 22-10, Nov.
  4. Ma, Lin & Shapira, Gil & de Walque, Damien & Do, Quy-Toan & Friedman, Jed & Levchenko, Andrei, 2022, "The Intergenerational Mortality Tradeoff of COVID-19 Lockdown Policies," CEPR Discussion Papers, Centre for Economic Policy Research, number 16227, Feb.
  5. Lin Ma & Tang Yang, 2022, "The Distributional Impacts of Transportation Networks in China," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 9-2022, Jul.
  6. Gustavo de Souza & Naiyuan Hu & Haishi Li & Yuan Mei, 2022, "(Trade) War and Peace: How to Impose International Trade Sanctions," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2022-49, Oct, DOI: 10.21033/wp-2022-49.
  7. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2022, "The boosted HP filter is more general than you might think," Papers, arXiv.org, number 2209.09810, Sep, revised Apr 2024.
  8. Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022, "A Panel Clustering Approach to Analyzing Bubble Behavior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2323, Feb.
  9. Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2022, "The Impact of Upzoning on Housing Construction in Auckland," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2330, May.
  10. Shuping Shi & Peter C. B. Phillips, 2022, "Econometric Analysis of Asset Price Bubbles," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2331, Jun.
  11. Peter C. B. Phillips, 2022, "Asymptotics of Polynomial Time Trend Estimation and Hypothesis Testing under Rank Deficiency," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2332, May.
  12. Peter C. B. Phillips, 2022, "An Econometrician amongst Statisticians: T. W. Anderson," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2333, Jun.
  13. Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022, "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2334, Jun.
  14. Qiying Wang & Peter C. B. Phillips, 2022, "A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2337, Jul.
  15. Eva Biswas & Farzad Sabzikar & Peter C. B. Phillips, 2022, "Boosting the HP Filter for Trending Time Series with Long Range Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2347, Aug.
  16. Yiu Lim Lui & Jun Yu & Peter C. B. Phillips, 2022, "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2350, Oct.
  17. Shuyao Ke & Liangjun Su & Peter C. B. Phillips, 2022, "Unified Factor Model Estimation and Inference under Short and Long Memory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2351, Oct.
  18. Ping Yu & Shengjie Hong & Peter C. B. Phillips, 2022, "Panel Threshold Regression with Unobserved Individual-Specific Threshold Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2352, Oct.
  19. Jarod Coulter & Valerie Grossman & Enrique Martínez García & Peter C.B. Phillips & Shuping Shi, 2022, "Real-Time Market Monitoring Finds Signs of Brewing U.S. Housing Bubble," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 93895, Mar.

2021

  1. Hwee Kwan Chow & Daniel Han, 2021, "Forecast Pooling or Information Pooling During Crises? MIDAS Forecasting of GDP in a Small Open Economy," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2021, Jul.
  2. Tomoki Fujii & Christine Ho & Rohan Ray & Abu S. Shonchoy, 2021, "Conditional Cash Transfer, Loss Framing, and SMS Nudges: Evidence from a Randomized Field Experiment in Bangladesh," Working Papers, Florida International University, Department of Economics, number 2109, Mar.
  3. Tomoki Fujii & Maki Nakajima & Sijia Xu, 2021, "Teaching in the Right Context: Textbook Supply Program, Language, and Vocabulary Ability in Vietnam," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 2-2021, Apr.
  4. Christine Ho, 2021, "Strategic Parent Meets Detached Child? Parental Intended Bequest Division and Support from Children," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 11-2021, Sep.
  5. Paul Ho, 2021, "Forecasting in the Absence of Precedent," Working Paper, Federal Reserve Bank of Richmond, number 21-10, Jun, DOI: 10.21144/wp21-10.
  6. Kim, Jinyoung & Kim, Seonghoon & Koh, Kanghyock, 2021, "Labor Market Institutions and the Incidence of Payroll Taxation," IZA Discussion Papers, IZA Network @ LISER, number 14321, Apr.
  7. Kim, Seonghoon & Koh, Kanghyock, 2021, "The Effects of the Affordable Care Act Dependent Coverage Mandate on Parents' Labor Market Outcomes," IZA Discussion Papers, IZA Network @ LISER, number 14089, Feb.
  8. Yi-Chun Chen & Takashi Kunimoto & Yifei Sun & Siyang Xiong, 2021, "Maskin Meets Abreu and Matsushima," Papers, arXiv.org, number 2110.06551, Oct, revised Jan 2022.
  9. Takashi Kunimoto & Cuiling Zhang, 2021, "Efficient Bilateral Trade via Two-Stage Mechanisms under One- Sided Asymmetric Information," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2021, Aug.
  10. Xiaolu Li & Lin Ma & Yang Tang, 2021, "Migration and Spatial Misallocation in China," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 9-2021, Sep.
  11. 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.
  12. Igor L. Kheifets & Peter C. B. Phillips, 2021, "Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems," Papers, arXiv.org, number 2108.03486, Aug.
  13. Peter C.B. Phillips, 2021, "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2303, Oct.
  14. Peter C.B. Phillips, 2021, "Estimation and Inference with Near Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2304, Oct.
  15. Yanbo Liu & Peter C.B. Phillips, 2021, "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2305, Oct.
  16. Peter C.B. Phillips & Igor Kheifets, 2021, "On Multicointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2306, Oct.
  17. Peter C.B. Phillips & Ying Wang, 2021, "Limit Theory for Locally Flat Functional Coefficient Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2307, Oct.

2020

  1. Sijia Xu & Abu S. Shonchoy & Tomoki Fujii, 2020, "Illusion of Gender Parity in Education: Intrahousehold Resource Allocation in Bangladesh," Working Papers, Florida International University, Department of Economics, number 2012, Dec.
  2. Arpita Khanna & Tomoki Fujii, 2020, "Natural Disasters and Domestic Violence: A study of the 2015 Nepal earthquake," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 26-2020, Dec.
  3. Christine Ho & Sunha Myong, 2020, "Providing Child Care," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 18-2020, Sep.
  4. Paul Ho, 2020, "Global Robust Bayesian Analysis in Large Models," Working Paper, Federal Reserve Bank of Richmond, number 20-07, Jun, DOI: 10.21144/wp20-07.
  5. Valentin Haddad & Paul Ho & Erik Loualiche, 2020, "Bubbles and the Value of Innovation," Working Paper, Federal Reserve Bank of Richmond, number 20-08, Jul, DOI: 10.21144/wp20-08.
  6. Paul Ho & Thomas A. Lubik & Christian Matthes, 2020, "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper, Federal Reserve Bank of Richmond, number 20-10, Aug, DOI: 10.21144/wp20-10.
  7. Paul Ho, 2020, "Estimating the Effects of Demographics on Interest Rates: A Robust Bayesian Perspective," Working Paper, Federal Reserve Bank of Richmond, number 20-14, Oct.
  8. Born, Andreas & Janssen, Aljoscha, 2020, "Does a District-Vote Matter for the Behavior of Politicians? A Textual Analysis of Parliamentary Speeches," Working Paper Series, Research Institute of Industrial Economics, number 1320, Feb.
  9. Janssen, Aljoscha, 2020, "Price Dynamics of Swedish Pharmaceuticals," Working Paper Series, Research Institute of Industrial Economics, number 1325, Mar.
  10. Janssen, Aljoscha, 2020, "Switching Costs, Brand Premia and Behavioral Pricing in the Pharmaceutical Market," Working Paper Series, Research Institute of Industrial Economics, number 1317, Feb.
  11. Janssen, Aljoscha & Shapiro, Matthew, 2020, "Does Precise Case Information Limit Precautionary Behavior? Evidence from COVID-19 in Singapore," Working Paper Series, Research Institute of Industrial Economics, number 1344, Jun.
  12. Kim, Seonghoon & Koh, Kanghyock, 2020, "Does Early Access to Pension Wealth Improve Health?," IZA Discussion Papers, IZA Network @ LISER, number 13184, Apr.
  13. Ahn, SangNam & Kim, Seonghoon & Koh, Kanghyock, 2020, "Changes in Healthcare Utilization, Spending, and Perceived Health during COVID–19: A Longitudinal Study from Singapore," IZA Discussion Papers, IZA Network @ LISER, number 13715, Sep.
  14. Jinwook Shin & Seonghoon Kim & Kanghyock Koh, 2020, "Economic Impact of Targeted Government Responses to COVID-19: Evidence from the First Large-scale Cluster in Seoul," Working Paper Series, Institute of Economic Research, Seoul National University, number no138, Aug.
  15. Kim, Seonghoon & Koh, Kanghyock & Zhang, Xuan, 2020, "Short-Term Impact of COVID-19 on Consumption and Labor Market Outcomes: Evidence from Singapore," IZA Discussion Papers, IZA Network @ LISER, number 13354, Jun.
  16. Cheng, Terence Chai & Kim, Seonghoon & Koh, Kanghyock, 2020, "The Impact of COVID-19 on Subjective Well-Being: Evidence from Singapore," IZA Discussion Papers, IZA Network @ LISER, number 13702, Sep.
  17. Takashi Kunimoto & Roberto Serrano, 2020, "Rationalizable Incentives: Interim Implementation of Sets in Rationalizable Strategies," Working Papers, Brown University, Department of Economics, number 2020-15.
  18. Takashi Kunimoto & Rene Saran & Roberto Serrano, 2020, "Interim Rationalizable Implementation of Functions," Working Papers, Brown University, Department of Economics, number 2020-23.
  19. Yi-Chun Chen & Takashi Kunimoto & Yifei Sun & Siyang Xiong, 2020, "Rationalizable Implementation in Finite Mechanisms," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 5-2020, Feb.
  20. Takashi Kunimoto & Rene Saran, 2020, "Robust Implementation in Rationalizable Strategies in General Mechanisms," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 10-2020, Apr.
  21. Takashi Kunimoto & Cuiling Zhang, 2020, "Efficient Bilateral Trade with Interdependent Values: The Use of Two-Stage Mechanisms," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2020, May.
  22. Wen-Tai Hsu & Lin Ma, 2020, "Urbanization Policy and Economic Development: A Quantitative Analysis of China’s Differential Hukou Reforms," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 9-2020, Mar.
  23. Liang Jiang & Xiaobin Liu & Peter C. B. Phillips & Yichong Zhang, 2020, "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," Papers, arXiv.org, number 2005.11967, May, revised May 2021.
  24. Shuping Shi & Peter C.B. Phillips, 2020, "Diagnosing Housing Fever with an Econometric Thermometer," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2248, Aug.
  25. Peter C.B. Phillips & Ying Wang, 2020, "When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2250, Aug.
  26. Ye Chen & Peter C.B. Phillips & Shuping Shi, 2020, "Common Bubble Detection in Large Dimensional Financial Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2251, Aug.
  27. 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.
  28. Jungyoon Lee & Peter C.B. Phillips & Francesca Rossi, 2020, "Consistent Misspecification Testing in Spatial Autoregressive Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2256, Aug.
  29. Todd Henry & Peter C.B. Phillips, 2020, "Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2259, Oct.
  30. Wenxin Huang & Sainan Jin & Peter C.B. Phillips & Liangjun Su, 2020, "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2020, Mar.
  31. Oguzhan Akgun & Alain Pirotte & Giovanni Urga & Zhenlin Yang, 2020, "Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts," Papers, arXiv.org, number 2003.02803, Mar, revised Feb 2023.
  32. Baltagi, Badi H. & Pirotte, Alain & Yang, Zhenlin, 2020, "Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models," IZA Discussion Papers, IZA Network @ LISER, number 13803, Oct.

2019

  1. Oyelola A. Adegboye & Tomoki Fujii & Denis H.Y. Leung, 2019, "Refusal bias in HIV data from the Demographic and Health Surveys: Evaluation, critique and recommendations," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2019, Feb.
  2. Tomoki Fujii & Rohan Ray, 2019, "Singapore as a sustainable city: Past, present and the future," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 18-2019, Sep.
  3. Hian Teck Hoon, 2019, "Growth Effects of Additive and Multiplicative Robots alongside Conventional Machines," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 21-2019, Dec.
  4. Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019, "Survey Data and Subjective Beliefs in Business Cycle Models," Working Paper, Federal Reserve Bank of Richmond, number 19-14, Sep.
  5. Atsushi Kajii & Stephen Morris, 2019, "Notes on Refinements and Higher Order Beliefs," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1007, Mar.
  6. Kim, Seonghoon & Koh, Kanghyock, 2019, "The Effects of the Affordable Care Act Medicaid Expansion on Subjective Well-being," IZA Discussion Papers, IZA Network @ LISER, number 12636, Sep.
  7. Yi-Chun Chen & Takashi Kunimoto & Yifei Sun, 2019, "Continuous Implementation with Small Transfers," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 19-2019, Oct.
  8. Lipeng Chen & Liang Jiang & Sock Yong Phang & Jun Yu, 2019, "Housing Equity and Household Consumption in Retirement: Evidence from the Singapore Life Panel," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 10-2019, May.
  9. Peter C. B. Phillips & Zhentao Shi, 2019, "Boosting: Why You Can Use the HP Filter," Papers, arXiv.org, number 1905.00175, May, revised Nov 2020.
  10. Peter C.B. Phillips & Zhentao Shi, 2019, "Boosting the Hodrick-Prescott Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2192, May.
  11. Peter C.B. Phillips & Ying Wang, 2019, "Functional Coefficient Panel Modeling with Communal Smoothing Covariates," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2193, May.
  12. Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019, "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2194, Apr.
  13. Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019, "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2208, Oct.
  14. Ping Yu & Qin Liao & Peter C.B. Phillips, 2019, "Inference and Specification Testing in Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2209, Nov.
  15. Igor Kheifets & Peter C.B. Phillips, 2019, "Fully Modified Least Squares for Multicointegrated Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2210, Nov.
  16. Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019, "Nonlinear Cointegrating Power Function Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2211, Dec.
  17. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019, "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-153, Nov.
  18. A Clements & D Preve, 2019, "A Practical Guide to Harnessing the HAR Volatility Model," NCER Working Paper Series, National Centre for Econometric Research, number 120, Apr.
  19. Yuhong Xu & Zhenlin Yang, 2019, "Specification Tests for Temporal Heterogeneity in Spatial Panel Models with Fixed Effects," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 5-2019, Jan.

2018

  1. Tomoki FUJII, 2018, "Regional Prevalence of Health Worker Absenteeism in Tanzania," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2018, Jul.
  2. Hian Teck Hoon & Margarita Katsimi & Gylfi Zoega, 2018, "Investment, Current Account, and the Long Swings of Unemployment," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1810, Sep.
  3. Valentin Haddad & Erik Loualiche & Paul Ho, 2018, "Efficient Bubbles?," 2018 Meeting Papers, Society for Economic Dynamics, number 1087.
  4. Shurojit Chatterji & Atsushi Kajii & Huaxia Zeng, 2018, "Intertemporal efficiency does not imply a common price forecast: a leading example," KIER Working Papers, Kyoto University, Institute of Economic Research, number 992, May.
  5. Shurojit Chatterji & Atsushi Kajii & Huaxia Zeng, 2018, "Intertemporal effiiency does not imply a common price forecast," KIER Working Papers, Kyoto University, Institute of Economic Research, number 999, Aug.
  6. Kim, Seonghoon & Koh, Kanghyock, 2018, "Does Health Insurance Make People Happier? Evidence from Massachusetts' Healthcare Reform," IZA Discussion Papers, IZA Network @ LISER, number 11879, Oct.
  7. Takashi Kunimoto & Cuiling Zhang, 2018, "On Incentive Compatible, Individually Rational Public Good Provision Mechanisms," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 21-2018, Nov.
  8. Kunimoto, Takashi & Yamashita, Takuro, 2018, "Order on Types based on Monotone Comparative Statics," TSE Working Papers, Toulouse School of Economics (TSE), number 18-942, Jul.
  9. Do,Quy-Toan & Levchenko,Andrei A. & Ma,Lin & Blanc,Julian & Milliken,Tom & Dublin,Holly, 2018, "The price elasticity of African elephant poaching," Policy Research Working Paper Series, The World Bank, number 8335, Feb.
  10. Farzad Sabzikar & Qiying Wang & Peter C.B. Phillips, 2018, "Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2131, May.
  11. Peter C.B. Phillips, 2018, "Dynamic Panel Modeling of Climate Change," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2150, Dec.
  12. Offer Lieberman & Peter C.B. Phillips, 2018, "Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2151, Jun.
  13. Peter C.B. Phillips & Shuping Shi, 2018, "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2152, Nov.
  14. Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018, "HAR Testing for Spurious Regression in Trend," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2153, Dec.
  15. Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2018, "The Heterogeneous Effects of the Minimum Wage on Employment Across States," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 11-2018, Jun.
  16. Mika Meitz & Daniel Preve & Pentti Saikkonen, 2018, "A mixture autoregressive model based on Student's $t$-distribution," Papers, arXiv.org, number 1805.04010, May.
  17. Nicolas Debarsy & Zhenlin Yang, 2018, "Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter," Post-Print, HAL, number hal-01818725, Sep, DOI: 10.1016/j.regsciurbeco.2018.02.004.
  18. Liyao Li & Zhenlin Yang, 2018, "Spatial Dynamic Panel Data Models with Correlated Random Effects," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 15-2018, Aug.

2017

  1. Tomoki Fujii, 2017, "Has the Development Gap between the Ethnic Minority and Majority Groups Narrowed in Viet Nam? Evidence from Household Surveys," ADBI Working Papers, Asian Development Bank Institute, number 661, Feb.
  2. Tomoki Fujii, 2017, "Sources of health financing and health outcomes: A panel data analysis," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 13-2017, Sep.
  3. Pao-Li Chang & Tomoki Fujii & Wei Jin, 2017, "Does “America First” Help America? The Impact of Country Image on Exports and Welfare," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 3-2018, Nov.
  4. Kim, Hyuncheol Bryant & Kim, Seonghoon & Kim, Thomas T., 2017, "The Selection and Causal Effects of Work Incentives on Labor Productivity: Evidence from a Two-Stage Randomized Controlled Trial in Malawi," IZA Discussion Papers, IZA Network @ LISER, number 10644, Mar.
  5. John Chao & Peter C.B. Phillips, 2017, "Uniform Inference in Panel Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2071, Jan.
  6. Jianning Kong & Peter C.B. Phillips & Donggyu Sul, 2017, "Weak s- Convergence: Theory and Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2072, Jan.
  7. David F. Hendry & Peter C.B. Phillips, 2017, "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2082, Mar.
  8. Thomas Leirvik & Peter C.B. Phillips & Trude Storelvmo, 2017, "Econometric Measurement of Earth's Transient Climate Sensitivity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2083, Feb.
  9. Anna Bykhovskaya & Peter C. B. Phillips, 2017, "Point Optimal Testing with Roots That Are Functionally Local to Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2107, Sep.
  10. Anna Bykhovskaya & Peter C. B. Phillips, 2017, "Boundary Limit Theory for Functional Local to Unity Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2108, Sep.
  11. Degui Li & Peter C.B. Phillips & Jiti Gao, 2017, "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2109, Sep.
  12. Peter C. B. Phillips, 2017, "Detecting Financial Collapse and Ballooning Sovereign Risk," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2110, Sep.
  13. Qiying Wang & Peter C.B. Phillips & Ioannis Kasparis, 2017, "Latent Variable Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2111, Sep.
  14. Offer Lieberman & Peter C.B. Phillips, 2017, "Hybrid Stochastic Local Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2113, Nov.
  15. 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.
  16. Degui Li & Peter CB Phillips & Jiti Gao, 2017, "Kernel-based inference in time-varying coefficient models with multiple integrated regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/17.
  17. Tingting Cheng & Jiti Gao & Peter CB Phillips, 2017, "Bayesian estimation based on summary statistics: Double asymptotics and practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/17.

2016

  1. Fujii, Tomoki & Shonchoy, Abu S. & XU, Sijia, 2016, "Impact of electrification on children's nutritional status in rural Bangladesh," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 579, Mar.
  2. Tomoki Fujii, 2016, "Concepts and Measurement of Vulnerability to Poverty and Other Issues: A Review of Literature," ADBI Working Papers, Asian Development Bank Institute, number 611, Dec.
  3. Tomoki Fujii, 2016, "Climate Change and Vulnerability to Poverty: An Empirical Investigation in Rural Indonesia," ADBI Working Papers, Asian Development Bank Institute, number 622, Dec.
  4. Fujii,Tomoki & Van Der Weide,Roy, 2016, "Is predicted data a viable alternative to real data ?," Policy Research Working Paper Series, The World Bank, number 7841, Sep.
  5. Anmol Bhandari & Jaroslav Borovička & Paul Ho, 2016, "Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 22225, May.
  6. Fali Huang & Ginger Zhe Jin & Lixin Colin Xu, 2016, "Love, Money, and Parental Goods: Does Parental Matchmaking Matter?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22586, Sep.
  7. Atsushi Kajii & Jingyi Xue, 2016, "Precautionary saving with changing income ambiguity," KIER Working Papers, Kyoto University, Institute of Economic Research, number 940, May.
  8. Takashi Kunimoto & Roberto Serrano, 2016, "Rationalizable Implementation of Correspondences," Working Papers, Brown University, Department of Economics, number 2016-4.
  9. Do,Quy-Toan & Ma,Lin & Ruiz Ortega,Claudia & Do,Quy-Toan & Ma,Lin & Ruiz Ortega,Claudia, 2016, "Public versus Private Protection against Crime : The Case of Somali Piracy," Policy Research Working Paper Series, The World Bank, number 7757, Jul.
  10. Sock-Yong Phang & Matthias Helble, 2016, "Housing Policies in Singapore," ADBI Working Papers, Asian Development Bank Institute, number 559, Mar.
  11. Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016, ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2058, Dec.
  12. Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips, 2016, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2059, Dec.
  13. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016, "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2060, Jul.
  14. Offer Lieberman & Peter C.B. Phillips, 2016, "IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2061, Jun.
  15. Wayne Yuan Gao & Peter C.B. Phillips, 2016, "Structural Inference from Reduced Forms with Many Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2062, Oct.
  16. 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.
  17. Peter C.B. Phillips, 2016, "Tribute to T. W. Anderson," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2081, Dec.
  18. Tingting Cheng & Jiti Gao & Peter CB Phillips, 2016, "A Frequency Approach to Bayesian Asymptotics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/16.
  19. Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016, "Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-88, Jun.
  20. Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016, "Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡±," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-88a, Jun.
  21. Jin Seo Cho & Peter C.B. Phillips, 2016, "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-89, Aug.
  22. Jin Seo Cho & Peter C.B. Phillips, 2016, "Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-89a, Aug.

2015

  1. Pao-Li Chang, 2015, "Institutional Complementarity across Countries in Bilateral FDI Flows: Theory and Evidence," Working Papers, Singapore Management University, School of Economics, number 16-2015, Dec.
  2. Fujii, Tomoki & Shonchoy, Abu S., 2015, "Fertility and rural electrification in Bangladesh," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 521, Mar.
  3. Tomoki Fujii, 2015, "Poverty decomposition by regression: An application to Tanzania," Working Papers, Tokyo Center for Economic Research, number e097, Sep.
  4. Marie Christine Ho, 2015, "Prenatal Incense Burning and Infant Health," Working Papers, Singapore Management University, School of Economics, number 09-2015, Sep.
  5. Kim, Seonghoon & Fleisher, Belton M. & Sun, Jessica Ya, 2015, "The Long-term Health Effects of Fetal Malnutrition: Evidence from the 1959-1961 China Great Leap Forward Famine," IZA Discussion Papers, IZA Network @ LISER, number 9093, Jun.
  6. Chen, Yi-Chun & Kunimoto, Takashi & 国本, 隆 & Sun, Yifei, 2015, "Implementation with Transfers," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2015-04, Mar.
  7. Greenaway-McGrevy, RT & Phillips, PCB, 2015, "Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres," Working Papers, Department of Economics, The University of Auckland, number 25259.
  8. Peter C. B. Phillips, 2015, "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2002, Jun.
  9. Peter C. B. Phillips, 2015, "Pitfalls and Possibilities in Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2003, Jun.
  10. Peter C. B. Phillips & Sainan Jin, 2015, "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2005, Jun.
  11. Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2015, "Testing Mean Stability of Heteroskedastic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2006, Jun.
  12. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2015, "Minimum Distance Testing and Top Income Shares in Korea," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2007, Jun.
  13. Peter C. B. Phillips, 2015, "Inference in Near Singular Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2009, Jul.
  14. Peter C. B. Phillips & Ye Chen & Jun Yu, 2015, "Limit Theory for Continuous Time Systems with Mildly Explosive Regressors," Working Papers, Singapore Management University, School of Economics, number 03-2015, Mar.
  15. YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015, "We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-79a, Mar.
  16. Roberto Samaniego & Juliana Sun, 2015, "Online Appendix to "Productivity Growth and Structural Transformation"," Online Appendices, Review of Economic Dynamics, number 15-24.
  17. Zhenlin Yang & Jihai Yu & Shew Fan Liu, 2015, "Bias correction for fixed effects spatial panel data models," Working Papers, Singapore Management University, School of Economics, number 04-2015, Mar.
  18. Yang Zhenlin, 2015, "Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels," Working Papers, Singapore Management University, School of Economics, number 14-2015, Dec.

2014

  1. Chang Pao-Li, 2014, "Complementarity in Institutional Quality in Bilateral FDI Flows," Working Papers, Singapore Management University, School of Economics, number 20-2014, Oct.
  2. Tomoki Fujii, 2014, "Dynamic Poverty Decomposition Analysis: An Application to the Philippines," ADBI Working Papers, Asian Development Bank Institute, number 466, Mar.
  3. Tomoki Fujii & Denis H.Y. Leung, 2014, "Bound estimator of HIV prevalence: Application to Malawi," Working Papers, Singapore Management University, School of Economics, number 17-2014, Oct.
  4. Tomoki Fujii, 2014, "Is urban food demand in the Philippines different from China?," Working Papers, Singapore Management University, School of Economics, number 18-2014, Oct.
  5. Christine Ho, 2014, "Welfare-to-Work Reform and Intergenerational Support: Grandmothers’ Response to the 1996 PRWORA," Working Papers, Singapore Management University, School of Economics, number 12-2014, Sep.
  6. Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014, "Constrained inefficiency and optimal taxation with uninsurable risks," CIGS Working Paper Series, The Canon Institute for Global Studies, number 14-002E, Jan.
  7. Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014, "Optimal taxation and debt with uninsurable risks to human capital accumulation," CIGS Working Paper Series, The Canon Institute for Global Studies, number 14-007E, Jun.
  8. Atsushi Kajii & Takahiro Watanabe, 2014, "Favorite-Longshot Bias in Parimutuel Betting: an Evolutionary Explanation," KIER Working Papers, Kyoto University, Institute of Economic Research, number 907, Dec.
  9. Lin Ma, 2014, "Globalization And Top Income Shares," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 14-07, Feb.
  10. Peter C.B. Phillips, 2014, "Dynamic Panel GMM with Near Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1962, Dec.
  11. Peter C.B. Phillips & Chirok Han, 2014, "True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1963, Dec.
  12. Offer Lieberman & Peter C.B. Phillips, 2014, "A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1964, Dec.
  13. Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014, "Identifying Latent Structures in Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1965, Dec.
  14. Ping Yu & Peter C.B. Phillips, 2014, "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1966, Dec.
  15. Peter C.B. Phillips & Shu-Ping Shi, 2014, "Financial Bubble Implosion," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1967, Dec.
  16. Liang Jiang & Peter C.B. Phillips & Jun Yu, 2014, "A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1969, Dec.
  17. Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014, "Weak Convergence to Stochastic Integrals for Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1971, Dec.
  18. Shew Fan Liu & Zhenlin Yang, 2014, "Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality," Working Papers, Singapore Management University, School of Economics, number 14-2014, Sep.
  19. Shew Fan Liu & Zhenlin Yang, 2014, "Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Working Papers, Singapore Management University, School of Economics, number 15-2014, Sep.
  20. Zhenlin Yang, 2014, "Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models," Working Papers, Singapore Management University, School of Economics, number 16-2014, Sep.

2013

  1. Fujii, Tomoki & van der Weide, Roy, 2013, "Cost-effective estimation of the population mean using prediction estimators," Policy Research Working Paper Series, The World Bank, number 6509, Jun.
  2. Christine Ho, 2013, "Grandchild Care, Intergenerational Transfers, and Grandparents’ Labor Supply," Working Papers, Singapore Management University, School of Economics, number 06-2013, Sep.
  3. Gea M. Lee & Seung Han Yoo, 2013, "Unobserved Investment, Signaling, and Welfare," Discussion Paper Series, Institute of Economic Research, Korea University, number 1301, revised 2017.
  4. Yun Kim & Mark Setterfield & Yuan Mei, 2013, "A Theory of Aggregate Consumption," Working Papers, Trinity College, Department of Economics, number 1301, Jan.
  5. Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013, "Nonparametric Predictive Regression," CEPR Discussion Papers, Centre for Economic Policy Research, number 9570, Jul.
  6. Peter C.B. Phillips & Degui Li & Jiti Gao, 2013, "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1910, Sep.
  7. Jiti Gao & Peter C.B. Phillips, 2013, "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1911, Sep.
  8. Peter C.B. Phillips & Sainan Jin, 2013, "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1912, Sep.
  9. Peter C.B. Phillips, 2013, "Unit Roots in Life -- A Graduate Student Story," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1913, Sep.
  10. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1914, Sep.
  11. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1915, Sep.
  12. Offer Lieberman & Peter C.B. Phillips, 2013, "Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1916, Sep.
  13. Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013, "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1917, Sep.
  14. Yoonseok Lee & Peter C.B. Phillips, 2013, "Model Selection in the Presence of Incidental Parameters," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1919, Oct.
  15. Degui Li & Peter C.B. Phillips & Jiti Gao, 2013, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1929, Dec.
  16. Jiti Gao & Peter C.B. Phillips, 2013, "Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/13.
  17. Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013, "Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-01-2013, Feb.
  18. DANIEL PREVE & Shu-Ping XIJIA LIU, 2013, "Measure Of Location-Based Estimators In Simple Linear Regression," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-02-2013, Aug.
  19. Badi H. Baltagi & Zhenlin Yang, 2013, "Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 156, May.

2012

  1. Pao-li CHANG & Tomoki Fujii, 2012, "Country Image and International Trade," Working Papers, Singapore Management University, School of Economics, number 29-2012, Jul.
  2. Tomoki Fujii & Ryuichiro Ishikawa, 2012, "A note on separability and intra-household resource allocation in a collective household model," Working Papers, Singapore Management University, School of Economics, number 06-2012, Mar.
  3. Hoon Hian Teck, 2012, "An Economic Analysis of Optimum Population Size Achieved Through Boosting Total Fertility and Net Immigration," Working Papers, Singapore Management University, School of Economics, number 20-2012, May.
  4. Ori Haimanko & Atsushi Kajii, 2012, "Approximate Robustness Of Equilibrium To Incomplete Information," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1209.
  5. Ori Haimanko & Atsushi Kajii, 2012, "On Continuity of Robust Equilibria," KIER Working Papers, Kyoto University, Institute of Economic Research, number 818, May.
  6. Philippe Aghion & Drew Fudenberg & Richard Holden & Takashi Kunimoto & Olivier Tercieux, 2012, "Subgame-Perfect Implementation Under Information Perturbations," Post-Print, HAL, number hal-00812781, Oct, DOI: 10.1093/qje/qjs026.
  7. Massimiliano Landi & Riccardo Pelizzo, 2012, "A spatial analysis of the Italian Second Republic, Second Version," Working Papers, Singapore Management University, School of Economics, number 01-2012, Jan.
  8. Massimiliano Landi, 2012, "Single Peakedness and Giffen Demand," Working Papers, Singapore Management University, School of Economics, number 02-2012, Jan.
  9. Liew, Freddy, 2012, "Forecasting inflation in Asian economies," MPRA Paper, University Library of Munich, Germany, number 36781, Jan.
  10. Rüdiger Bachmann & Lin Ma, 2012, "Lumpy Investment, Lumpy Inventories," NBER Working Papers, National Bureau of Economic Research, Inc, number 17924, Mar.
  11. Yun Kim & Mark Setterfield & Yuan Mei, 2012, "Aggregate Consumption and Debt Accumulation: An Empirical Examination of US Household Behavior," Working Papers, Trinity College, Department of Economics, number 1204, Jun.
  12. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1842, Jan.
  13. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Testing for Multiple Bubbles," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1843, Jan.
  14. Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1844, Jan.
  15. Peter C.B. Phillips & Ji Hyung Lee, 2012, "VARs with Mixed Roots Near Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1845, Jan.
  16. Peter C.B. Phillips & Zhipeng Liao, 2012, "Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1871, Sep.
  17. Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012, "Non-linearity Induced Weak Instrumentation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1872, Sep.
  18. Zhipeng Liao & Peter C.B. Phillips, 2012, "Automated Estimation of Vector Error Correction Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1873, Sep.
  19. Peter C.B. Phillips, 2012, "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1879, Sep.
  20. DANIEL PREVE & Yiu-Kuen Tse, 2012, "Estimation Of Time Varying Adjusted Probability Of Informed Trading And Probability Of Symmetric Order-Flow Shock," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-05-2011, Jun.
  21. Badi H. Baltagi & Zhenlin Yang, 2012, "Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 142, Aug.

2011

  1. Pao-Li Chang & Chia-Hui Lu, 2011, "Risk and the Technology Content of FDI:A Dynamic Model," Working Papers, Singapore Management University, School of Economics, number 07-2011, Aug.
  2. Hwee Kwan Chow, 2011, "Towards an Expanded Role for Asian Currencies : Issues and Prospects," Finance Working Papers, East Asian Bureau of Economic Research, number 23251, May.
  3. Tomoki Fujii & Ryuichiro Ishikawa, 2011, "Quasi-option Value under Strategic Interactions," Working Papers, Singapore Management University, School of Economics, number 04-2011, Mar.
  4. Tomoki Fujii, 2011, "Impact of remittances on schooling in the Philippines:Does the relationship to the household head matter?," Working Papers, Singapore Management University, School of Economics, number 05-2011, Mar.
  5. Tomoki Fujii, 2011, "Decomposing the Changes of the Divisia Price Index: Application to Inflation in the Philippines," Working Papers, Singapore Management University, School of Economics, number 06-2011, Mar.
  6. Tomoki Fujii & Ryuichiro Ishikawa, 2011, "Arrow-Fisher-Hanemann-Henry and Dixit-Pindyck option values under strategic interactions," Working Papers, Singapore Management University, School of Economics, number 13-2011, Nov.
  7. Tomoki Fujii, 2011, "Impact of food inflation on poverty in the Philippines," Working Papers, Singapore Management University, School of Economics, number 14-2011, Nov.
  8. Hian Teck Hoon, 2011, "Wage Subsidies in a Program for Economic Inclusion and Growth," Working Papers, Singapore Management University, School of Economics, number 02-2011, Feb.
  9. Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2011, "Optimal Taxation and Constrained Inefficiency in an Infinite-Horizon Economy with Incomplete Markets," CESifo Working Paper Series, CESifo, number 3560.
  10. Chang, Simon & Fleisher, Belton M. & Kim, Seonghoon & Liu, Shi-yung, 2011, "Long-term Effects of Early Childhood Malaria Exposure on Education and Health: Evidence from Colonial Taiwan," IZA Discussion Papers, IZA Network @ LISER, number 5526, Feb.
  11. Gea Myoung Lee, 2011, "Optimal International Agreement and Treatment of Domestic Subsidy," Working Papers, Singapore Management University, School of Economics, number 01-2011, Feb.
  12. Freddy, Liew, 2011, "Productivity-wage-growth nexus: an empirical study of Singapore," MPRA Paper, University Library of Munich, Germany, number 34459, Nov.
  13. Peter C.B. Phillips & Tassos Magdalinos, 2011, "Inconsistent VAR Regression with Common Explosive Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1777, Jan.
  14. 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.
  15. Qiying Wang & Peter C.B. Phillips, 2011, "Specification Testing for Nonlinear Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1779, Jan, revised Feb 2011.
  16. Chirok Han & Peter C.B. Phillips, 2011, "First Difference MLE and Dynamic Panel Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1780, Jan.
  17. Peter C.B. Phillips, 2011, "Folklore Theorems, Implicit Maps and New Unit Root Limit Theory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1781, Jan.
  18. Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011, "Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1832, Oct.
  19. Peter C.B. Phillips, 2011, "Meritocracy Voting: Measuring the Unmeasurable," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1833, Oct.
  20. Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011, "Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers, Hong Kong Institute for Monetary Research, number 172011, Jun.
  21. Jiti Gao & Peter C.B. Phillips, 2011, "Semiparametric Estimation in Multivariate Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/11, Sep.
  22. 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.

2010

  1. Pao-Li Chang, 2010, "The Optimal Degree of Reciprocity in Tariff Reduction," Working Papers, Singapore Management University, School of Economics, number 32-2010, Dec.
  2. Pao-Li Chang & Fali Huang, 2010, "Trade and Divergence in Education Systems," Working Papers, Singapore Management University, School of Economics, number 33-2010, Dec.
  3. Pao-Li Chang & Chia-Hui Lu, 2010, "Risk, Learning, and the Technology Content of FDI: A Dynamic Model," Working Papers, Singapore Management University, School of Economics, number 30-2010, Dec.
  4. Hwee Kwan Chow, 2010, "Asian Tigers’ Choices : An Overview," Trade Working Papers, East Asian Bureau of Economic Research, number 21879, Jan.
  5. Hwee Kwan Chow, 2010, "Asian Tigers’ Choices: An Overview," Working Papers, eSocialSciences, number id:2928, Sep.
  6. Hwee Kwan Chow, 2010, "Asian Tigers' Choices: An Overview," ADBI Working Papers, Asian Development Bank Institute, number 238, Aug.
  7. Hwee Kwan Chow & Paul D. McNelis, 2010, "Need Singapore Fear Floating? A DSGE-VAR Approach," Working Papers, Singapore Management University, School of Economics, number 29-2010, Dec.
  8. Hian Teck Hoon, 2010, "Effects of Labor Taxes on Hours of Market and Home Work: The Role of International Capital Mobility and Trade," Working Papers, Singapore Management University, School of Economics, number 05-2010, Apr.
  9. Hian Teck Hoon, 2010, "Macroeconomic Effects of Over-investment in Housing in an Aggregative Model of Economic Activity," Working Papers, Singapore Management University, School of Economics, number 22-2010, Oct.
  10. Belton M. Fleisher & Seonghoon Kim, 2010, "The China Great Leap Forward Famine: The Lasting Impact of Mothers’ Fetal Malnutrition on Their Offspring," Working Papers, Ohio State University, Department of Economics, number 09-04, Jan.
  11. Seonghoon Kim & Quheng Deng & Belton M. Fleisher & Shi Li, 2010, "The Lasting Impact of Mothers’ Fetal Malnutrition on Their Offspring: Evidence from the China Great Leap Forward Famine," Working Papers, Ohio State University, Department of Economics, number 10-01, Sep.
  12. Kim, Seonghoon & Quheng, Deng & Fleisher, Belton M. & Li, Shi, 2010, "The Lasting Impact of Mothers' Fetal Malnutrition on Their Offspring: Evidence from the China Great Leap Forward Famine," IZA Discussion Papers, IZA Network @ LISER, number 5194, Sep.
  13. Takashi Kunimoto & Roberto Serrano, 2010, "A New Necessary Condition for Implementation in Iteratively Undominated Strategies," Working Papers, Brown University, Department of Economics, number 2010-2.
  14. Takashi Kunimoto & Roberto Serrano, 2010, "Evaluating the Conditions for Robust Mechanism Design Abstract: We assess the strength of the different conditions identified in the literature of robust mechanism design. We focus on three conditions: ex post incentive compatibility, robust monotoni," Working Papers, Brown University, Department of Economics, number 2010-6.
  15. Takashi Kunimoto & Roberto Serrano, 2010, "Evaluating the conditions for robust mechanism design," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2010-05, Mar.
  16. Massimiliano Landi & Mauro Sodini, 2010, "An Evolutionary Analysis of Turnout With Conformist Citizens," Working Papers, Singapore Management University, School of Economics, number 25-2010, Nov.
  17. Massimiliano Landi & Mauro Sodini, 2010, "Conformism and Turnout," Working Papers, Singapore Management University, School of Economics, number 24-2010, Nov.
  18. Kyle Bagwell & Gea M. Lee, 2010, "Advertising Competition in Retail Markets," Working Papers, Singapore Management University, School of Economics, number 04-2010, Apr.
  19. Kyle Bagwell & Gea M. Lee, 2010, "Advertising Collusion in Retail Markets," Working Papers, Singapore Management University, School of Economics, number 03-2010, Apr.
  20. Jiti Gao & Peter C. B. Phillips, 2010, "Semiparametric Estimation in Simultaneous Equations of Time Series Models," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2010-26, Oct.
  21. Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010, "Uniform Asymptotic Normality in Stationary and Unit Root Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1746.
  22. Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010, "X-Differencing and Dynamic Panel Model Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1747, Jan.
  23. Werner Ploberger & Peter C.B. Phillips, 2010, "Optimal Estimation under Nonstandard Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1748, Jan.
  24. Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1749.
  25. Peter C.B. Phillips, 2010, "Two New Zealand Pioneer Econometricians," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1750, Jan.
  26. Xiaoxia Shi & Peter C. B. Phillips, 2010, "Nonlinear Cointegrating Regression under Weak Identification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1768, Sep.
  27. Jiti Gao & Peter C. B. Phillips, 2010, "Semiparametric Estimation in Time Series of Simultaneous Equations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1769, Sep.
  28. Peter C. B. Phillips & Jun Yu, 2010, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1770, Sep.
  29. Peter C. B. Phillips, 2010, "The Mysteries of Trend," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1771, Sep.
  30. Peter C.B. Phillips & Jun Yu, 2010, "A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics," Working Papers, Singapore Management University, School of Economics, number 15-2010, Oct.
  31. Peter C.B. Phillips & Jun Yu & Eric Ghysels, 2010, "Measurement and High Finance," Working Papers, Singapore Management University, School of Economics, number 17-2010, Oct.
  32. Peter C.B. Phillips & Jun Yu, 2010, "Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate"," Working Papers, Singapore Management University, School of Economics, number 18-2010, Oct.
  33. Daniel Preve & Marcelo Cunha Medeiros, 2010, "Linear Programming-Based Estimators in Simple Linear Regression," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 567, Mar.
  34. Zhenlin Yang, 2010, "Bias-Corrected Estimation for Spatial Autocorrelation," Working Papers, Singapore Management University, School of Economics, number 12-2010, Oct.

2009

  1. Hwee Kwan Chow & Keen Meng Choy, 2009, "Analyzing and Forecasting Business Cycles in a Small Open Economy : A Dynamic Factor Model for Singapore," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22074, Jan.
  2. Hwee Kwan Chow & Keen Meng Choy, 2009, "Monetary Policy and Asset Prices in a Small Open Economy: A Factor-Augmented VAR Analysis for Singapore," Working Papers, Singapore Management University, School of Economics, number 11-2009, Oct.
  3. Hian Teck Hoon, 2009, "Payroll Taxes, Wealth and Employment in Neoclassical Theory: Neutrality or Non-neutrality?," Working Papers, Singapore Management University, School of Economics, number 08-2009, May.
  4. Fali Huang & Myoung-jae Lee, 2009, "Dynamic Treatment Effect Analysis of TV Effects on Child Cognitive Development," Discussion Paper Series, Institute of Economic Research, Korea University, number 0906.
  5. Sock-Yong Phang, 2009, "Housing Affordability Policy: Implications for Housing Markets and Housing Elasticities," ERES, European Real Estate Society (ERES), number eres2009_346, Jan.
  6. Sock-Yong Phang, 2009, "Affordable homeownership policy : implications for housing markets," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 23052, Jan.
  7. Qiying Wang & Peter C. B. Phillips, 2009, "Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1687, Jan.
  8. Xu Cheng & Peter C. B. Phillips, 2009, "Cointegrating Rank Selection in Models with Time-Varying Variance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1688, Jan.
  9. Peter C. B. Phillips, 2009, "Bootstrapping I(1) Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1689, Jan.
  10. Liudas Giraitis & Peter C. B. Phillips, 2009, "Mean and Autocovariance Function Estimation Near the Boundary of Stationarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1690, Jan.
  11. Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1699, Jun.
  12. Ioannis Kasparis & Peter C.B. Phillips, 2009, "Dynamic Misspecification in Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1700, Jun.
  13. Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1701, Jun.
  14. Peter C.B. Phillips & Liangjun Su, 2009, "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1702, Jun.
  15. Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1703, Jun.
  16. Peter C.B. Phillips & Liangjun Su, 2009, "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1704, Jun.
  17. Peter C.B.Phillips & Tassos Magdalinos, 2009, "Econometric Inference in the Vicinity of Unity," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-06-2009, Apr.
  18. Daniel Preve & Anders Eriksson & Jun Yu, 2009, "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Finance Working Papers, East Asian Bureau of Economic Research, number 23049, Jan.
  19. Zhenlin Yang, 2009, "A Robust LM Test for Spatial Error Components," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22488, Jan.

2008

  1. Ching Ju Mae, Rosie, 2008, "Mapping the Discipline of the Olympic Games An Author-Cocitation Analysis," Working Papers, Singapore Management University, School of Economics, number 07-2008, Feb.
  2. Hwee Kwan Chow & Keen Meng Choy, 2008, "Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0802, Feb.
  3. Tomoki Fujii, 2008, "Environmental and Resource Management under Myopia," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c013_031, Nov.
  4. Tomoki Fujii & Ryuichiro Isikawa, 2008, "The More Kids, The Less Mom’s Divvy : Impact of Childbirth on Intrahousehold Resource Allocation," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22419, Jan.
  5. Tomoki Fujii, 2008, "Two-sample estimation of poverty rates for disabled people : an application to Tanzania," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22420, Jan.
  6. Tomoki Fujii & Ryuichiro Isikawa, 2008, "The More Kids, The Less Mom’s Divvy: Impact of Childbirth on Intrahousehold Resource Allocation," Working Papers, Singapore Management University, School of Economics, number 11-2008, Oct.
  7. Irene YH Ng & Xiaoyi Shen & Kong Weng Ho, 2008, "Intergenerational Earnings Mobility in Singapore and the United States," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0803, Mar.
  8. Irene Y.H. Ng & Kong Weng Ho & K.C. Ho, 2008, "The Role of Families in Shaping Youth Social Participation: Evidence from Singapore," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0801, Jan.
  9. Atsushi Kajii, 2008, "Sunspot Equilibria in a Production Economy: Do Rational Animal Spirits Cause Overproduction?," KIER Working Papers, Kyoto University, Institute of Economic Research, number 655, Jun.
  10. Antonio Merlo & Vincenzo Galasso & Massimiliano Landi & Andrea Mattozzi, 2008, "The Labor Market of Italian Politicians," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 89.
  11. Massimiliano Landi, 2008, "Rational and boundedly rational behavior in a binary choice sender-receiver game," Working Papers, Singapore Management University, School of Economics, number 04-2008, Feb.
  12. Antonio Merlo & Vincenzo Galasso & Massimiliano Landi & Andrea Mattozzi, 2008, "the Labor Market of Italian Politicians, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-024, May, revised 01 May 2009.
  13. Gea Myoung Lee & Kyle Bagwell, 2008, "Advertising and Collusion in Retail Markets," Working Papers, Singapore Management University, School of Economics, number 09-2008, Mar.
  14. Gea Myoung Lee, 2008, "Optimal Collusion with Internal Contracting," Working Papers, Singapore Management University, School of Economics, number 08-2008, Feb.
  15. Peter C.B. Phillips, 2008, "Unit Root Model Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1653, May.
  16. Peter C.B. Phillips, 2008, "Local Limit Theory and Spurious Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1654, May.
  17. Peter C.B. Phillips & Tassos Magdalinos, 2008, "Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1655, May.
  18. Peter C.B. Phillips, 2008, "Long Memory and Long Run Variation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1656, May.
  19. Qiying Wang & Peter C.B. Phillips, 2008, "Structural Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1657, May.
  20. Xu Cheng & Peter C.B. Phillips, 2008, "Semiparametric Cointegrating Rank Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1658, May.
  21. Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis, 2008, "Smoothing Local-to-Moderate Unit Root Theory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1659, May.
  22. Yixiao Sun & Peter C.B. Phillips, 2008, "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1661, May.
  23. Anthony Tay & Jacques Olivier, 2008, "Time-Varying Incentives in the Mutual Fund Industry," Working Papers, Singapore Management University, School of Economics, number 10-2008, Mar, revised Jun 2008.
  24. Liangjun Su & Zhenlin Yang, 2008, "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22477, Jan.

2007

  1. Pao-Li Chang, 2007, "The Evolution and Utilization of the GATT/WTO Dispute," Working Papers, Singapore Management University, School of Economics, number 21-2007, Jul.
  2. Pao-Li Chang & Myoung-Jae Lee, 2007, "The WTO Trade Effect," Working Papers, Singapore Management University, School of Economics, number 06-2007, Sep.
  3. Hwee Kwan Chow & Peter N. Kriz & Roberto S. Mariano & Augustine H. H. Tan, 2007, "Financial Liberalization and Monetary Policy Cooperation in East Asia1," Finance Working Papers, East Asian Bureau of Economic Research, number 21916, May.
  4. Charles Adams & Hwee Kwan Chow, 2007, "Asian Currency Baskets : An Answer in Search of a Question?," Finance Working Papers, East Asian Bureau of Economic Research, number 22055, Jan.
  5. Hwee Kwan Chow & Peter Nicholas Kriz & Roberto S. Mariano & Augustine H H Tan, 2007, "Financial Liberalization and Monetary Policy Cooperation in East Asia," Working Papers, Singapore Management University, School of Economics, number 03-2007, May.
  6. Tomoki Fujii, 2007, "Geographic Decomposition of Inequality in Health and Wealth : Evidence from Cambodia," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22418, Jan.
  7. Tomoki Fujii & David Roland-Holst, 2007, "How Does Vietnam's Accession to the World Trade Organization Change the Spatial Incidence of Poverty?," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2007-12.
  8. Hian Teck Hoon & Edmund S. Phelps, 2007, "Future Fiscal and Budgetary Shocks," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22438, Jan.
  9. Hoon, Hian-teck & Kong Weng Ho, 2007, "Distance to Frontier and the Big Swings of the Unemployment Rate: What Room is Left for Monetary Policy?," Kiel Working Papers, Kiel Institute for the World Economy, number 1347.
  10. Nicholas C.S. Sim & Kong-Weng Ho, 2007, "Indeterminacy and Market Instability," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0705, May.
  11. Nicholas C.S. Sim & Kong-Weng Ho, 2007, "Autarkic Indeterminacy and Trade Determinacy," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0706, Jun.
  12. Fali Huang, 2007, "The Coevolution of Economic and Political Development from Monarchy to Democracy," Working Papers, Singapore Management University, School of Economics, number 07-2007, May.
  13. Fali Huang, 2007, "Building Social Trust: A Human Capital Approach," Working Papers, Singapore Management University, School of Economics, number 08-2007, Sep.
  14. Fali Huang, 2007, "To Trust or to Monitor: A Dynamic Analysis," Working Papers, Singapore Management University, School of Economics, number 11-2007, Sep.
  15. Nicolas L. Jacquet & Serene Tan, 2007, "On the Segmentation of Markets," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 22449, Jan.
  16. Nicolas L. Jacquet, 2007, "Inefficient Worker Turnover," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 22450, Jan.
  17. Atsushi Kajii & Hiroyuki Kojima & Takashi Ui, 2007, "Coextrema Additive Operators," KIER Working Papers, Kyoto University, Institute of Economic Research, number 631, May.
  18. Atsushi Kajii & Takashi Ui, 2007, "Interim Efficient Allocations under Uncertainty," KIER Working Papers, Kyoto University, Institute of Economic Research, number 642, Nov.
  19. Georgy Artemov & Takashi Kunimoto & Roberto Serrano, 2007, "Robust Virtual Implementation with Incomplete Information: Toward a Reinterpretation of the Wilson Doctrine," Working Papers, Brown University, Department of Economics, number 2007-6.
  20. Angelo Antoci & Antonio Gay & Massimiliano Landi & Pier Luigi Sacco, 2007, "Global Analysis of an Expectations Augmented Evolutionary Dynamics," Working Papers, Singapore Management University, School of Economics, number 25-2007, Dec.
  21. Theofanis Tsoulouhas & Kosmas Marinakis, 2007, "Tournaments with Ex Post Heterogeneous Agents," Working Paper Series, North Carolina State University, Department of Economics, number 015, May, revised Oct 2007.
  22. Peter C.B. Phillips & Jun Yu, 2007, "Information Loss in Volatility Measurement with Flat Price Trading," Levine's Bibliography, UCLA Department of Economics, number 321307000000000805, Jan.
  23. Peter C.B. Phillips & Donggyu Sul, 2007, "Transition Modeling and Econometric Convergence Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1595, Jan.
  24. Peter C.B. Phillips & Jun Yu, 2007, "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1596, Jan.
  25. Peter C.B. Phillips & Jun Yu, 2007, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1597, Jan.
  26. Chirok Han & Peter C.B. Phillips, 2007, "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1599, Jan.
  27. Peter C.B. Phillips & Chang Sik Kim, 2007, "Long Run Covariance Matrices for Fractionally Integrated Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1611, Jun.
  28. Peter C.B. Phillips & Ke-Li Xu, 2007, "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1612, Jun, revised Jul 2010.
  29. Peter C.B. Phillips, 2007, "Exact Distribution Theory in Structural Estimation with an Identity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1613, Jun.
  30. Peter C.B. Phillips & Tassos Magdalinos, 2007, "Limit Theory for Explosively Cointegrated Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1614, Jun.
  31. Anthony Tay, 2007, "Financial Variables as Predictors of Real Output Growth," Working Papers, Singapore Management University, School of Economics, number 14-2007, Mar.
  32. Anthony Tay & Christopher Ting & Yiu Kuen Tse & Mitch Warachka, 2007, "Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading," Working Papers, Singapore Management University, School of Economics, number 13-2007, Jan.
  33. Liangjun Su & Zhenlin Yang, 2007, "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22476, Jan.
  34. Zhenlin Yang & Lydia Gan & Fang-Fang Tang, 2007, "A Study of Pricing Evolution in the Online Toy Market," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0704, Apr.

2006

  1. Pao-Li Chang & Myoung-jae Lee, 2006, "Protection for Sale Under Monopolistic Competition: An Empirical Investigation," Working Papers, Singapore Management University, School of Economics, number 18-2006, Aug.
  2. Pao-Li Chang & Chia-Hui Lu, 2006, "On the Magnet Effect of Foreign Direct Investment," Working Papers, Singapore Management University, School of Economics, number 21-2006, Sep.
  3. Pao-Li Chang & Chia-Hui Lu, 2006, "On the Magnet E®ect of Foreign Direct Investment," Finance Working Papers, East Asian Bureau of Economic Research, number 22060, Jan.
  4. Fujii, Tomoki & Karp, Larry S., 2006, "Numerical Analysis of Non-Constant Discounting with an Application to Renewable Resource Management," CUDARE Working Papers, University of California, Berkeley, Department of Agricultural and Resource Economics, number 7199, DOI: 10.22004/ag.econ.7199.
  5. Tomoki Fujii, 2006, "How Well Can We Target Resources with “Quick-and-Dirty†Data? : Empirical Results from Cambodia," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22491, Jan.
  6. Tomoki Fujii, 2006, "How Well Can We Target Resources with “Quick-and-Dirty” Data?: Empirical Results from Cambodia," Working Papers, Singapore Management University, School of Economics, number 03-2006, Jan.
  7. Kong Weng Ho & Hian Teck Hoon, 2006, "Growth Accounting for a Follower-Economy in a World of Ideas : The Example of Singapore," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22435, Jan.
  8. Hian Teck Hoon, 2006, "Effects of Technological Improvement in the ICT-Producing Sector on Business Activity," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22437, Jan.
  9. Hoon Hian Teck & Edmund S. Phelps, 2006, "ICT-Producing Sector on Business Activity," Working Papers, Singapore Management University, School of Economics, number 07-2006, Feb.
  10. Grace Li Ann Yong & Kong Weng Ho, 2006, "Innovation, Imitation and Entrepreneurship," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0607, Jul.
  11. Fali Huang & Peter Cappelli, 2006, "Employee Screening: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 12071, Mar.
  12. Fali Huang, 2006, "What Matter for Child Development?," Working Papers, Singapore Management University, School of Economics, number 24-2006, May.
  13. Fali Huang, 2006, "The Transition from Relational to Legal Contract Enforcement," Working Papers, Singapore Management University, School of Economics, number 23-2006, Jun.
  14. Fali Huang, 2006, "The Coevolution of Economic and Political Development," Working Papers, Singapore Management University, School of Economics, number 22-2006, Aug.
  15. Simon Grant & Atsushi Kajii & Ben Polak & Zvi Safra, 2006, "Generalized Utilitarianism and Harsanyi's Partial Observer Theorem," Levine's Bibliography, UCLA Department of Economics, number 321307000000000419, Sep.
  16. Atsushi Kajii, 2006, "Welfare Gains and Losses in Sunspot Equilibria," KIER Working Papers, Kyoto University, Institute of Economic Research, number 624, Oct.
  17. Takashi Kunimoto, 2006, "On The Non-Robustness Of Nash Implementation," Departmental Working Papers, McGill University, Department of Economics, number 2006-25, Sep.
  18. Takashi Kunimoto, 2006, "The Robustness Of Equilibrium Analysis: The Case Of Undominated Nash Equilibrium," Departmental Working Papers, McGill University, Department of Economics, number 2006-26, Sep.
  19. Angelo Antoci & Massimiliano Landi & Pier Luigi Sacco, 2006, "Expectations, Animal Spirits, and Evolutionary Dynamics," Working Papers, Singapore Management University, School of Economics, number 10-2006, Mar.
  20. Massimiliano Landi & Chun Seng Yip, 2006, "Campaign Tactics and Citizens’ Electoral Decisions," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22462, Jan.
  21. Kosmas Marinakis & Theofanis Tsoulouhas, 2006, "Are Tournaments Optimal over Piece Rates under Limited Liability for the Principal?," Working Paper Series, North Carolina State University, Department of Economics, number 009, Mar, revised Sep 2006.
  22. Kosmas Marinakis & Theofanis Tsoulouhas, 2006, "Tournaments and Liquidity Constraints for the Agents," Working Paper Series, North Carolina State University, Department of Economics, number 019, revised Apr 2008.
  23. Winston T.H. Koh & Roberto S. Mariano & Andrey Pavlovb & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter, 2006, "Underpriced Default Spread Exacerbates Market Crashes," Finance Working Papers, East Asian Bureau of Economic Research, number 22458, Jan.
  24. Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1545, Jan.
  25. Peter C. B. Phillips & Chirok Han, 2006, "Gaussian Inference in AR(1) Time Series with or without a Unit Root," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1546, Jan.
  26. Peter C. B. Phillips, 2006, "Optimal Estimation of Cointegrated Systems with Irrelevant Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1547, Jan.
  27. Nicholas Z. Muller & Peter C. B. Phillips, 2006, "Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1548, Jan.
  28. Offer Lieberman & Peter C. B. Phillips, 2006, "Refined Inference on Long Memory in Realized Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1549, Jan.
  29. Christian Gourieroux & Peter C. B. Phillips & Jun Yu, 2006, "Indirect Inference for Dynamic Panel Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1550, Jan.
  30. Ke-Li Xu & Peter C.B. Phillips, 2006, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1585, Oct.
  31. Offer Lieberman & Peter C.B. Phillips, 2006, "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1586, Oct.
  32. Chang Sik Kim & Peter C.B. Phillips, 2006, "Log Periodogram Regression: The Nonstationary Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1587, Oct.
  33. Qiying Wang & Peter C.B. Phillips, 2006, "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1594, Dec.
  34. Peter C. B. Phillips & Jun Yu, 2006, "A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22472, Jan.
  35. Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006, "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-016, Feb.
  36. Zhenlin Yang, 2006, "On Joint Modelling and Testing for Local and Global Spatial Externalities," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22487, Jan.

2005

  1. Fujii, Tomoki, 2005, "Micro-level estimation of child malnutrition indicators and its application in Cambodia," Policy Research Working Paper Series, The World Bank, number 3662, Jul.
  2. Hoon Hian Teck, 2005, "Future Job Prospects in Singapore," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 22485, Jan.
  3. Atsushi Kajii & Hiroyuki Kojima & Takashi Ui, 2005, "Cominimum Additive Operators," KIER Working Papers, Kyoto University, Institute of Economic Research, number 601, Feb.
  4. Simon Grant & Atsushi Kajii, 2005, "Probabilistically Sophisticated Multiple Priors," KIER Working Papers, Kyoto University, Institute of Economic Research, number 608, Oct.
  5. Massimiliano Landi & Domenico Colucci, 2005, "Rational and boundedly rational behavior in sender-receiver games," Working Papers, Singapore Management University, School of Economics, number 14-2006, Oct, revised May 2006.
  6. Massimiliano Landi & Riccardo Pelizzo, 2005, "A spatial analysis of the XIII Italian Legislature," Working Papers, Singapore Management University, School of Economics, number 22-2005, Nov.
  7. Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt16b3j2hd, Oct.
  8. Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005, "Improved HAR Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1513, Jun.
  9. Peter C.B. Phillips & Donggyu Sul, 2005, "Economic Transition and Growth," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1514, Jun.
  10. Chirok Han & Peter C.B. Phillips, 2005, "GMM with Many Moment Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1515, Jun.
  11. Peter C.B. Phillips & Tassos Magadalinos, 2005, "Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1517, Jun.
  12. Federico M. Bandi & Peter C.B. Phillips, 2005, "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1522, Jun.
  13. Peter C.B. Phillips & Jun Yu, 2005, "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1523, Jun.
  14. Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005, "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1538, Oct.
  15. Peter C. B. Phillips, 2005, "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1540, Dec.
  16. Seung Hyun Hong & Peter C. B. Phillips, 2005, "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1541, Dec.
  17. Peter C. B. Phillips & Jun Yu, 2005, "Comments on “A selective overview of nonparametric methods in financial econometricsâ€Â," Finance Working Papers, East Asian Bureau of Economic Research, number 22469, Jan.
  18. Peter C. B. Phillips & Jun Yu, 2005, "Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde," Finance Working Papers, East Asian Bureau of Economic Research, number 22470, Jan.
  19. Peter C. B. Phillips & Jun Yu, 2005, "Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan," Working Papers, Singapore Management University, School of Economics, number 08-2005, Apr.
  20. Peter C. B. Phillips & Jun Yu, 2005, "Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde," Working Papers, Singapore Management University, School of Economics, number 13-2005, Sep.
  21. Y. K. Tse & S. L. Yip, 2005, "Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0503, Mar.
  22. Xiaolin Xing & Zhenlin Yang, 2005, "Determinants of Job Turnover Intentions : Evidence from Singapore," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 22588, Jan.

2004

  1. Pao-Li Chang, 2004, "The Politics of WTO Enforcement Mechanisms," Econometric Society 2004 Australasian Meetings, Econometric Society, number 117, Aug.
  2. Pao-Li Chang & Vincent CH Chua & Moshe Machover, 2004, "LS Penrose’s limit theorem: Tests by simulation," Working Papers, Singapore Management University, School of Economics, number 26-2004, Jul.
  3. Keen Meng Choy & Hwee Kwan Chow, 2004, "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Econometric Society 2004 Australasian Meetings, Econometric Society, number 223, Aug.
  4. Hwee Kwan CHOW & Yoonbai KIM, 2004, "The Empirical Relationship Between Exchange Rates and Interest Rates in Post-Crisis Asia," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 575, Aug.
  5. Hwee Kwan Chow, 2004, "A VAR Analysis of Singapore’s Monetary Transmission Mechanism," Working Papers, Singapore Management University, School of Economics, number 19-2004, Sep.
  6. Tomoki Fujii, 2004, "Commune-Level Estimation of Poverty Measures and its Application in Cambodia," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2004-48.
  7. Elbers, Chris & Tomoki Fujii & Lanjouw, Peter & Ozler, Berk & Yin, Wesley, 2004, "Poverty alleviation through geographic targeting : how much does disaggregation help?," Policy Research Working Paper Series, The World Bank, number 3419, Oct.
  8. Aurobindo Ghosh & Anil K. Bera, 2004, "Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 319, Aug.
  9. Aurobindo Ghosh & Anil K. Bera, 2004, "A Smooth Test for Density Forecast Evaluation," Econometric Society 2004 Australasian Meetings, Econometric Society, number 187, Aug.
  10. Zhijie Xiao & Anil K. Bera & Aurobindo Ghosh, 2004, "Smooth Test For Testing Equality Of Two Densities," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 714, Aug.
  11. Hian Teck Hoon & Edmund S. Phelps, 2004, "A Structuralist Model of the Small Open Economy in the Short, Medium and Long Run," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c009_005, Jun.
  12. Edmund S. Phelps & Hian Teck Hoon & Gylfi Zoega, 2004, "The Structuralist Perspective on Real Exchange Rate, Share Price Level and Employment Path: What Room is Left for Money?," Working Papers, Singapore Management University, School of Economics, number 05-2004, Jan.
  13. Hiau Looi Kee & Hian Teck Hoon, 2004, "Trade, Capital Accumulation and Structural Unemployment: An Empirical Study of the Singapore Economy," Working Papers, Singapore Management University, School of Economics, number 06-2004, Feb, revised Mar 2004.
  14. Fali Huang, 2004, "Social Trust, Cooperation, and Human Capital," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 610, Aug.
  15. Huang Fali, 2004, "Social Trust and Economic Governance," Working Papers, Singapore Management University, School of Economics, number 14-2004, Apr.
  16. Atsushi Kajii & Takashi Ui, 2004, "Agreeable Bets with Multiple Priors," KIER Working Papers, Kyoto University, Institute of Economic Research, number 581, Feb.
  17. Atsushi Kajii & Takashi Ui, 2004, "Trade with Heterogeneous Multiple Priors," KIER Working Papers, Kyoto University, Institute of Economic Research, number 582, Feb.
  18. Atsushi Kajii & Takashi Ui, 2004, "Incomplete Information Games with Multiple Priors," KIER Working Papers, Kyoto University, Institute of Economic Research, number 583, May.
  19. Chaiki Hara & Atsushi Kajii, 2004, "Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs," KIER Working Papers, Kyoto University, Institute of Economic Research, number 590, May.
  20. Gea M. Lee, 2004, "Collusion with Internal Contracting," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 693, Aug.
  21. Kim-Song Tan & Sock-Yong Phang, 2004, "From Efficiency-driven to Innovation-driven Economic Growth: Perspectives from Singapore," Working Papers, Singapore Management University, School of Economics, number 15-2004, Apr.
  22. Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6d36x00z, Sep.
  23. Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004, "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6mf9q2rt, Nov.
  24. Peter C.B. Phillips, 2004, "Automated Discovery in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1469, Jul.
  25. Peter C.B. Phillips, 2004, "HAC Estimation by Automated Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1470, Jul.
  26. Peter C.B. Phillips & Tassos Magdalinos, 2004, "Limit Theory for Moderate Deviations from a Unit Root," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1471, Jul.
  27. Peter C.B. Phillips, 2004, "Challenges of Trending Time Series Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1472, Jul.
  28. Rustam Ibragimov & Peter C.B. Phillips, 2004, "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1473, Jul.
  29. Offer Lieberman & Peter C.B. Phillips, 2004, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1474, Jul.
  30. Liudas Giraitis & Peter C.B. Phillips, 2004, "Uniform Limit Theory for Stationary Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1475, Jul.
  31. Anthony S. Tay & Aamir R. Hashmi, 2004, "Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 634, Aug.
  32. Anthony Tay & Christopher Ting & Yiu Kuen Tse & Mitch Warachka, 2004, "Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure," Working Papers, Singapore Management University, School of Economics, number 09-2004, Mar.
  33. Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004, "Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore," Working Papers, Singapore Management University, School of Economics, number 02-2005, Jul, revised Jan 2005.
  34. Y. K. Tse & Z. L. Yang, 2004, "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 424, Aug.
  35. Zhenlin Yang & Yiu Kuen Tse, 2004, "Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression," Working Papers, Singapore Management University, School of Economics, number 10-2004, Mar.
  36. Melvyn Teo & Yiu Kuen Tse & Mitch Warachka, 2004, "Robust Tests of Market Efficiency using Statistical Arbitrage," Working Papers, Singapore Management University, School of Economics, number 12-2004, Apr.

2003

  1. Simon Grant & Atsushi Kajii & Ben Polak, 2003, "Accidents of Birth, Life Chances and the Impartial Observer," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0582, May.
  2. Grant, Simon & Kajii, Atsushi & Menezes, Flavio & Ryan, Matthew, 2003, "Auctions with Options to Re-auction," Working Papers, Rice University, Department of Economics, number 2003-15, Jul.
  3. Phillips, Peter & Sul, Donggyu, 2003, "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," Working Papers, Department of Economics, The University of Auckland, number 177.
  4. Phillips, Peter & Sul, Donggyu, 2003, "The Elusive Empirical Shadow of Growth Convergence," Working Papers, Department of Economics, The University of Auckland, number 197.
  5. Victoria Zinde-Walsh & Peter C.B. Phillips, 2003, "Fractional Brownian Motion as a Differentiable Generalized Gaussian Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1391, Jan.
  6. Peter C.B. Phillips & Jun Yu, 2003, "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1392, Jan.
  7. Peter C.B. Phillips, 2003, "Vision and Influence in Econometrics: John Denis Sargan," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1393, Jan.
  8. Peter C.B. Phillips, 2003, "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1397, Feb.
  9. Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2003, "Incidental Trends and the Power of Panel Unit Root Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1435, Sep.
  10. Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003, "Prewhitening Bias in HAC Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1436, Sep.
  11. Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003, "Long Run Variance Estimation Using Steep Origin Kernels without Truncation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1437, Sep.
  12. Y.K. Tse & Xibin Zhang, 2003, "A Monte Carlo Investigation of Some Tests for Stochastic Dominance," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/03, Mar.
  13. Sing-Fat Chu & Winston T.H. Koh & Yiu Kuen Tse, 2003, "Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore," Working Papers, Singapore Management University, School of Economics, number 02-2004, Dec.

2002

  1. Pao-Li Chang, 2002, "Endogenous Tariff Formation with Intra-Industry Trade," Working Papers, Research Seminar in International Economics, University of Michigan, number 476.
  2. Pao-Li Chang, 2002, "The Evolution and Utilization of the GATT/WTO Dispute Settlement Mechanism," Working Papers, Research Seminar in International Economics, University of Michigan, number 475.
  3. Grant, Simon & Kajii, A. & Polak, B., 2002, "Accident of Birth, Life Chances adn the Impartial Observer," Working Papers, Rice University, Department of Economics, number 2002-08, Oct.
  4. Takashi Kunimoto & Roberto Serrano, 2002, "Bargaining and Competition Revisited," Working Papers, Brown University, Department of Economics, number 2002-14.
  5. Phillips, Peter & Sul, Donggyu, 2002, "Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence," Working Papers, Department of Economics, The University of Auckland, number 194.
  6. Peter C.B. Phillips & Binbin Guo & Zhijie Xiao, 2002, "Efficient Regression in Time Series Partial Linear Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1363, May.
  7. Ling Hu & Peter C.B. Phillips, 2002, "Nonstationary Discrete Choice," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1364, May.
  8. Ling Hu & Peter C.B. Phillips, 2002, "Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1365, May.
  9. Yixiao Sun & Peter C.B. Phillips, 2002, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1366, May.
  10. Katsumi Shimotsu & Peter C.B. Phillips, 2002, "Exact Local Whittle Estimation of Fractional Integration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1367, Aug, revised Jul 2004.
  11. Sainan Jin & Peter C.B. Phillips, 2002, "The KPSS Test with Seasonal Dummies," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1373, May.
  12. Offer Lieberman & Peter C.B. Phillips, 2002, "Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1374, May.
  13. Y.K. Tse & Xibin Zhang & Jun Yu, 2002, "Estimation of Hyperbolic Diffusion Using MCMC Method," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/02, Sep.
  14. Yu, Jun & Yang, Zhenlin, 2002, "A Class of Nonlinear Stochastic Volatility Models," Working Papers, Department of Economics, The University of Auckland, number 203.
  15. Jun Yu & Zhenlin Yang & Xibin Zhang, 2002, "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/02, Nov.

2001

  1. Offer Lieberman & Peter C.B. Phillips, 2001, "Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1308, Jul.
  2. Jun Yu & Peter C.B. Phillips, 2001, "Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1309, Jul.
  3. Peter C.B. Phillips, 2001, "Regression with Slowly Varying Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1310, Jul.
  4. Andrew Jeffrey & Linton, Oliver Linton & Thong Nguyen & Peter C.B. Phillips, 2001, "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1311, Jul.
  5. Zhijie Xiao & Peter C.B. Phillips, 2001, "A CUSUM Test for Cointegration Using Regression Residuals," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1329, Sep.
  6. Peter C.B. Phillips, 2001, "Bootstrapping Spurious Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1330, Sep.
  7. Peter C.B. Phillips & Joon Y. Park & Yoosoon Chang, 2001, "Nonlinear Instrumental Variable Estimation of an Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1331, Sep.
  8. Federico M. Bandi & Peter C.B. Phillips, 2001, "Fully Nonparametric Estimation of Scalar Diffusion Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1332, Sep.

2000

  1. Kajii, A. & Hara, C., 2000, "On the Range of the Risk-Free Interest Rate in Incomplete Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0030, Dec.
  2. Kerr, William A. & Phillips, Peter W.B., 2000, "The Biosafety Protocol And International Trade In Genetically Modified Organisms," CATRN Papers, Canadian Agri-Food Trade Research Network, number 12893, DOI: 10.22004/ag.econ.12893.
  3. Phillips, Peter & Yu, Jun, 2000, "Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates Rankings of Economics Departments in New Zealand," Working Papers, Department of Economics, The University of Auckland, number 161.
  4. Schiff, Aaron & Phillips, Peter, 2000, "Forecasting New Zealand's Real GDP," Working Papers, Department of Economics, The University of Auckland, number 186.
  5. Peter C.B. Phillips, 2000, "Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1264, Jul.
  6. Katsumi Shimotsu & Peter C.B. Phillips, 2000, "Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1265, Jul.
  7. Katsumi Shimotsu & Peter C.B. Phillips, 2000, "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1266, Jul, revised Sep 2003.
  8. Katsumi Shimotsu & Peter C.B. Phillips, 2000, "Pooled Log Periodogram Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1267, Jul.
  9. Hyungsik Roger Moon & Peter C.B. Phillips, 2000, "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1274, Sep.
  10. Carmela E. Quintos & Zhenhong Fan & Peter C.B. Phillips, 2000, "Structural Change in Tail Behavior and the Asian Financial Crisis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1283, Nov.
  11. Federico Bandi & Peter C. B. Phillips, 2000, "Accelerated Asymptotics for Diffusion Model Estimation," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1656, Aug.
  12. Anthony Tay & Kenneth F. Wallis, 2000, "Density Forecasting: A Survey," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0370, Aug.
  13. Tilak Abeysinghe & Anthony S. Tay, 2000, "Dynamic Regressions with Variables Observed at Different Frequencies," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0752, Aug.
  14. Y.K. Tse & Albert K.C. Tsui, 2000, "A Multivariate GARCH Model with Time-Varying Correlations," Econometrics, University Library of Munich, Germany, number 0004007, Nov.

1999

  1. Grant, S. & Kajii, A. & Polak, B., 1999, "Third Down with a Yard to Go: The Dixit-Skeath Conundrum on Equilibria in Competitive Games," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 1999-375, Jul.
  2. Simon Grant & Atsushi Kajii & Ben Polak, 1999, "Decomposable Choice Under Uncertainty," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1207, Jan.
  3. Simon Grant & Atsushi Kajii & Ben Polak, 1999, "Preference for Information and Dynamic Consistency," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1208, Jan.
  4. Phillips, Peter, 1999, "Discrete Fourier Transforms of Fractional Processes August," Working Papers, Department of Economics, The University of Auckland, number 149.
  5. Moon, Hyungsik & Phillips, Peter C.B., 1999, "Maximum Likelihood Estimation in Panels with Incidental Trends," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt3f55r5mj, Jan.
  6. Moon, Hyungsik R. & Phillips, Peter C.B., 1999, "Estimation of Autoregressive Roots near Unity using Panel Data," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt7fd8x80m, Jul.
  7. Phillips, Peter C.B. & Moon, Hyungsik R., 1999, "How to Estimate Autoregressive Roots Near Unity," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt87p2z8zx, Aug.
  8. Peter C.B. Phillips, 1999, "Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1219, Jun.
  9. Peter C.B. Phillips & Werner Ploberger, 1999, "Empirical Limits for Time Series Econometric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1220, May.
  10. Peter C.B. Phillips & Hyungsik R. Moon, 1999, "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1221, Jun.
  11. Peter C.B. Phillips & Hyungsik R. Moon, 1999, "Linear Regression Limit Theory for Nonstationary Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1222, Jun.
  12. Peter C.B. Phillips & Joon Y. Park, 1999, "Nonstationary Binary Choice," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1223, Jun.
  13. Peter C.B. Phillips, 1999, "Discrete Fourier Transforms of Fractional Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1243, Dec.
  14. Peter C.B. Phillips, 1999, "Unit Root Log Periodogram Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1244, Dec.
  15. Yoosoon Chang & Joon Y. Park & Peter C.B. Phillips, 1999, "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1245, Dec.

1998

  1. Kilian, L. & Chang, P.L., 1998, "How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks?," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-06.
  2. Hoon, H.T. & Phelps, E.S., 1998, "Low-Wage Employment Subsidies in a Labor-Turnover Model of the 'Natural Rate'," Papers, Indiana - Center for Econometric Model Research, number 98-004.
  3. Simon Grant & Atsushi Kajii & Ben Polak, 1998, "On the Skiadas 'Conditional Preference Approach' to Choice Under Uncertainty," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1178, May.
  4. Alessandro Citanna & Atsushi Kajii & Antonio Villanacci, 1998, "Constrained suboptimality in incomplete markets: a general approach and two applications," Post-Print, HAL, number hal-00479390, Apr, DOI: 10.1007/s001990050199.
  5. Peter C.B. Phillips, 1998, "Econometric Analysis of Fisher's Equation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1180, Jun.
  6. Peter C.B. Phillips & Joon Y. Park, 1998, "Nonstationary Density Estimation and Kernel Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1181, Jun.
  7. Peter C.B. Phillips & Joon Y. Park, 1998, "Asymptotics for Nonlinear Transformations of Integrated Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1182, Jun.
  8. Peter C.B. Phillips & Zhijie Xiao, 1998, "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1189, Aug.
  9. Joon Y. Park & Peter C.B. Phillips, 1998, "Nonlinear Regressions with Integrated Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1190, Aug.
  10. Zhijie Xiao & Peter C.B. Phillips, 1998, "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1192, Aug.
  11. Peter C.B. Phillips, 1998, "New Unit Root Asymptotics in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1196, Oct.
  12. Werner Ploberger & Peter C.B. Phillips, 1998, "Rissanen's Theorem and Econometric Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1197, Oct.
  13. John C. Chao & Peter C.B. Phillips, 1998, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1198, Oct.
  14. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998, "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-079, Aug.

1997

  1. Simon Grant & Atsushi Kajii & Ben Polak, 1997, "Weakening the Sure-Thing Principle: Decomposable Choice under Uncertainty," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 339, Oct.
  2. Grant, S & Kajii, A & Polak, B, 1997, "Intrinsic Preference for Information," Papers, Australian National University - Department of Economics, number 323.
  3. Grant, S & Kajii, A & Polak, B, 1997, "Temporal Resolution of Uncertainty and Recursive Non-Expected Utility Models," Papers, Australian National University - Department of Economics, number 324.
  4. Atsushi Kajii & Stephen Morris, 1997, "Payoff Continuity in Incomplete Information Games," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1193R, Jun.
  5. Atsushi Kajii & Stephen Morris, 1997, "Refinements and Social Order Beliefs: A Unified Survey," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1197, Oct.
  6. John C. Chao & Peter C.B. Phillips, 1997, "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1155, Jul.
  7. Zhijie Xiao & Peter C.B. Phillips, 1997, "An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1161, Sep.
  8. In Choi & Peter C.B. Phillips, 1997, "Regressions for Partially Identified, Cointegrated Simultaneous Equations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1162, Sep.
  9. Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997, "Band Spectral Regression with Trending Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1163, Sep.
  10. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997, "Evaluating density forecasts," Working Papers, Federal Reserve Bank of Philadelphia, number 97-6.
  11. Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1997, "Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters," NBER Working Papers, National Bureau of Economic Research, Inc, number 6228, Oct.

1996

  1. Simon Grant & Atsushi Kajii & Ben Polak, 1996, "Preference for Information," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1114, Jan.
  2. Peter C.B. Phillips & Chin Chin Lee, 1996, "Efficiency Gains from Quasi-Differencing Under Nonstationarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1134, Sep.
  3. Peter C.B. Phillips, 1996, "Spurious Regression Unmasked," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1135, Oct.
  4. John C. Chao & Peter C.B. Phillips, 1996, "Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1137, Nov.

1995

  1. Peter C.B. Phillips, 1995, "Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1102, Jun.
  2. Peter C.B. Phillips, 1995, "Automated Forecasts of Asia-Pacific Economic Activity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1103, Jun.
  3. Peter C.B. Phillips, 1995, "Unit Root Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1104, Jun.

1994

  1. KAJII, Atsushi, 1994, "On the Role of Paper Money in General Equilibrium Model without Transactions Costs," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1994008, Jan.
  2. GRANT, Simon & KAJII, Atsushi, 1994, "Ausi Expected Utility : An Anticipated Utility Theory of Relative Disappointment Aversion," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1994045, Oct.
  3. Peter C.B. Phillips & James W. McFarland & Patrick C. McMahon, 1994, "Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920's," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1080, Sep.
  4. Peter C.B. Phillips, 1994, "Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1081, Sep.
  5. Yuichi Kitamura & Peter C.B. Phillips, 1994, "Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1082, Sep.
  6. Peter C.B. Phillips, 1994, "Model Determination and Macroeconomic Activity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1083, Sep.

1993

  1. Peter C.B. Phillips, 1993, "Fully Modified Least Squares and Vector Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1047, May.
  2. Peter C.B. Phillips & James W. McFarland, 1993, "Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since 1984," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1055, Aug, revised 1996.
  3. Peter C.B. Phillips, 1993, "Robust Nonstationary Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1064, Nov.

1992

  1. Loretan, M. & Phillips, P.C.B., 1992, "Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets," Working papers, Wisconsin Madison - Social Systems, number 9208.
  2. Peter C.B. Phillips & Werner Ploberger, 1992, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1017, May.
  3. Peter C.B. Phillips, 1992, "Bayesian Model Selection and Prediction with Empirical Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1023, Jul.
  4. Peter C.B. Phillips, 1992, "Bayes Models and Forecasts of Australian Macroeconomic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1024, Aug.
  5. Peter C.B. Phillips, 1992, "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1025, Aug.
  6. Peter C.B. Phillips & Werner Ploberger, 1992, "Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1038, Oct.
  7. Peter C.B. Phillips, 1992, "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1039, Nov.
  8. Peter C.B. Phillips, 1992, "Hyper-Consistent Estimation of a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1040, Nov.

1991

  1. Peter C.B. Phillips, 1991, "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1000, Oct.
  2. Hiro Y. Toda & Peter C.B. Phillips, 1991, "Vector Autoregression and Causality: A Theoretical Overview and Simulation Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1001, Oct.
  3. Eric Zivot & Peter C.B. Phillips, 1991, "A Bayesian Analysis of Trend Determination in Economic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1002, Oct.
  4. Peter C.B. Phillips, 1991, "Unidentified Components in Reduced Rank Regression Estimation of ECM's," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1003, Oct.
  5. Hiro Y. Toda & Peter C.B. Phillips, 1991, "Vector Autoregression and Causality," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 977, May.
  6. Hiro Y. Toda & Peter C.B. Phillips, 1991, "The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 978, May.
  7. Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991, "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 979, May.
  8. Peter C.B. Phillips & Werner Ploberger, 1991, "Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 980, May.
  9. Peter C.B. Phillips, 1991, "Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 986, Jul.
  10. Dean Corbea & Sam Ouliaris & Peter C.B. Phillips, 1991, "A Reexamination of the Consumption Function Using Frequency Domain Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 997, Oct.
  11. Peter C.B. Phillips, 1991, "Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 998, Oct.
  12. Peter C.B. Phillips, 1991, "The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 999, Oct.
  13. Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1991, "A Rexamination of the Consumption Function Using Frequency Domain Regressions," Working Papers, University of Iowa, Department of Economics, number 91-25.

1990

  1. Peter C.B. Phillips & Mico Loretan, 1990, "Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 947, Jul.
  2. Peter C.B. Phillips, 1990, "Operational Algebra and Regression t-Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 948, Jul.
  3. Peter C.B. Phillips, 1990, "A Shortcut to LAD Estimator Asymptotics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 949, Jul.
  4. Peter C.B. Phillips, 1990, "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 950, Jul.

1989

  1. Peter C.B. Phillips, 1989, "A Little Magic with the Cauchy Distribution," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 886.
  2. Peter C.B. Phillips, 1989, "A New Proof of Knight's Theorem on the Cauchy Distribution," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 887.
  3. Peter C.B. Phillips, 1989, "Time Series Regression with a Unit Root and Infinite Variance Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 897R, revised Aug 1989.
  4. Peter C.B. Phillips & Mico Loretan, 1989, "The Durbin-Watson Ratio Under Infinite Variance Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 898R, revised Aug 1989.
  5. Peter C.B. Phillips & In Choi, 1989, "Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number CFP 899, Mar.
  6. Peter C.B. Phillips & Mico Loretan, 1989, "Estimating Long Run Economic Equilibria," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 928, Oct.
  7. In Choi & Peter C.B. Phillips, 1989, "Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 929, Oct.
  8. Peter C.B. Phillips & Victor Solo, 1989, "Asymptotics for Linear Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 932, Oct.
  9. Peter C.B. Phillips & Peter Schmidt, 1989, "Testing for a Unit Root in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 933, Oct.

1988

  1. Peter C.B. Phillips, 1988, "The Characteristic Function of the Dirichlet and Multivariate F Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 865, Jan.
  2. Peter C.B. Phillips, 1988, "Optimal Inference in Cointegrated Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 866R, revised Aug 1989.
  3. Peter C.B. Phillips & Bruce E. Hansen, 1988, "Statistical Inference in Instrumental Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 869R, revised Apr 1989.
  4. Peter C.B. Phillips, 1988, "Spectral Regression for Cointegrated Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 872, Apr.
  5. Peter C.B. Phillips & Sam Ouliaris & Joon Y. Park, 1988, "Testing for a Unit Root in the Presence of a Maintained Trend," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 880, Jun.
  6. Peter C.B. Phillips & Bruce E. Hansen, 1988, "Estimation and Inference in Models of Cointegration: A Simulation Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 881, Jul.
  7. Peter C.B. Phillips, 1988, "Error Correction and Long Run Equilibrium in Continuous Time," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 882R, revised Jul 1989.
  8. Peter C.B. Phillips, 1988, "Reflections on Econometric Methodology," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 893, Dec.

1987

  1. Peter C.B. Phillips, 1987, "Spherical Matrix Distributions and Cauchy Quotients," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 823, Feb.
  2. Peter C.B. Phillips, 1987, "Conditional and Unconditional Statistical Independence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 824R, revised Dec 1987.
  3. Peter C.B. Phillips & Vassilis A. Hajivassiliou, 1987, "Bimodal t-Ratios," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 842, Jul.
  4. Peter C.B. Phillips, 1987, "Partially Identified Econometric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 845R, revised Aug 1988.
  5. Peter C.B. Phillips, 1987, "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 846, Jul.
  6. Peter C.B. Phillips & Sam Ouliaris, 1987, "Asymptotic Properties of Residual Based Tests for Cointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 847R, revised Jul 1988.
  7. Peter C.B. Phillips, 1987, "Multiple Regression with Integrated Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 852, Nov.

1986

  1. Peter C.B. Phillips, 1986, "Regression Theory for Near-Integrated Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 781R, Jan, revised Jan 1987.
  2. Peter C.B. Phillips, 1986, "Towards a Unified Asymptotic Theory for Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 782R, Feb, revised Aug 1986.
  3. Donald W.K. Andrews & Peter C.B. Phillips, 1986, "Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 786, Mar.
  4. Steven N. Durlauf & Peter C.B. Phillips, 1986, "Trends Versus Random Walks in Time Series Analysis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 788, Apr.
  5. Peter C.B. Phillips & Pierre Perron, 1986, "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 795R, revised Sep 1987.
  6. Peter C.B. Phillips, 1986, "Weak Convergence to the Matrix Stochastic Integral BdB," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 796, Jul.
  7. Peter C.B. Phillips & Joon Y. Park, 1986, "On the Formulation of Wald Tests of Nonlinear Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 801, Sep.
  8. Peter C.B. Phillips & Joon Y. Park, 1986, "Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 802.
  9. Peter C.B. Phillips & Sam Ouliaris, 1986, "Testing for Cointegration Using Principal Component Measures," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 809R, revised Jul 1987.
  10. Peter C.B. Phillips & Joon Y. Park, 1986, "Statistical Inference in Regressions with Integrated Processes: Part 1," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 811R, revised Aug 1987.
  11. Peter C.B. Phillips & Joon Y. Park, 1986, "Statistical Inference in Regressions with Integrated Processes: Part 2," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 819R, revised Feb 1987.
  12. Perron, P. & Phillips, P.C.B., 1986, "Does Gnp Have a Unit Root? a Reevaluation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8640.

1985

  1. Peter C.B. Phillips, 1985, "The Distribution of FIML in the Leading Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 739, Apr.
  2. Peter C.B. Phillips, 1985, "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 740R, Apr, revised Feb 1986.
  3. Peter C.B. Phillips, 1985, "Understanding Spurious Regressions in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 757, Jul.
  4. Peter C.B. Phillips, 1985, "Asymptotic Expansions in Nonstationary Vector Autoregressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 765, Aug.
  5. Peter C.B. Phillips, 1985, "Fractional Matrix Calculus and the Distribution of Multivariate Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 767, Sep.
  6. Peter C.B. Phillips & Steven N. Durlauf, 1985, "Multiple Time Series Regression with Integrated Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 768, Sep.

1984

  1. Peter C.B. Phillips & R.C. Reiss, 1984, "Testing for Serial Correlation and Unit Roots Using a Computer Function Routine Bases on ERA's," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 721, Sep.
  2. Peter C.B. Phillips, 1984, "The Exact Distribution of the Wald Statistic," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 722, Sep.
  3. Sam Ouliaris & Peter C.B. Phillips, 1984, "The Exact Distribution of the Wald Statistic: The Non-Central Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 731, Nov.

1983

  1. Peter C.B. Phillips, 1983, "On University Education in Econometrics: Remarks on an Article by Eric R. Sowey," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 679, Sep.
  2. Peter C.B. Phillips, 1983, "The Exact Distribution of Zellner's SUR," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 680, Aug.
  3. Peter C.B. Phillips, 1983, "The Exact Distribution of Exogenous Variable Coefficient Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 681, Jul.
  4. Peter C.B. Phillips, 1983, "The Exact Distribution of the Stein-Rule Estimator," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 682.
  5. Peter C.B. Phillips, 1983, "Finite Sample Econometrics Using ERA's," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 683, Nov.
  6. Peter C.B. Phillips, 1983, "An Everywhere Convergent Series Representation of the Distribution of Hotelling's Generalized T_{0}^{2}," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 723R, revised Mar 1986.

1982

  1. Peter C.B. Phillips, 1982, "Small Sample Distribution Theory in Econometric Models of Simultaneous Equations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 617, Feb.
  2. Peter C.B. Phillips, 1982, "Exact Small Sample Theory in the Simultaneous Equations Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 621, Mar.
  3. Peter C.B. Phillips, 1982, "On the Exact Distribution of LIML (revised and extended, see CFDP 658)," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 626, Mar.
  4. Peter C.B. Phillips, 1982, "The Distribution of Matrix Quotients," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 637, Jul.
  5. Peter C.B. Phillips, 1982, "Failure of the Alternation Theorem in Rational Approximations Over C_0(-infinity,infinity)," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 638, Jul.
  6. Peter C.B. Phillips, 1982, "ERA's: A New Approach to Small Sample Theory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 645, Aug.
  7. Peter C.B. Phillips, 1982, "The Exact Distribution of LIML: I," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 658, Dec.

1981

  1. Peter C.B. Phillips, 1981, "A New Approach to Small Sample Theory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 608, Oct.
  2. Peter C.B. Phillips, 1981, "Marginal Densities of Instrumental Variable Estimators in the General Single Equation Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 609, Oct.

1980

  1. R.W. Bailey & V.B. Hall & Peter C.B. Phillips, 1980, "A Model of Output, Employment, Capital Formation and Inflation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 552, May.
  2. Peter C.B. Phillips, 1980, "On a Lemma of Amemiya," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 560.
  3. Peter C.B. Phillips, 1980, "The Characteristic Function of the F Distribution," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 561, Sep.
  4. Peter C.B. Phillips, 1980, "Best Uniform Approximation to Probability Densities in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 562, Sep.
  5. Peter C.B. Phillips, 1980, "Characteristic Functions and the Tail Behavior of Probability Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 567.
  6. Esfandier Maasoumi & Peter C.B. Phillips, 1980, "On the Behavior of Inconsistent Instrumental Variable Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 568, Dec.
  7. Phillips, Peter C.B., 1980, "On the Consistency of Non-Linear FIML," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 573, Dec.

1979

  1. Bailey, R.W. & Hall, V.B. & Phillips, P.C.B., 1979, "A Small Model Of Output, Employment, Capital Formation And Inflation, Applied To The New Zealand Economy," Working Papers, University of Sydney, School of Economics, number 32, May.

1978

  1. Peter C.B. Phillips, 1978, "A Note on the Saddlepoint Approximation in the First Order Non-Circular Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 487.

Undated

  1. Julio Dvila & Piero Gottardi & Atsushi Kajii, undated, "Local Sunspot Equilibria Reconsidered," Penn CARESS Working Papers, Penn Economics Department, number 164a7928416be97f49ebc2b58.
  2. Piero Gottardi & Atsushi Kajii, undated, "Generic Existence of Sunspot Equilibria: The Case of real Assets," Penn CARESS Working Papers, Penn Economics Department, number 4c2e0b92f85ceac3016cafb02.
  3. Atsushi Kajii, undated, "The Sequential Regularity of Competitive Equilibria and Sunspots," Penn CARESS Working Papers, Penn Economics Department, number e2d9482c0b44fc6a481e83aae.
  4. Atsushi Kajii & Stephen Morris, undated, "The Robustness of Equilibria to Incomplete Information," Penn CARESS Working Papers, Penn Economics Department, number ed504c985fc375cbe719b3f60.
  5. Peter C.B. Phillips & Ye Chen, undated, "Restricted Likelihood Ratio Tests in Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1968.
  6. Jin Seo Cho & Peter C.B. Phillips, undated, "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1970.
  7. Peter C.B.Phillips & Jun Yu, undated, "Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-05-2009.
  8. Daniel Preve, undated, "Linear programming-based estimators in nonnegative autoregression," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_001.

Journal articles

2026

  1. Yoshiki Ando, 2026, "Dynamics of High‐Growth Young Firms and the Role of Venture Capitalists," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 67, issue 3, pages 779-798, August, DOI: 10.1111/iere.70048.
  2. Ho, Christine & Kim, Dahye & Ray, Rohan & Teerawichitchainan, Bussarawan, 2026, "Childlessness and health in middle age and older adulthood: Evidence from Singapore," European Economic Review, Elsevier, volume 184, issue C, DOI: 10.1016/j.euroecorev.2026.105279.
  3. Teerawichitchainan, Bussarawan & Kim, Dahye & Hui Min, Pearlyn Neo & Ho, Christine, 2026, "Childlessness and advance care planning in midlife and late adulthood: A mixed-methods study in Singapore," Social Science & Medicine, Elsevier, volume 396, issue C, DOI: 10.1016/j.socscimed.2026.119112.
  4. Paul Ho, 2026, "Are We There Yet? The Road Back to 2 Percent Inflation," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 26, issue 09, March.
  5. Chatterji, Shurojit & Kunimoto, Takashi & Ramos, Paulo, 2026, "Compellingness in Nash implementation," Games and Economic Behavior, Elsevier, volume 158, issue C, pages 35-62, DOI: 10.1016/j.geb.2026.02.008.
  6. Kunimoto, Takashi & Zhang, Cuiling, 2026, "Efficient bilateral trade with interdependent values: The use of two-stage mechanisms," Journal of Mathematical Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.jmateco.2025.103191.
  7. Takashi Kunimoto & Rene Saran & Roberto Serrano, 2026, "Corrigendum to “Interim Rationalizable Implementation of Functions” (Kunimoto T, Saran R, Serrano R (2024) Mathematics of Operations Research 49(3):1791–1824)," Mathematics of Operations Research, INFORMS, volume 51, issue 1, pages 666-667, January, DOI: 10.1287/moor.2024.0704.
  8. Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2026, "Testing Mean Stability of Heteroskedastic Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 47, issue 1, pages 182-200, January, DOI: 10.1111/jtsa.12840.
  9. Peter C. B. Phillips, 2026, "Semiparametric Cointegrating Rank Selection for Curved Cross‐Section Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 4, pages 623-642, August, DOI: 10.1111/obes.70061.
  10. Wang, Qiying & Phillips, Peter C. B., 2026, "A General Limit Theory For Nonlinear Functionals Of Nonstationary Time Series," Econometric Theory, Cambridge University Press, volume 42, issue 1, pages 5-62, February.
  11. Shi, Shuping & Phillips, Peter C.B., 2026, "Uncovering mild drift in asset prices with intraday high-frequency data," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106177.

2025

  1. Hwee Kwan Chow, 2025, "Gauging growth risk in an international financial centre: some evidence from Singapore," Empirical Economics, Springer, volume 68, issue 5, pages 2199-2224, May, DOI: 10.1007/s00181-024-02705-w.
  2. Christine Ho, 2025, "Bridging generations: Intergenerational transfers and time use in a changing world," Review of Economics of the Household, Springer, volume 23, issue 3, pages 869-876, September, DOI: 10.1007/s11150-025-09800-6.
  3. Christine Ho & Kathleen McGarry, 2025, "Brothers, sisters, and support to older parents: separate spheres across and within support types?," Journal of Population Economics, Springer;European Society for Population Economics, volume 38, issue 1, pages 1-38, March, DOI: 10.1007/s00148-025-01059-6.
  4. Katharine Anderson & Paul Ho & Nathan Robino, 2025, "Economic Effects Everywhere All at Once," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 25, issue 25, June.
  5. Liyu Dou & Paul Ho & Thomas A. Lubik, 2025, "What Drives Business Cycles?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 25, issue 37, October.
  6. Anmol Bhandari & Jaroslav Borovička & Paul Ho, 2025, "Survey Data and Subjective Beliefs in Business Cycle Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 92, issue 3, pages 1375-1437.
  7. Rerotlhe B. Basele & Peter C. B. Phillips & Shuping Shi, 2025, "Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven," Journal of Time Series Analysis, Wiley Blackwell, volume 46, issue 5, pages 814-828, September, DOI: 10.1111/jtsa.12835.
  8. Lee, Jungyoon & Phillips, Peter C. B. & Rossi, Francesca, 2025, "Heteroskedasticity Robust Specification Testing In Spatial Autoregression," Econometric Theory, Cambridge University Press, volume 41, issue 5, pages 995-1043, October.
  9. Sun, Yixiao & Phillips, Peter C.B. & Kheifets, Igor L., 2025, "Estimation and inference in a possibly multicointegrated system with a fixed number of instruments," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112297.
  10. Wang, Ying & Phillips, Peter C.B. & Tu, Yundong, 2025, "Limit theory and inference in non-cointegrated functional coefficient regression," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105996.
  11. Wang, Ying & Phillips, Peter C.B., 2025, "Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106007.
  12. Cho, Jin Seo & Phillips, Peter C.B., 2025, "GMM estimation with Brownian kernels applied to income inequality measurement," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106110.
  13. Jia Li & Peter C B Phillips , & Shuping Shi & Jun Yu, 2025, "Weak Identification of Long Memory with Implications for Volatility Modeling," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 10, pages 3117-3148.
  14. Lynn Bergeland Morgan & Peter C. B. Phillips & Donggyu Sul, 2025, "Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 6, pages 697-714, September, DOI: 10.1002/jae.3137.

2024

  1. Tomoki Fujii, 2024, "Spatial disaggregation of poverty and disability: application to Tanzania," Empirical Economics, Springer, volume 66, issue 2, pages 705-734, February, DOI: 10.1007/s00181-023-02478-8.
  2. Bussarawan Teerawichitchainan & Dahye Kim & Christine Ho, 2024, "Childlessness, Social Network Profiles in Midlife and Late Adulthood, and Their Implications for Subjective Well-Being," The Journals of Gerontology: Series B, The Gerontological Society of America, volume 79, issue 6, pages 331-357.
  3. Ho, Paul, 2024, "Estimating the effects of demographics on interest rates: A robust Bayesian perspective," Journal of Economic Dynamics and Control, Elsevier, volume 158, issue C, DOI: 10.1016/j.jedc.2023.104772.
  4. Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2024, "Averaging impulse responses using prediction pools," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103571.
  5. Paul Ho, 2024, "How Do Demographics Influence r*?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 24, issue 18, June.
  6. Paul Ho & Thomas A. Lubik, 2024, "Examining the Differences in r* Estimates," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 24, issue 36, November.
  7. Li, Xiaolu & Ma, Lin & Tang, Yang, 2024, "Migration and resource misallocation in China," Journal of Development Economics, Elsevier, volume 167, issue C, DOI: 10.1016/j.jdeveco.2023.103218.
  8. Ma, Lin & Tang, Yang, 2024, "The distributional impacts of transportation networks in China," Journal of International Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jinteco.2023.103873.
  9. Yu, Ping & Liao, Qin & Phillips, Peter C. B., 2024, "New Control Function Approaches In Threshold Regression With Endogeneity," Econometric Theory, Cambridge University Press, volume 40, issue 5, pages 1065-1119, October.
  10. Phillips, Peter C.B. & Kheifets, Igor L., 2024, "High-dimensional IV cointegration estimation and inference," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105622.
  11. Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024, "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105626.
  12. Wang, Yiren & Phillips, Peter C.B. & Su, Liangjun, 2024, "Panel data models with time-varying latent group structures," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105685.
  13. Giraitis, Liudas & Li, Yufei & Phillips, Peter C.B., 2024, "Robust inference on correlation under general heterogeneity," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105691.
  14. Ke, Shuyao & Phillips, Peter C.B. & Su, Liangjun, 2024, "Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105761.
  15. Giraitis, Liudas & Li, Yufei & Phillips, Peter C.B., 2024, "Reprint of: Robust inference on correlation under general heterogeneity," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105744.
  16. Eva Biswas & Farzad Sabzikar & Peter C. B. Phillips, 2024, "Boosting the HP filter for trending time series with long-range dependence," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 1, pages 41-79, August, DOI: 10.1080/07474938.2024.2380704.
  17. Liang Jiang & Xiaobin Liu & Peter C. B. Phillips & Yichong Zhang, 2024, "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," The Review of Economics and Statistics, MIT Press, volume 106, issue 2, pages 542-556, March, DOI: 10.1162/rest_a_01089.
  18. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2024, "The boosted Hodrick‐Prescott filter is more general than you might think," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 7, pages 1260-1281, November, DOI: 10.1002/jae.3086.

2023

  1. Hwee Kwan Chow & Keen Meng Choy, 2023, "Economic forecasting in a pandemic: some evidence from Singapore," Empirical Economics, Springer, volume 64, issue 5, pages 2105-2124, May, DOI: 10.1007/s00181-022-02311-8.
  2. Hwee Kwan Chow & Yijie Fei & Daniel Han, 2023, "Forecasting GDP with many predictors in a small open economy: forecast or information pooling?," Empirical Economics, Springer, volume 65, issue 2, pages 805-829, August, DOI: 10.1007/s00181-022-02356-9.
  3. Tomoki Fujii & Maki Nakajima & Sijia Xu, 2023, "Teaching in the right context: Textbook supply program, language, and learning," Review of Development Economics, Wiley Blackwell, volume 27, issue 2, pages 797-824, May, DOI: 10.1111/rode.12978.
  4. Tomoki Fujii, 2023, "BOOK REVIEW — Win: How Public Entrepreneurship Can Transform the Developing World," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 01, pages 317-318, March, DOI: 10.1142/S0217590822800029.
  5. Hian Teck Hoon & Margarita Katsimi & Gylfi Zoega, 2023, "Investment and the long swings of unemployment," Economics of Transition and Institutional Change, John Wiley & Sons, volume 31, issue 3, pages 611-632, July, DOI: 10.1111/ecot.12350.
  6. Paul Ho, 2023, "Forecasting in the absence of precedent," Journal of Economic Surveys, Wiley Blackwell, volume 37, issue 3, pages 1033-1058, July, DOI: 10.1111/joes.12526.
  7. Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2023, "How to go viral: A COVID-19 model with endogenously time-varying parameters," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 70-86, DOI: 10.1016/j.jeconom.2021.01.001.
  8. Ho, Paul, 2023, "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 608-642, DOI: 10.1016/j.jeconom.2022.06.004.
  9. Paul Ho & Pierre-Daniel G. Sarte & Felipe Schwartzman, 2023, "How Does Trade Impact the Way GDP Growth and Inflation Comove Across Countries?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 23, issue 1, January.
  10. Paul Ho, 2023, "Why Are Economists Still Uncertain About the Effects of Monetary Policy?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 23, issue 15, May.
  11. Paul Ho & Mark Watson, 2023, "What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 23, issue 37, November.
  12. Chatterji, Shurojit & Kajii, Atsushi, 2023, "Decentralizability of efficient allocations with heterogeneous forecasts," Journal of Economic Theory, Elsevier, volume 207, issue C, DOI: 10.1016/j.jet.2022.105592.
  13. Chen, Yi-Chun & Kunimoto, Takashi & Sun, Yifei, 2023, "Continuous implementation with payoff knowledge," Journal of Economic Theory, Elsevier, volume 209, issue C, DOI: 10.1016/j.jet.2023.105624.
  14. Yi-Chun Chen & Richard Holden & Takashi Kunimoto & Yifei Sun & Tom Wilkening, 2023, "Getting Dynamic Implementation to Work," Journal of Political Economy, University of Chicago Press, volume 131, issue 2, pages 285-387, DOI: 10.1086/721153.
  15. Krishna, Pravin & Levchenko, Andrei A. & Ma, Lin & Maloney, William F., 2023, "Growth and risk: A view from international trade," Journal of International Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.jinteco.2023.103755.
  16. Shuping Shi & Peter C. B. Phillips, 2023, "Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 56, issue 3, pages 357-362, September, DOI: 10.1111/1467-8462.12523.
  17. Shuping Shi & Peter C.B. Phillips, 2023, "Diagnosing housing fever with an econometric thermometer," Journal of Economic Surveys, Wiley Blackwell, volume 37, issue 1, pages 159-186, February, DOI: 10.1111/joes.12430.
  18. Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023, "Continuously Updated Indirect Inference In Heteroskedastic Spatial Models," Econometric Theory, Cambridge University Press, volume 39, issue 1, pages 107-145, February.
  19. Phillips, Peter C.B., 2023, "Estimation And Inference With Near Unit Roots," Econometric Theory, Cambridge University Press, volume 39, issue 2, pages 221-263, April.
  20. Phillips, Peter C. B. & Wang, Ying, 2023, "Limit Theory For Locally Flat Functional Coefficient Regression," Econometric Theory, Cambridge University Press, volume 39, issue 5, pages 900-949, October.
  21. Wang, Qiying & Phillips, Peter C. B., 2023, "Optimal Bandwidth Selection In Nonlinear Cointegrating Regression," Econometric Theory, Cambridge University Press, volume 39, issue 6, pages 1325-1337, December.
  22. Kheifets, Igor L. & Phillips, Peter C.B., 2023, "Fully modified least squares cointegrating parameter estimation in multicointegrated systems," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 300-319, DOI: 10.1016/j.jeconom.2021.07.002.
  23. Phillips, Peter C.B. & Wang, Ying, 2023, "When bias contributes to variance: True limit theory in functional coefficient cointegrating regression," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 469-489, DOI: 10.1016/j.jeconom.2021.09.007.
  24. 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.
  25. 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.
  26. Liu, Yanbo & Phillips, Peter C.B., 2023, "Robust inference with stochastic local unit root regressors in predictive regressions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 563-591, DOI: 10.1016/j.jeconom.2022.06.002.
  27. Greenaway-McGrevy, Ryan & Phillips, Peter C.B., 2023, "The impact of upzoning on housing construction in Auckland," Journal of Urban Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jue.2023.103555.
  28. Ye ChenCapital & Peter C B Phillips & Shuping Shi, 2023, "Common Bubble Detection in Large Dimensional Financial Systems," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 989-1063.
  29. Peter C. B. Phillips & Jun Yu, 2023, "Information loss in volatility measurement with flat price trading," Empirical Economics, Springer, volume 64, issue 6, pages 2957-2999, June, DOI: 10.1007/s00181-022-02353-y.
  30. Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023, "A Panel Clustering Approach To Analyzing Bubble Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 64, issue 4, pages 1347-1395, November, DOI: 10.1111/iere.12647.

2022

  1. Xu, Sijia & Shonchoy, Abu S. & Fujii, Tomoki, 2022, "Assessing gender parity in intrahousehold allocation of educational resources: Evidence from Bangladesh," World Development, Elsevier, volume 151, issue C, DOI: 10.1016/j.worlddev.2021.105730.
  2. Pao-Li Chang & Tomoki Fujii & Wei Jin, 2022, "Good Names Beget Favors: The Impact of Country Image on Trade Flows and Welfare," Management Science, INFORMS, volume 68, issue 10, pages 7555-7596, October, DOI: 10.1287/mnsc.2021.4250.
  3. Haddad, Valentin & Ho, Paul & Loualiche, Erik, 2022, "Bubbles and the value of innovation," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 69-84, DOI: 10.1016/j.jfineco.2022.04.006.
  4. Paul Ho & Thomas A. Lubik & Christian Matthes, 2022, "Forecasting the COVID-19 epidemic: the case of New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, volume 56, issue 1, pages 9-16, January, DOI: 10.1080/00779954.2020.1842795.
  5. Kunimoto, Takashi & Zhang, Cuiling, 2022, "Efficient bilateral trade via two-stage mechanisms: Comparison between one-sided and two-sided asymmetric information environments," Journal of Mathematical Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.jmateco.2022.102714.
  6. Chen, Yi-Chun & Kunimoto, Takashi & Sun, Yifei & Xiong, Siyang, 2022, "Maskin meets Abreu and Matsushima," Theoretical Economics, Econometric Society, volume 17, issue 4, November.
  7. Li, Bingjing & Ma, Lin, 2022, "JUE insight: Migration, transportation infrastructure, and the spatial transmission of COVID-19 in China," Journal of Urban Economics, Elsevier, volume 127, issue C, DOI: 10.1016/j.jue.2021.103351.
  8. Lin Ma & Gil Shapira & Damien de Walque & Quy‐Toan Do & Jed Friedman & Andrei A. Levchenko, 2022, "The Intergenerational Mortality Trade‐Off Of Covid‐19 Lockdown Policies," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 63, issue 3, pages 1427-1468, August, DOI: 10.1111/iere.12574.
  9. Dalla, Violetta & Giraitis, Liudas & Phillips, Peter C. B., 2022, "Robust Tests For White Noise And Cross-Correlation," Econometric Theory, Cambridge University Press, volume 38, issue 5, pages 913-941, October.
  10. Lieberman, Offer & Phillips, Peter C.B., 2022, "Understanding temporal aggregation effects on kurtosis in financial indices," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 25-46, DOI: 10.1016/j.jeconom.2020.07.035.
  11. Phillips, Peter C.B. & Wang, Ying, 2022, "Functional coefficient panel modeling with communal smoothing covariates," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 371-407, DOI: 10.1016/j.jeconom.2021.03.004.
  12. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022, "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 63, issue 1, pages 391-456, February, DOI: 10.1111/iere.12548.

2021

  1. Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2021, "Macroeconomic Effects of Household Pessimism and Optimism," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 21, issue 03, January.
  2. Paul Ho, 2021, "How Macroeconomic Forecasters Adjusted During the COVID-19 Pandemic," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 21, issue 19, June.
  3. Nicolas L. Jacquet, 2021, "Asset Classes," Journal of Political Economy, University of Chicago Press, volume 129, issue 4, pages 1100-1156, DOI: 10.1086/712736.
  4. Kim, Seonghoon & Koh, Kanghyock, 2021, "The effects of income on health: Evidence from lottery wins in Singapore," Journal of Health Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.jhealeco.2020.102414.
  5. Taehyun Ahn & Chung Gu Chee & Seonghoon Kim, 2021, "The Evolution of Income Risk and Consumption Insurance in South Korea over the Last Two Decades," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 2, pages 328-351, April, DOI: 10.1111/obes.12404.
  6. Seonghoon Kim & Andrew J. Oswald, 2021, "Happy Lottery Winners and Lottery‐Ticket Bias," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 67, issue 2, pages 317-333, June, DOI: 10.1111/roiw.12469.
  7. Chen, Yi-Chun & Kunimoto, Takashi & Sun, Yifei & Xiong, Siyang, 2021, "Rationalizable implementation in finite mechanisms," Games and Economic Behavior, Elsevier, volume 129, issue C, pages 181-197, DOI: 10.1016/j.geb.2021.06.001.
  8. Takashi Kunimoto & Cuiling Zhang, 2021, "On incentive compatible, individually rational public good provision mechanisms," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 57, issue 2, pages 431-468, August, DOI: 10.1007/s00355-021-01329-8.
  9. Hsu, Wen-Tai & Ma, Lin, 2021, "Urbanization policy and economic development: A quantitative analysis of China's differential hukou reforms," Regional Science and Urban Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.regsciurbeco.2020.103639.
  10. Quy-Toan Do & Andrei A Levchenko & Lin Ma & Julian Blanc & Holly Dublin & Tom Milliken, 2021, "The Price Elasticity of African Elephant Poaching," The World Bank Economic Review, World Bank, volume 35, issue 3, pages 545-562.
  11. Lipeng Chen & Liang Jiang & Sock-Yong Phang & Jun Yu, 2021, "Housing equity and household consumption in retirement: evidence from the Singapore Life Panel©," New Zealand Economic Papers, Taylor & Francis Journals, volume 55, issue 1, pages 124-140, January, DOI: 10.1080/00779954.2020.1842794.
  12. Wang, Qiying & Phillips, Peter C.B. & Kasparis, Ioannis, 2021, "Latent Variable Nonparametric Cointegrating Regression," Econometric Theory, Cambridge University Press, volume 37, issue 1, pages 138-168, February.
  13. Hu, Zhishui & Phillips, Peter C.B. & Wang, Qiying, 2021, "Nonlinear Cointegrating Power Function Regression With Endogeneity," Econometric Theory, Cambridge University Press, volume 37, issue 6, pages 1173-1213, December.
  14. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021, "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 198-222, DOI: 10.1016/j.jeconom.2020.05.003.
  15. Peter C. B. Phillips, 2021, "Pitfalls in Bootstrapping Spurious Regression," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 163-217, December, DOI: 10.1007/s40953-021-00268-6.
  16. Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2021, "House prices and affordability," New Zealand Economic Papers, Taylor & Francis Journals, volume 55, issue 1, pages 1-6, January, DOI: 10.1080/00779954.2021.1878328.
  17. Peter C. B. Phillips & Sainan Jin, 2021, "Business Cycles, Trend Elimination, And The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 2, pages 469-520, May, DOI: 10.1111/iere.12494.
  18. Peter C. B. Phillips & Zhentao Shi, 2021, "Boosting: Why You Can Use The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 2, pages 521-570, May, DOI: 10.1111/iere.12495.
  19. Huang, Naqun & Yang, Zhenlin, 2021, "Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105597.
  20. Li, Liyao & Yang, Zhenlin, 2021, "Spatial dynamic panel data models with correlated random effects," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 424-454, DOI: 10.1016/j.jeconom.2020.05.016.
  21. Zhenlin Yang, 2021, "Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity," Empirical Economics, Springer, volume 60, issue 1, pages 51-92, January, DOI: 10.1007/s00181-020-01935-y.

2020

  1. Pao-Li Chang, 2020, "The Optimal Degree of Reciprocity in Tariff Reduction," East Asian Economic Review, Korea Institute for International Economic Policy, volume 24, issue 3, pages 237-252, DOI: 10.11644/KIEP.EAER.2020.24.3.378.
  2. Fujii, Tomoki & Shonchoy, Abu S., 2020, "Fertility and rural electrification in Bangladesh," Journal of Development Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.jdeveco.2019.102430.
  3. Tomoki Fujii & Roy van der Weide, 2020, "Is Predicted Data a Viable Alternative to Real Data?," The World Bank Economic Review, World Bank, volume 34, issue 2, pages 485-508.
  4. Christine Ho & Nicola Pavoni, 2020, "Efficient Child Care Subsidies," American Economic Review, American Economic Association, volume 110, issue 1, pages 162-199, January, DOI: 10.1257/aer.20170581.
  5. Paul Ho & Thomas A. Lubik & Christian Matthes, 2020, "COVID-19 over Time and across States: Predictions from a Statistical Model," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 20, issue 10, September.
  6. Atsushi Kajii & Stephen Morris, 2020, "Refinements and higher-order beliefs: a unified survey," The Japanese Economic Review, Springer, volume 71, issue 1, pages 7-34, January, DOI: 10.1007/s42973-019-00006-x.
  7. Atsushi Kajii & Stephen Morris, 2020, "Notes on “refinements and higher order beliefs”," The Japanese Economic Review, Springer, volume 71, issue 1, pages 35-41, January, DOI: 10.1007/s42973-019-00007-w.
  8. Hyuncheol Bryant Kim & Seonghoon Kim & Thomas T. Kim, 2020, "The Role of Career and Wage Incentives in Labor Productivity: Evidence from a Two-Stage Field Experiment in Malawi," The Review of Economics and Statistics, MIT Press, volume 102, issue 5, pages 839-851, December.
  9. Seonghoon Kim & Kanghyock Koh, 2020, "Does Early Access To Pension Wealth Improve Health?," Economic Inquiry, Western Economic Association International, volume 58, issue 4, pages 1783-1794, October, DOI: 10.1111/ecin.12903.
  10. Kunimoto, Takashi & Yamashita, Takuro, 2020, "Order on types based on monotone comparative statics," Journal of Economic Theory, Elsevier, volume 189, issue C, DOI: 10.1016/j.jet.2020.105082.
  11. Kunimoto, Takashi, 2020, "Robust virtual implementation with almost complete information," Mathematical Social Sciences, Elsevier, volume 108, issue C, pages 62-73, DOI: 10.1016/j.mathsocsci.2020.09.001.
  12. Ma, Lin & Ruzic, Dimitrije, 2020, "Globalization and top income shares," Journal of International Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.jinteco.2020.103312.
  13. Ma, Lin & Tang, Yang, 2020, "Geography, trade, and internal migration in China," Journal of Urban Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.jue.2019.06.004.
  14. Sock-Yong Phang, 2020, "The convergence of water, electricity and gas industries: Implications for PPP design and regulation," Competition and Regulation in Network Industries, , volume 21, issue 4, pages 380-395, December, DOI: 10.1177/1783591720970340.
  15. Phillips, Peter C.B. & Leirvik, Thomas & Storelvmo, Trude, 2020, "Econometric estimates of Earth’s transient climate sensitivity," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 6-32, DOI: 10.1016/j.jeconom.2019.05.002.
  16. Lieberman, Offer & Phillips, Peter C.B., 2020, "Hybrid stochastic local unit roots," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 257-285, DOI: 10.1016/j.jeconom.2019.05.023.
  17. Li, Degui & Phillips, Peter C.B. & Gao, Jiti, 2020, "Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 607-632, DOI: 10.1016/j.jeconom.2019.10.005.
  18. Sabzikar, Farzad & Wang, Qiying & Phillips, Peter C.B., 2020, "Asymptotic theory for near integrated processes driven by tempered linear processes," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 192-202, DOI: 10.1016/j.jeconom.2020.01.013.
  19. Bykhovskaya, Anna & Phillips, Peter C.B., 2020, "Point optimal testing with roots that are functionally local to unity," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 231-259, DOI: 10.1016/j.jeconom.2020.03.003.
  20. Peter C. B. Phillips, 2020, "Dynamic Panel Modeling of Climate Change," Econometrics, MDPI, volume 8, issue 3, pages 1-28, July.
  21. Roberto Samaniego & Juliana Sun, 2020, "The Relative Price of Capital and Economic Structure," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 37, pages 127-155, July, DOI: 10.1016/j.red.2020.01.004.
  22. Xu, Yuhong & Yang, Zhenlin, 2020, "Specification Tests for Temporal Heterogeneity in Spatial Panel Data Models with Fixed Effects," Regional Science and Urban Economics, Elsevier, volume 81, issue C, DOI: 10.1016/j.regsciurbeco.2019.103488.
  23. Li, Liyao & Yang, Zhenlin, 2020, "Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity," Regional Science and Urban Economics, Elsevier, volume 81, issue C, DOI: 10.1016/j.regsciurbeco.2020.103520.

2019

  1. Tomoki Fujii, 2019, "Regional prevalence of health worker absenteeism in Tanzania," Health Economics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 311-316, February, DOI: 10.1002/hec.3844.
  2. Ho Christine, 2019, "Optimal Disability Insurance with Informal Child Care," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 19, issue 2, pages 1-42, April, DOI: 10.1515/bejeap-2018-0082.
  3. Aney, Madhav S. & Ho, Christine, 2019, "Deadlier road accidents? Traffic safety regulations and heterogeneous motorists’ behavior," Regional Science and Urban Economics, Elsevier, volume 77, issue C, pages 155-171, DOI: 10.1016/j.regsciurbeco.2019.04.003.
  4. Christine Ho, 2019, "Child’s gender, parental monetary investments and care of elderly parents in China," Review of Economics of the Household, Springer, volume 17, issue 3, pages 741-774, September, DOI: 10.1007/s11150-018-9428-y.
  5. Nicolas L. Jacquet & John Kennes & Serene Tan, 2019, "Wagevacancy contracts and multiplicity of equilibria in a directed search model of the labour market," Canadian Journal of Economics, Canadian Economics Association, volume 52, issue 2, pages 784-821, May, DOI: 10.1111/caje.12377.
  6. Kunimoto, Takashi, 2019, "Mixed Bayesian implementation in general environments," Journal of Mathematical Economics, Elsevier, volume 82, issue C, pages 247-263, DOI: 10.1016/j.jmateco.2019.03.003.
  7. Peter C. B. Phillips & Shuping Shi, 2019, "Detecting Financial Collapse and Ballooning Sovereign Risk," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 6, pages 1336-1361, December, DOI: 10.1111/obes.12307.
  8. Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2019, "The heterogeneous effects of the minimum wage on employment across states," Economics Letters, Elsevier, volume 174, issue C, pages 179-185, DOI: 10.1016/j.econlet.2018.11.002.
  9. Kong, Jianning & Phillips, Peter C.B. & Sul, Donggyu, 2019, "Weak σ-convergence: Theory and applications," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 185-207, DOI: 10.1016/j.jeconom.2018.12.022.
  10. 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.
  11. John C. Chao & Peter C. B. Phillips, 2019, "Uniform Inference in Panel Autoregression," Econometrics, MDPI, volume 7, issue 4, pages 1-28, November.
  12. Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang, 2019, "HAR Testing for Spurious Regression in Trend," Econometrics, MDPI, volume 7, issue 4, pages 1-28, December.
  13. Anders Eriksson & Daniel P. A. Preve & Jun Yu, 2019, "Forecasting Realized Volatility Using a Nonnegative Semiparametric Model," JRFM, MDPI, volume 12, issue 3, pages 1-23, August.

2018

  1. Tomoki Fujii, 2018, "Has the development gap between the ethnic minority and majority groups narrowed in Vietnam?: Evidence from household surveys," The World Economy, Wiley Blackwell, volume 41, issue 8, pages 2067-2101, August, DOI: 10.1111/twec.12578.
  2. Fujii, Tomoki & Shonchoy, Abu S. & Xu, Sijia, 2018, "Impact of Electrification on Children’s Nutritional Status in Rural Bangladesh," World Development, Elsevier, volume 102, issue C, pages 315-330, DOI: 10.1016/j.worlddev.2017.07.016.
  3. Tomoki Fujii, 2018, "Sources of health financing and health outcomes: A panel data analysis," Health Economics, John Wiley & Sons, Ltd., volume 27, issue 12, pages 1996-2015, December, DOI: 10.1002/hec.3817.
  4. Kim, Seonghoon & Lee, Kwan Ok, 2018, "Potential crime risk and housing market responses," Journal of Urban Economics, Elsevier, volume 108, issue C, pages 1-17, DOI: 10.1016/j.jue.2018.09.001.
  5. Nathan Peng & Sock-Yong Phang, 2018, "Singapore’s economic development: pro- or anti-Washington Consensus?," Economic and Political Studies, Taylor & Francis Journals, volume 6, issue 1, pages 30-52, January, DOI: 10.1080/20954816.2018.1426364.
  6. Anna Bykhovskaya & Peter C. B. Phillips, 2018, "Boundary Limit Theory for Functional Local to Unity Regression," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 4, pages 523-562, July, DOI: 10.1111/jtsa.12285.
  7. Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018, "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 6, pages 966-987, November, DOI: 10.1111/jtsa.12427.
  8. Phillips, Peter C. B., 2018, "Dynamic Panel Anderson-Hsiao Estimation With Roots Near Unity," Econometric Theory, Cambridge University Press, volume 34, issue 2, pages 253-276, April.
  9. Phillips, Peter C.B. & Shi, Shu-Ping, 2018, "Financial Bubble Implosion And Reverse Regression," Econometric Theory, Cambridge University Press, volume 34, issue 4, pages 705-753, August.
  10. Lieberman, Offer & Phillips, Peter C.B., 2018, "Iv And Gmm Inference In Endogenous Stochastic Unit Root Models," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1065-1100, October.
  11. Yu, Ping & Phillips, Peter C.B., 2018, "Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion," Economics Letters, Elsevier, volume 172, issue C, pages 123-126, DOI: 10.1016/j.econlet.2018.08.039.
  12. Cho, Jin Seo & Phillips, Peter C.B., 2018, "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 45-56, DOI: 10.1016/j.jeconom.2017.05.020.
  13. Yu, Ping & Phillips, Peter C.B., 2018, "Threshold regression with endogeneity," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 50-68, DOI: 10.1016/j.jeconom.2017.09.007.
  14. Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B., 2018, "A frequentist approach to Bayesian asymptotics," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 359-378, DOI: 10.1016/j.jeconom.2018.06.006.
  15. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2018, "Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 3, pages 523-537, July, DOI: 10.1080/07350015.2016.1200983.
  16. Jin Seo Cho & Peter C. B. Phillips, 2018, "Sequentially testing polynomial model hypotheses using power transforms of regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 141-159, January, DOI: 10.1002/jae.2589.
  17. 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., volume 33, issue 6, pages 797-815, September, DOI: 10.1002/jae.2632.
  18. Yang, Zhenlin, 2018, "Unified M-estimation of fixed-effects spatial dynamic models with short panels," Journal of Econometrics, Elsevier, volume 205, issue 2, pages 423-447, DOI: 10.1016/j.jeconom.2017.08.019.
  19. Debarsy, Nicolas & Yang, Zhenlin, 2018, "Editorial for the special issue entitled: New advances in spatial econometrics: Interactions matter," Regional Science and Urban Economics, Elsevier, volume 72, issue C, pages 1-5, DOI: 10.1016/j.regsciurbeco.2018.02.004.
  20. Zhenlin Yang & Shuo Han & Max Keller & Anette Kaiser & Brian J. Bender & Mathias Bosse & Kerstin Burkert & Lisa M. Kögler & David Wifling & Guenther Bernhardt & Nicole Plank & Timo Littmann & Peter Sc, 2018, "Structural basis of ligand binding modes at the neuropeptide Y Y1 receptor," Nature, Nature, volume 556, issue 7702, pages 520-524, April, DOI: 10.1038/s41586-018-0046-x.
  21. Zhenlin Yang, 2018, "Bootstrap LM tests for higher-order spatial effects in spatial linear regression models," Empirical Economics, Springer, volume 55, issue 1, pages 35-68, August, DOI: 10.1007/s00181-018-1453-4.
  22. Liangjun Su & Zhenlin Yang, 2018, "Asymptotics and bootstrap for random-effects panel data transformation models," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 6, pages 602-625, July, DOI: 10.1080/07474938.2015.1122235.

2017

  1. Hwee Kwan Chow, 2017, "Volatility Spillovers and Linkages in Asian Stock Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 53, issue 12, pages 2770-2781, December, DOI: 10.1080/1540496X.2017.1314960.
  2. Fujii, Tomoki, 2017, "Dynamic Poverty Decomposition Analysis: An Application to the Philippines," World Development, Elsevier, volume 100, issue C, pages 69-84, DOI: 10.1016/j.worlddev.2017.07.031.
  3. Kajii, Atsushi & Watanabe, Takahiro, 2017, "Favorite–longshot bias in pari-mutuel betting: An evolutionary explanation," Journal of Economic Behavior & Organization, Elsevier, volume 140, issue C, pages 56-69, DOI: 10.1016/j.jebo.2017.05.001.
  4. Seonghoon Kim & Belton Fleisher & Jessica Ya Sun, 2017, "The Long‐term Health Effects of Fetal Malnutrition: Evidence from the 1959–1961 China Great Leap Forward Famine," Health Economics, John Wiley & Sons, Ltd., volume 26, issue 10, pages 1264-1277, October, DOI: 10.1002/hec.3397.
  5. Chang, Zheng & Phang, Sock-Yong, 2017, "Urban rail transit PPPs: Lessons from East Asian cities," Transportation Research Part A: Policy and Practice, Elsevier, volume 105, issue C, pages 106-122, DOI: 10.1016/j.tra.2017.08.015.
  6. Peter C. B. Phillips, 2017, "Edmond Malinvaud - an Economist's Econometrician," Annals of Economics and Statistics, GENES, issue 125-126, pages 135-151.
  7. Smyth Stuart & Kerr William & Phillips Peter, 2017, "Labeling Demands, Coexistence and the Challenges for Trade," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 15, issue 1, pages 1-10, January, DOI: 10.1515/jafio-2016-0015.
  8. Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017, "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 180-195, DOI: 10.1016/j.jeconom.2016.09.013.
  9. Lieberman, Offer & Phillips, Peter C.B., 2017, "A multivariate stochastic unit root model with an application to derivative pricing," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 99-110, DOI: 10.1016/j.jeconom.2016.05.019.
  10. Phillips, Peter C.B. & Gao, Wayne Yuan, 2017, "Structural inference from reduced forms with many instruments," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 96-116, DOI: 10.1016/j.jeconom.2017.05.003.
  11. Chen, Ye & Phillips, Peter C.B. & Yu, Jun, 2017, "Inference in continuous systems with mildly explosive regressors," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 400-416, DOI: 10.1016/j.jeconom.2017.08.016.
  12. Chirok Han & Peter C. B. Phillips & Donggyu Sul, 2017, "Lag length selection in panel autoregression," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 225-240, March, DOI: 10.1080/07474938.2015.1114313.
  13. Peter C. B. Phillips & Aman Ullah, 2017, "Econometric Reviews honors Esfandiar Maasoumi," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 563-567, October, DOI: 10.1080/07474938.2017.1312074.
  14. Peter C. B. Phillips, 2017, "Reduced forms and weak instrumentation," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 818-839, October, DOI: 10.1080/07474938.2017.1307578.
  15. Maria Kyriacou & Peter C. B. Phillips & Francesca Rossi, 2017, "Indirect inference in spatial autoregression," Econometrics Journal, Royal Economic Society, volume 20, issue 2, pages 168-189, June.

2016

  1. Hwee Kwan Chow & Taojun Xie, 2016, "Are House Prices Driven by Capital Flows? Evidence from Singapore," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 01, pages 1-21, February, DOI: 10.1142/S179399331650006X.
  2. Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2016, "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," Journal of Public Economic Theory, Association for Public Economic Theory, volume 18, issue 1, pages 1-28, February.
  3. Ori Haimanko & Atsushi Kajii, 2016, "Approximate robustness of equilibrium to incomplete information," International Journal of Game Theory, Springer;Game Theory Society, volume 45, issue 4, pages 839-857, November, DOI: 10.1007/s00182-015-0488-4.
  4. Rüdiger Bachmann & Lin Ma, 2016, "Lumpy Investment, Lumpy Inventories," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 5, pages 821-855, August, DOI: 10.1111/jmcb.12319.
  5. Phang, Sock-Yong, 2016, "A general framework for price regulation of airports," Journal of Air Transport Management, Elsevier, volume 51, issue C, pages 39-45, DOI: 10.1016/j.jairtraman.2015.11.001.
  6. Simona Lubieniechi & Hayley Hesseln & Peter Phillips & Stuart Smyth, 2016, "Expert and Lay Public Risk Preferences Regarding Plants with Novel Traits," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, volume 64, issue 4, pages 717-738, December.
  7. Wang, Qiying & Phillips, Peter C. B., 2016, "Nonparametric Cointegrating Regression With Endogeneity And Long Memory," Econometric Theory, Cambridge University Press, volume 32, issue 2, pages 359-401, April.
  8. Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016, "Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression," Econometric Theory, Cambridge University Press, volume 32, issue 3, pages 655-685, June.
  9. Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying, 2016, "Weak Convergence To Stochastic Integrals For Econometric Applications," Econometric Theory, Cambridge University Press, volume 32, issue 6, pages 1349-1375, December.
  10. Phillips, Peter C.B. & Lee, Ji Hyung, 2016, "Robust econometric inference with mixed integrated and mildly explosive regressors," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 433-450, DOI: 10.1016/j.jeconom.2016.02.009.
  11. Lee, Ji Hyung & Phillips, Peter C.B., 2016, "Asset pricing with financial bubble risk," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 590-622, DOI: 10.1016/j.jempfin.2015.11.004.
  12. Phillips, Peter C.B., 2016, "Modeling speculative bubbles with diverse investor expectations," Research in Economics, Elsevier, volume 70, issue 3, pages 375-387, DOI: 10.1016/j.rie.2016.01.002.
  13. Peter C. B. Phillips, 2016, "Meritocracy Voting: Measuring the Unmeasurable," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 1, pages 2-40, January, DOI: 10.1080/07474938.2014.956633.
  14. Ryan Greenaway-McGrevy & Peter C.B. Phillips, 2016, "Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres," New Zealand Economic Papers, Taylor & Francis Journals, volume 50, issue 1, pages 88-113, April, DOI: 10.1080/00779954.2015.1065903.
  15. Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016, "Identifying Latent Structures in Panel Data," Econometrica, Econometric Society, volume 84, issue , pages 2215-2264, November.
  16. Roberto Samaniego & Juliana Sun, 2016, "Productivity Growth and Structural Transformation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 21, pages 266-285, July, DOI: 10.1016/j.red.2015.06.003.
  17. Yang, Zhenlin & Yu, Jihai & Liu, Shew Fan, 2016, "Bias correction and refined inferences for fixed effects spatial panel data models," Regional Science and Urban Economics, Elsevier, volume 61, issue C, pages 52-72, DOI: 10.1016/j.regsciurbeco.2016.08.003.

2015

  1. Tomoki Fujii, 2015, "Impact of International Remittances on Schooling in the Philippines: Does the Relationship to the Household Head Matter?," Asian Economic Journal, East Asian Economic Association, volume 29, issue 3, pages 265-284, September.
  2. Christine Ho, 2015, "Grandchild care, intergenerational transfers, and grandparents’ labor supply," Review of Economics of the Household, Springer, volume 13, issue 2, pages 359-384, June, DOI: 10.1007/s11150-013-9221-x.
  3. Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2015, "Optimal Taxation and Debt with Uninsurable Risks to Human Capital Accumulation," American Economic Review, American Economic Association, volume 105, issue 11, pages 3443-3470, November.
  4. Yun K. Kim & Mark Setterfield & Yuan Mei, 2015, "Aggregate consumption and debt accumulation: an empirical examination of US household behaviour," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 39, issue 1, pages 93-112.
  5. Sock-Yong Phang, 2015, "Singapore'S Housing Policies: Responding To The Challenges Of Economic Transitions," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 03, pages 1-25, DOI: 10.1142/S0217590815500368.
  6. Liao, Zhipeng & Phillips, Peter C. B., 2015, "Automated Estimation Of Vector Error Correction Models," Econometric Theory, Cambridge University Press, volume 31, issue 3, pages 581-646, June.
  7. Phillips, Peter C.B. & Han, Chirok, 2015, "The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression," Economics Letters, Elsevier, volume 127, issue C, pages 89-92, DOI: 10.1016/j.econlet.2014.11.030.
  8. Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015, "Nonparametric predictive regression," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 468-494, DOI: 10.1016/j.jeconom.2014.05.015.
  9. Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015, "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 376-384, DOI: 10.1016/j.jeconom.2015.03.041.
  10. Lee, Yoonseok & Phillips, Peter C.B., 2015, "Model selection in the presence of incidental parameters," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 474-489, DOI: 10.1016/j.jeconom.2015.03.012.
  11. Jiang, Liang & Phillips, Peter C.B. & Yu, Jun, 2015, "New methodology for constructing real estate price indices applied to the Singapore residential market," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 121-131, DOI: 10.1016/j.jbankfin.2015.08.026.
  12. Peter C. B. Phillips, 2015, "Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regression†," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 3, pages 521-555.
  13. Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 4, pages 512-536, April, DOI: 10.1080/07474938.2013.808065.
  14. Peter C. B. Phillips & Ji Hyung Lee, 2015, "Limit Theory for VARs with Mixed Roots Near Unity," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 6-10, pages 1035-1056, December, DOI: 10.1080/07474938.2014.956617.
  15. Peter C. B. Phillips, 2015, "Edmond Malinvaud: a tribute to his contributions in econometrics," Econometrics Journal, Royal Economic Society, volume 18, issue 2, pages 1-13, June.
  16. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015, "Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 4, pages 1043-1078, November, DOI: 10.1111/iere.12132.
  17. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015, "Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 4, pages 1079-1134, November, DOI: 10.1111/iere.12131.
  18. Preve, Daniel, 2015, "Linear programming-based estimators in nonnegative autoregression," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 225-234, DOI: 10.1016/j.jbankfin.2015.08.010.
  19. Samaniego, Roberto M. & Sun, Juliana Y., 2015, "Technology and contractions: evidence from manufacturing," European Economic Review, Elsevier, volume 79, issue C, pages 172-195, DOI: 10.1016/j.euroecorev.2015.07.006.
  20. Su, Liangjun & Yang, Zhenlin, 2015, "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 230-258, DOI: 10.1016/j.jeconom.2014.11.002.
  21. Yang, Zhenlin, 2015, "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, volume 185, issue 1, pages 33-59, DOI: 10.1016/j.jeconom.2014.10.005.
  22. Yang, Zhenlin, 2015, "A general method for third-order bias and variance corrections on a nonlinear estimator," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 178-200, DOI: 10.1016/j.jeconom.2014.07.003.
  23. Liu, Shew Fan & Yang, Zhenlin, 2015, "Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality," Regional Science and Urban Economics, Elsevier, volume 52, issue C, pages 50-70, DOI: 10.1016/j.regsciurbeco.2015.02.003.
  24. Liu, Shew Fan & Yang, Zhenlin, 2015, "Improved inferences for spatial regression models," Regional Science and Urban Economics, Elsevier, volume 55, issue C, pages 55-67, DOI: 10.1016/j.regsciurbeco.2015.08.004.
  25. Shew Fan Liu & Zhenlin Yang, 2015, "Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Econometrics, MDPI, volume 3, issue 2, pages 1-36, May.

2014

  1. Chow, Hwee Kwan & Lim, G.C. & McNelis, Paul D., 2014, "Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management?," Journal of Asian Economics, Elsevier, volume 30, issue C, pages 63-81, DOI: 10.1016/j.asieco.2013.09.001.
  2. Hwee Kwan Chow, 2014, "Is the Renminbi Asia's Dominant Reference Currency? A Reconsideration," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-20, DOI: 10.1142/S1793969014500022.
  3. Chow Hwee Kwan, 2014, "BOOK REVIEW: "Monetary and Currency Management in Asia" by Masahiro Kawai, Peter J. Morgan and Shinji Takagi," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 02, pages 1-4, DOI: 10.1142/S0217590814800022.
  4. Hwee Kwan Chow, 2014, "International Transmission Of Interest Rates And The Open Economy Trilemma In Asia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 03, pages 1-18, DOI: 10.1142/S0217590814500209.
  5. Hian Teck Hoon, 2014, "Effects of labour taxes on hours of market and home work: the role of international capital mobility and trade," Oxford Economic Papers, Oxford University Press, volume 66, issue 2, pages 516-532.
  6. Kim, Seonghoon & Deng, Quheng & Fleisher, Belton M. & Li, Shi, 2014, "The Lasting Impact of Parental Early Life Malnutrition on Their Offspring: Evidence from the China Great Leap Forward Famine," World Development, Elsevier, volume 54, issue C, pages 232-242, DOI: 10.1016/j.worlddev.2013.08.007.
  7. Simon Chang & Belton Fleisher & Seonghoon Kim & Shi-yung Liu, 2014, "Long-Term Health Effects of Malaria Exposure around Birth: Evidence from Colonial Taiwan," Economic Development and Cultural Change, University of Chicago Press, volume 62, issue 3, pages 519-536, DOI: 10.1086/675434.
  8. Yun K. Kim & Mark Setterfield & Yuan Mei, 2014, "A theory of aggregate consumption," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 11, issue 1, pages 31-49, April.
  9. Sock-Yong Phang & David Lee & Alan Cheong & Kok-Fai Phoon & Karol Wee, 2014, "Housing Policies In Singapore: Evaluation Of Recent Proposals And Recommendations For Reform," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 03, pages 1-14, DOI: 10.1142/S0217590814500258.
  10. Offer Lieberman & Peter C. B. Phillips, 2014, "Norming Rates And Limit Theory For Some Time-Varying Coefficient Autoregressions," Journal of Time Series Analysis, Wiley Blackwell, volume 35, issue 6, pages 592-623, November.
  11. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 3, pages 315-333, June.
  12. Phillips, Peter C.B. & Yu, Jun, 2014, "Special Issue Of Econometric Theory On Seta 2010: Editors’ Introduction," Econometric Theory, Cambridge University Press, volume 30, issue 1, pages 1-2, February.
  13. Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014, "X-Differencing And Dynamic Panel Model Estimation," Econometric Theory, Cambridge University Press, volume 30, issue 1, pages 201-251, February.
  14. Phillips, Peter C. B., 2014, "Unit Roots In Life—A Graduate Student Story," Econometric Theory, Cambridge University Press, volume 30, issue 4, pages 719-736, August.
  15. Phillips, Peter C.B., 2014, "Optimal estimation of cointegrated systems with irrelevant instruments," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 210-224, DOI: 10.1016/j.jeconom.2013.08.022.
  16. Peter C. B. Phillips, 2014, "Homage to Halbert White," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 618-619.
  17. Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos, 2014, "Nonlinearity Induced Weak Instrumentation," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 5-6, pages 676-712, August, DOI: 10.1080/07474938.2013.825181.
  18. Peter C. B. Phillips & Sainan Jin, 2014, "Testing the Martingale Hypothesis," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 4, pages 537-554, October, DOI: 10.1080/07350015.2014.908780.
  19. Peter C. B. Phillips, 2014, "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Econometrica, Econometric Society, volume 82, issue 3, pages 1177-1195, May, DOI: 10.3982/ECTA11094.
  20. Hyungsik Roger Moon & Benoit Perron & Peter C. B. Phillips, 2014, "Point‐optimal panel unit root tests with serially correlated errors," Econometrics Journal, Royal Economic Society, volume 17, issue 3, pages 338-372, October.

2013

  1. Hwee Kwan Chow, 2013, "Forecasting Inflation With A Financial Conditions Index: The Case Of Singapore," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 1-18, DOI: 10.1142/S2010495213500097.
  2. Tomoki Fujii & Ryuichiro Ishikawa, 2013, "How Does Childbirth Alter Intrahousehold Resource Allocation? Evidence from Japan," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 3, pages 362-387, June, DOI: 10.1111/obes.2013.75.issue-3.
  3. Tomoki Fujii, 2013, "Decomposing the changes of the Divisia price index: application to inflation in the Philippines," Economics Bulletin, AccessEcon, volume 33, issue 1, pages 545-556.
  4. Fujii, Tomoki, 2013, "Impact of food inflation on poverty in the Philippines," Food Policy, Elsevier, volume 39, issue C, pages 13-27, DOI: 10.1016/j.foodpol.2012.11.009.
  5. Fujii, Tomoki, 2013, "Modeling myopia: Application to non-renewable resource extraction," Mathematical Social Sciences, Elsevier, volume 66, issue 2, pages 95-104, DOI: 10.1016/j.mathsocsci.2013.02.004.
  6. Tomoki Fujii, 2013, "Geographic decomposition of inequality in health and wealth: evidence from Cambodia," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 11, issue 3, pages 373-392, September, DOI: 10.1007/s10888-012-9226-3.
  7. Tomoki Fujii & Ryuichiro Ishikawa, 2013, "A note on separability and intra-household resource allocation in a collective household model," Review of Economics of the Household, Springer, volume 11, issue 1, pages 143-149, March, DOI: 10.1007/s11150-012-9155-8.
  8. Fujii, Tomoki & Ishikawa, Ryuichiro, 2013, "Arrow-Fisher-Hanemann-Henry and Dixit-Pindyck Option Values Under Strategic Interactions," Strategic Behavior and the Environment, now publishers, volume 3, issue 3, pages 169-183, March, DOI: 10.1561/102.00000028.
  9. Christine Ho, 2013, "Welfare Reform and At-Risk Mothers' Labour Supply," Economic Papers, The Economic Society of Australia, volume 32, issue 2, pages 249-257, June.
  10. Christine Ho, 2013, "Testing for indirect reciprocity in charitable activities," Economics Bulletin, AccessEcon, volume 33, issue 1, pages 797-803.
  11. Artemov, Georgy & Kunimoto, Takashi & Serrano, Roberto, 2013, "Robust virtual implementation: Toward a reinterpretation of the Wilson doctrine," Journal of Economic Theory, Elsevier, volume 148, issue 2, pages 424-447, DOI: 10.1016/j.jet.2012.12.015.
  12. Phillips, Peter C.B. & Magdalinos, Tassos, 2013, "Inconsistent Var Regression With Common Explosive Roots," Econometric Theory, Cambridge University Press, volume 29, issue 4, pages 808-837, August.
  13. Han, Chirok & Phillips, Peter C.B., 2013, "First difference maximum likelihood and dynamic panel estimation," Journal of Econometrics, Elsevier, volume 175, issue 1, pages 35-45, DOI: 10.1016/j.jeconom.2013.03.003.
  14. Gao, Jiti & Phillips, Peter C.B., 2013, "Semiparametric estimation in triangular system equations with nonstationarity," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 59-79, DOI: 10.1016/j.jeconom.2013.04.018.
  15. Phillips, Peter C.B. & Lee, Ji Hyung, 2013, "Predictive regression under various degrees of persistence and robust long-horizon regression," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 250-264, DOI: 10.1016/j.jeconom.2013.04.011.
  16. Daniel Preve & Yiu‐Kuen Tse, 2013, "Estimation Of Time‐Varying Adjusted Probability Of Informed Trading And Probability Of Symmetric Order‐Flow Shock," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 7, pages 1138-1152, November.
  17. Baltagi, Badi H. & Yang, Zhenlin, 2013, "Heteroskedasticity and non-normality robust LM tests for spatial dependence," Regional Science and Urban Economics, Elsevier, volume 43, issue 5, pages 725-739, DOI: 10.1016/j.regsciurbeco.2013.05.001.
  18. Badi H. Baltagi & Zhenlin Yang, 2013, "Standardized LM tests for spatial error dependence in linear or panel regressions," Econometrics Journal, Royal Economic Society, volume 16, issue 1, pages 103-134, February.

2012

  1. Chang, Pao-Li & Lu, Chia-Hui, 2012, "Risk and the technology content of FDI: A dynamic model," Journal of International Economics, Elsevier, volume 86, issue 2, pages 306-317, DOI: 10.1016/j.jinteco.2011.09.001.
  2. Fujii, Tomoki & Ishikawa, Ryuichiro, 2012, "Quasi-option value under strategic interactions," Resource and Energy Economics, Elsevier, volume 34, issue 1, pages 36-54, DOI: 10.1016/j.reseneeco.2011.09.002.
  3. Ng, Irene Y.H. & Ho, Kong Weng & Nesamani, Tharmalingam & Lee, Alex & Liang, Ngiam Tee, 2012, "Designing and implementing an evaluation of a national work support program," Evaluation and Program Planning, Elsevier, volume 35, issue 1, pages 78-87, DOI: 10.1016/j.evalprogplan.2011.07.002.
  4. Myoung‐jae Lee & Fali Huang, 2012, "Finding dynamic treatment effects under anticipation: the effects of spanking on behaviour," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 175, issue 2, pages 535-567, April, DOI: j.1467-985X.2011.01001.x.
  5. Fali Huang, 2012, "Why Did Universities Precede Primary Schools? A Political Economy Model Of Educational Change," Economic Inquiry, Western Economic Association International, volume 50, issue 2, pages 418-434, April, DOI: j.1465-7295.2010.00308.x.
  6. Fali Huang & Ginger Zhe Jin & Lixin Colin Xu, 2012, "Love and Money by Parental Matchmaking: Evidence from Urban Couples in China," American Economic Review, American Economic Association, volume 102, issue 3, pages 555-560, May.
  7. Fali Huang, 2012, "The Coevolution Of Economic And Political Development From Monarchy To Democracy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 53, issue 4, pages 1341-1368, November, DOI: j.1468-2354.2012.00723.x.
  8. Jacquet, Nicolas L. & Tan, Serene, 2012, "Wage-vacancy contracts and coordination frictions," Journal of Economic Theory, Elsevier, volume 147, issue 3, pages 1064-1104, DOI: 10.1016/j.jet.2012.01.014.
  9. Jacquet, Nicolas L. & Tan, Serene, 2012, "Money and asset prices with uninsurable risks," Journal of Monetary Economics, Elsevier, volume 59, issue 8, pages 784-797, DOI: 10.1016/j.jmoneco.2012.10.018.
  10. Grant, Simon & Kajii, Atsushi & Polak, Ben & Safra, Zvi, 2012, "Equally-distributed equivalent utility, ex post egalitarianism and utilitarianism," Journal of Economic Theory, Elsevier, volume 147, issue 4, pages 1545-1571, DOI: 10.1016/j.jet.2011.04.001.
  11. Simon Grant & Atsushi Kajii & Ben Polak & Zvi Safra, 2012, "A generalized representation theorem for Harsanyi’s (‘impartial’) observer," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 39, issue 4, pages 833-846, October, DOI: 10.1007/s00355-011-0563-0.
  12. Philippe Aghion & Drew Fudenberg & Richard Holden & Takashi Kunimoto & Olivier Tercieux, 2012, "Subgame-Perfect Implementation Under Information Perturbations," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 127, issue 4, pages 1843-1881.
  13. Landi, M. & Sodini, M., 2012, "An evolutionary analysis of turnout with conformist citizens," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 10, pages 1431-1447, DOI: 10.1016/j.jedc.2012.02.010.
  14. Kosmas Marinakis & Theofanis Tsoulouhas, 2012, "A comparison of cardinal tournaments and piece rate contracts with liquidity constrained agents," Journal of Economics, Springer, volume 105, issue 2, pages 161-190, March, DOI: 10.1007/s00712-011-0222-z.
  15. Shi, Xiaoxia & Phillips, Peter C.B., 2012, "Nonlinear Cointegrating Regression Under Weak Identification," Econometric Theory, Cambridge University Press, volume 28, issue 3, pages 509-547, June.
  16. Peter C. B. Phillips, 2012, "Folklore Theorems, Implicit Maps, and Indirect Inference," Econometrica, Econometric Society, volume 80, issue 1, pages 425-454, January, DOI: ECTA9350.
  17. Kasparis, Ioannis & Phillips, Peter C.B., 2012, "Dynamic misspecification in nonparametric cointegrating regression," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 270-284, DOI: 10.1016/j.jeconom.2012.01.037.
  18. Cheng, Xu & Phillips, Peter C.B., 2012, "Cointegrating rank selection in models with time-varying variance," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 155-165, DOI: 10.1016/j.jeconom.2012.01.022.
  19. Giraitis, Liudas & Phillips, Peter C.B., 2012, "Mean and autocovariance function estimation near the boundary of stationarity," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 166-178, DOI: 10.1016/j.jeconom.2012.01.020.
  20. Ploberger, Werner & Phillips, Peter C.B., 2012, "Optimal estimation under nonstandard conditions," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 258-265, DOI: 10.1016/j.jeconom.2012.01.025.
  21. Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012, "Testing for common trends in semi‐parametric panel data models with fixed effects," Econometrics Journal, Royal Economic Society, volume 15, issue 1, pages 56-100, February, DOI: j.1368-423X.2011.00361.x.
  22. Mariano, Roberto S. & Preve, Daniel, 2012, "Statistical tests for multiple forecast comparison," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 123-130, DOI: 10.1016/j.jeconom.2012.01.014.

2011

  1. Chang, Pao-Li & Lee, Myoung-Jae, 2011, "The WTO trade effect," Journal of International Economics, Elsevier, volume 85, issue 1, pages 53-71, September.
  2. Nicolas L. Jacquet & Serene Tan, 2011, "Money, Bargaining, and Risk Sharing," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue , pages 419-442, October, DOI: j.1538-4616.2011.00444.x.
  3. Atsushi Kajii, 2011, "2010 Japanese Economic Association–Nakahara Prize Announcement," The Japanese Economic Review, Japanese Economic Association, volume 62, issue 1, pages 25-26, March, DOI: j.1468-5876.2010.00526.x.
  4. Takashi Ui & Hiroyuki Kojima & Atsushi Kajii, 2011, "The Myerson value for complete coalition structures," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 74, issue 3, pages 427-443, December, DOI: 10.1007/s00186-011-0371-4.
  5. Fleisher, Belton M. & Hu, Yifan & Li, Haizheng & Kim, Seonghoon, 2011, "Economic transition, higher education and worker productivity in China," Journal of Development Economics, Elsevier, volume 94, issue 1, pages 86-94, January.
  6. Kunimoto, Takashi & Serrano, Roberto, 2011, "A new necessary condition for implementation in iteratively undominated strategies," Journal of Economic Theory, Elsevier, volume 146, issue 6, pages 2583-2595, DOI: 10.1016/j.jet.2011.02.005.
  7. Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 2, pages 282-294.
  8. Xu, Ke-Li & Phillips, Peter C. B., 2011, "Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 4, pages 518-528.
  9. Wang, Qiying & Phillips, Peter C.B., 2011, "Asymptotic Theory For Zero Energy Functionals With Nonparametric Regression Applications," Econometric Theory, Cambridge University Press, volume 27, issue 2, pages 235-259, April.
  10. Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011, "Uniform Asymptotic Normality In Stationary And Unit Root Autoregression," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1117-1151, December.
  11. Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011, "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1320-1368, December.
  12. Peter C. B. Phillips & Jun Yu, 2011, "Dating the timeline of financial bubbles during the subprime crisis," Quantitative Economics, Econometric Society, volume 2, issue 3, pages 455-491, November, DOI: QE82.
  13. Peter C. B. Phillips & Liangjun Su, 2011, "Non‐parametric regression under location shifts," Econometrics Journal, Royal Economic Society, volume 14, issue 3, pages 457-486, October, DOI: j.1368-423X.2011.00344.x.
  14. 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.
  15. Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011, "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 1, pages 201-226, February.
  16. Peter C. B. Phillips & Jun Yu, 2011, "Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24)," Econometrics Journal, Royal Economic Society, volume 14, issue , pages 126-129, February.
  17. Preve, Daniel & Medeiros, Marcelo C., 2011, "Linear programming-based estimators in simple linear regression," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 128-136, DOI: 10.1016/j.jeconom.2011.05.011.
  18. Zhenlin Yang & Jianhua Huang, 2011, "A transformed random effects model with applications," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 27, issue 3, pages 222-234, May, DOI: 10.1002/asmb.822.
  19. A. F. Desmond & Z. L. Yang, 2011, "Score tests for inverse Gaussian mixtures," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 27, issue 6, pages 633-648, November, DOI: 10.1002/asmb.876.

2010

  1. Hwee Kwan Chow & Peter Nicholas Kriz & Roberto S. Mariano & Augustine H. H. Tan, 2010, "Monetary Policy Cooperation To Support Asian Economic Integration," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 55, issue 01, pages 83-101, DOI: 10.1142/S0217590810003626.
  2. Tomoki Fujii, 2010, "Micro-Level Estimation of Child Undernutrition Indicators in Cambodia," The World Bank Economic Review, World Bank, volume 24, issue 3, pages 520-553, December.
  3. Hoon Hian Teck, 2010, "Macroeconomic Effects of Over-Investment in Housing in an Aggregative Model of Economic Activity," Capitalism and Society, De Gruyter, volume 5, issue 2, pages 1-27, October, DOI: 10.2202/1932-0213.1072.
  4. Fali Huang & Myoung-Jae Lee, 2010, "Dynamic treatment effect analysis of TV effects on child cognitive development," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 3, pages 392-419, DOI: 10.1002/jae.1165.
  5. Fali Huang & Peter Cappelli, 2010, "Applicant Screening and Performance-Related Outcomes," American Economic Review, American Economic Association, volume 100, issue 2, pages 214-218, May, DOI: 10.1257/aer.100.2.214.
  6. Simon Grant & Atsushi Kajii & Ben Polak & Zvi Safra, 2010, "Generalized Utilitarianism and Harsanyi's Impartial Observer Theorem," Econometrica, Econometric Society, volume 78, issue 6, pages 1939-1971, November.
  7. Takashi Kunimoto, 2010, "Indescribability and its irrelevance for contractual incompleteness," Review of Economic Design, Springer;Society for Economic Design, volume 14, issue 3, pages 271-289, September, DOI: 10.1007/s10058-009-0082-y.
  8. Lee, Gea M., 2010, "Optimal collusion with internal contracting," Games and Economic Behavior, Elsevier, volume 68, issue 2, pages 646-669, March.
  9. Bagwell Kyle & Lee Gea M., 2010, "Advertising Collusion in Retail Markets," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 1, pages 1-54, August, DOI: 10.2202/1935-1682.2489.
  10. Bagwell Kyle & Lee Gea M, 2010, "Advertising Competition in Retail Markets," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 1, pages 1-38, August, DOI: 10.2202/1935-1682.2038.
  11. Sock‐Yong Phang, 2010, "Affordable homeownership policy," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 3, issue 1, pages 38-52, March, DOI: 10.1108/17538271011027069.
  12. Sock Yong Phang, 2010, "BOOK REVIEW: "Competition Law and Policy in Singapore", edited by Cavinder Bull SC, Lim Chong Kin and Richard Whish," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 55, issue 04, pages 757-761, DOI: 10.1142/S0217590810003961.
  13. Hong, Seung Hyun & Phillips, Peter C. B., 2010, "Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 96-114.
  14. Han, Chirok & Phillips, Peter C. B., 2010, "Gmm Estimation For Dynamic Panels With Fixed Effects And Strong Instruments At Unity," Econometric Theory, Cambridge University Press, volume 26, issue 1, pages 119-151, February.
  15. Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010, "Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities," Econometric Theory, Cambridge University Press, volume 26, issue 3, pages 953-962, June.
  16. Carlo V. Fiorio & Vassilis A. Hajivassiliou & Peter C. B. Phillips, 2010, "Bimodal t-ratios: the impact of thick tails on inference," Econometrics Journal, Royal Economic Society, volume 13, issue 2, pages 271-289, July.
  17. Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010, "Indirect inference for dynamic panel models," Journal of Econometrics, Elsevier, volume 157, issue 1, pages 68-77, July.
  18. Phillips, Peter C.B. & Magdalinos, Tassos & Giraitis, Liudas, 2010, "Smoothing local-to-moderate unit root theory," Journal of Econometrics, Elsevier, volume 158, issue 2, pages 274-279, October.
  19. Phillips, Peter C.B., 2010, "Bootstrapping I(1) data," Journal of Econometrics, Elsevier, volume 158, issue 2, pages 280-284, October.
  20. Peter Phillips, 2010, "Two New Zealand pioneer econometricians," New Zealand Economic Papers, Taylor & Francis Journals, volume 44, issue 1, pages 1-26, DOI: 10.1080/00779951003614057.
  21. Yang, Zhenlin, 2010, "A robust LM test for spatial error components," Regional Science and Urban Economics, Elsevier, volume 40, issue 5, pages 299-310, September.
  22. Yang, Zhenlin & Gan, Lydia & Tang, Fang-Fang, 2010, "A study of price evolution in online toy market," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 4, pages 1-29, DOI: 10.5018/economics-ejournal.ja.2010-.

2009

  1. Charles Adams & Hwee Chow, 2009, "Asian Currency Baskets: An Answer in Search of a Question?," Open Economies Review, Springer, volume 20, issue 3, pages 403-423, July, DOI: 10.1007/s11079-007-9064-2.
  2. Hwee Kwan Chow & Keen Meng Choy, 2009, "Analyzing and forecasting business cycles in a small open economy: A dynamic factor model for Singapore," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2009, issue 1, pages 19-41, DOI: 10.1787/jbcma-v2009-art3-en.
  3. Hwee Kwan Chow & Keen Meng Choy, 2009, "Monetary Policy And Asset Prices In A Small Open Economy: A Factor-Augmented Var Analysis For Singapore," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 1-23, DOI: 10.1142/S2010495209500043.
  4. Ho, Kong Weng & Hoon, Hian Teck, 2009, "Growth accounting for a technology follower in a world of ideas: The case of Singapore," Journal of Asian Economics, Elsevier, volume 20, issue 2, pages 156-173, March.
  5. Ng, Irene Y.H. & Shen, Xiaoyi & Ho, Kong Weng, 2009, "Intergenerational earnings mobility in Singapore and the United States," Journal of Asian Economics, Elsevier, volume 20, issue 2, pages 110-119, March.
  6. Fali Huang & Myoung‐jae Lee, 2009, "Does Television Viewing Affect Children'S Behaviour?," Pacific Economic Review, Wiley Blackwell, volume 14, issue 4, pages 474-501, October, DOI: 10.1111/j.1468-0106.2009.00468.x.
  7. Atsushi Kajii, 2009, "Sunspot Equilibria In A Production Economy: Do Rational Animal Spirits Cause Overproduction?," The Japanese Economic Review, Japanese Economic Association, volume 60, issue 1, pages 35-54, March, DOI: 10.1111/j.1468-5876.2008.00469.x.
  8. Chiaki Hara & Atsushi Kajii, 2009, "The Sixth Asian General Equilibrium Theory Workshop," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1-13.
  9. Kajii, Atsushi & Ui, Takashi, 2009, "Interim efficient allocations under uncertainty," Journal of Economic Theory, Elsevier, volume 144, issue 1, pages 337-353, January.
  10. Magdalinos, Tassos & Phillips, Peter C.B., 2009, "Limit Theory For Cointegrated Systems With Moderately Integrated And Moderately Explosive Regressors," Econometric Theory, Cambridge University Press, volume 25, issue 2, pages 482-526, April.
  11. Wang, Qiying & Phillips, Peter C.B., 2009, "Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression," Econometric Theory, Cambridge University Press, volume 25, issue 3, pages 710-738, June.
  12. Phillips, Peter C.B., 2009, "Exact Distribution Theory In Structural Estimation With An Identity," Econometric Theory, Cambridge University Press, volume 25, issue 4, pages 958-984, August.
  13. Phillips, Peter C.B., 2009, "Local Limit Theory And Spurious Nonparametric Regression," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1466-1497, December.
  14. Phillips, Peter C.B. & Magdalinos, Tassos, 2009, "Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1682-1715, December.
  15. Qiying Wang & Peter C. B. Phillips, 2009, "Structural Nonparametric Cointegrating Regression," Econometrica, Econometric Society, volume 77, issue 6, pages 1901-1948, November.
  16. Xu Cheng & P eter C. B. Phillips, 2009, "Semiparametric cointegrating rank selection," Econometrics Journal, Royal Economic Society, volume 12, issue s1, pages 83-104, January.
  17. Phillips, Peter C.B. & Yu, Jun, 2009, "A two-stage realized volatility approach to estimation of diffusion processes with discrete data," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 139-150, June.
  18. Phillips, Peter C.B., 2009, "Long memory and long run variation," Journal of Econometrics, Elsevier, volume 151, issue 2, pages 150-158, August.
  19. Peter C. B. Phillips & Donggyu Sul, 2009, "Economic transition and growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 7, pages 1153-1185, DOI: 10.1002/jae.1080.
  20. Peter C. B. Phillips & Jun Yu, 2009, "Simulation-Based Estimation of Contingent-Claims Prices," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 9, pages 3669-3705, September.
  21. Anthony Tay & Christopher Ting & Yiu Kuen Tse & Mitch Warachka, 2009, "Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 3, pages 288-311, Summer.
  22. Z Yang, 2009, "Assessing the performance of Canadian bank branches using data envelopment analysis," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 60, issue 6, pages 771-780, June, DOI: 10.1057/palgrave.jors.2602619.

2008

  1. Hwee Kwan Chow, 2008, "Hong Kong's Money: the history, logic and operation of the currency peg - by Tony Latter," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, volume 22, issue 2, pages 60-60, November.
  2. Fujii, Tomoki & Karp, Larry, 2008, "Numerical analysis of non-constant pure rate of time preference: A model of climate policy," Journal of Environmental Economics and Management, Elsevier, volume 56, issue 1, pages 83-101, July.
  3. Fujii, Tomoki, 2008, "How Well Can We Target Aid with Rapidly Collected Data? Empirical Results for Poverty Mapping from Cambodia," World Development, Elsevier, volume 36, issue 10, pages 1830-1842, October.
  4. Hoon, Hian Teck & Phelps, Edmund S., 2008, "Future fiscal and budgetary shocks," Journal of Economic Theory, Elsevier, volume 143, issue 1, pages 499-518, November.
  5. Kong Weng Ho & Randy Tan, 2008, "Nonmonotonic relationship between human capital and unemployment: an exploratory study with empirical evidence on Singapore," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 15, pages 1177-1185, DOI: 10.1080/13504850500461399.
  6. Kunimoto, Takashi, 2008, "Indescribability and asymmetric information at the contracting stage," Economics Letters, Elsevier, volume 99, issue 2, pages 367-370, May.
  7. Antoci, Angelo & Gay, Antonio & Landi, Massimiliano & Sacco, Pier Luigi, 2008, "Global analysis of an expectations augmented evolutionary dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 12, pages 3877-3894, December.
  8. Phillips, Peter C.B. & Han, Chirok, 2008, "Gaussian Inference In Ar(1) Time Series With Or Without A Unit Root," Econometric Theory, Cambridge University Press, volume 24, issue 3, pages 631-650, June.
  9. Phillips, Peter C.B. & Magdalinos, Tassos, 2008, "Limit Theory For Explosively Cointegrated Systems," Econometric Theory, Cambridge University Press, volume 24, issue 4, pages 865-887, August.
  10. Ibragimov, Rustam & Phillips, Peter C.B., 2008, "Regression Asymptotics Using Martingale Convergence Methods," Econometric Theory, Cambridge University Press, volume 24, issue 4, pages 888-947, August.
  11. Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, Econometric Society, volume 76, issue 1, pages 175-194, January.
  12. Xu, Ke-Li & Phillips, Peter C.B., 2008, "Adaptive estimation of autoregressive models with time-varying variances," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 265-280, January.
  13. Lieberman, Offer & Phillips, Peter C.B., 2008, "A complete asymptotic series for the autocovariance function of a long memory process," Journal of Econometrics, Elsevier, volume 147, issue 1, pages 99-103, November.
  14. Offer Lieberman & Peter Phillips, 2008, "Refined Inference on Long Memory in Realized Volatility," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 254-267, DOI: 10.1080/07474930701873374.
  15. Zhenlin Yang & Yiu-Kuen Tse, 2008, "Generalized LM tests for functional form and heteroscedasticity," Econometrics Journal, Royal Economic Society, volume 11, issue 2, pages 349-376, July.

2007

  1. Pao-Li Chang & Shinichi Sakata, 2007, "Estimation of impulse response functions using long autoregression," Econometrics Journal, Royal Economic Society, volume 10, issue 2, pages 453-469, July.
  2. Myoung-jae Lee & Pao-Li Chang, 2007, "Avoiding arbitrary exclusion restrictions using ratios of reduced-form estimates," Empirical Economics, Springer, volume 33, issue 2, pages 339-357, September, DOI: 10.1007/s00181-006-0106-1.
  3. Chow, Hwee Kwan & Kim, Yoonbai & Sun, Wei, 2007, "Characterizing exchange rate policy in East Asia: A reconsideration," Journal of Asian Economics, Elsevier, volume 18, issue 3, pages 448-465, June.
  4. Hwee-Kwan Chow, 2007, "Singapore'S Exchange Rate Policy: Some Implementation Issues," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 52, issue 03, pages 445-458, DOI: 10.1142/S0217590807002701.
  5. Miyata, Sachiko & Fujii, Tomoki, 2007, "Examining the socioeconomic impacts of irrigation in the Southeast Anatolia Region of Turkey," Agricultural Water Management, Elsevier, volume 88, issue 1-3, pages 247-252, March.
  6. Elbers, Chris & Fujii, Tomoki & Lanjouw, Peter & Ozler, Berk & Yin, Wesley, 2007, "Poverty alleviation through geographic targeting: How much does disaggregation help?," Journal of Development Economics, Elsevier, volume 83, issue 1, pages 198-213, May.
  7. Hoon, Hian Teck & Phelps, Edmund S., 2007, "A structuralist model of the small open economy in the short, medium and long run," Journal of Macroeconomics, Elsevier, volume 29, issue 2, pages 227-254, June.
  8. Nicholas C. S. Sim & Kong‐Weng Ho, 2007, "Autarkic indeterminacy and trade determinacy," International Journal of Economic Theory, The International Society for Economic Theory, volume 3, issue 4, pages 315-328, December, DOI: 10.1111/j.1742-7363.2007.00062.x.
  9. Kong-Weng Ho & Nicholas Sim, 2007, "Indeterminacy and market instability," Economics Bulletin, AccessEcon, volume 5, issue 1, pages 1-7.
  10. Fali Huang, 2007, "Building Social Trust: A Human-Capital Approach," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 163, issue 4, pages 552-573, December.
  11. Nicolas L. Jacquet & Serene Tan, 2007, "On the Segmentation of Markets," Journal of Political Economy, University of Chicago Press, volume 115, issue 4, pages 639-664, August, DOI: 10.1086/521967.
  12. Atsushi Kajii, 2007, "Welfare Gains And Losses In Sunspot Equilibria," The Japanese Economic Review, Japanese Economic Association, volume 58, issue 3, pages 329-344, September, DOI: 10.1111/j.1468-5876.2007.00418.x.
  13. Grant, Simon & Kajii, Atsushi, 2007, "The epsilon-Gini-contamination multiple priors model admits a linear-mean-standard-deviation utility representation," Economics Letters, Elsevier, volume 95, issue 1, pages 39-47, April.
  14. Kajii, Atsushi & Kojima, Hiroyuki & Ui, Takashi, 2007, "Cominimum additive operators," Journal of Mathematical Economics, Elsevier, volume 43, issue 2, pages 218-230, February.
  15. Julio Dávila & Piero Gottardi & Atsushi Kajii, 2007, "Local Sunspot Equilibria Reconsidered," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 31, issue 3, pages 401-425, June, DOI: 10.1007/s00199-006-0108-4.
  16. Lee, Gea M., 2007, "Trade agreements with domestic policies as disguised protection," Journal of International Economics, Elsevier, volume 71, issue 1, pages 241-259, March.
  17. Theofanis Tsoulouhas & Kosmas Marinakis, 2007, "Tournaments with Ex Post Heterogeneous Agents," Economics Bulletin, AccessEcon, volume 4, issue 41, pages 1-9.
  18. Phang, Sock-Yong, 2007, "Urban rail transit PPPs: Survey and risk assessment of recent strategies," Transport Policy, Elsevier, volume 14, issue 3, pages 214-231, May.
  19. Phillips, Peter C.B., 2007, "Regression With Slowly Varying Regressors And Nonlinear Trends," Econometric Theory, Cambridge University Press, volume 23, issue 4, pages 557-614, August.
  20. Phillips, Peter C.B. & Kim, Chang Sik, 2007, "Long-Run Covariance Matrices For Fractionally Integrated Processes," Econometric Theory, Cambridge University Press, volume 23, issue 6, pages 1233-1247, December.
  21. Peter C. B. Phillips & Donggyu Sul, 2007, "Transition Modeling and Econometric Convergence Tests," Econometrica, Econometric Society, volume 75, issue 6, pages 1771-1855, November.
  22. Phillips, Peter C.B. & Magdalinos, Tassos, 2007, "Limit theory for moderate deviations from a unit root," Journal of Econometrics, Elsevier, volume 136, issue 1, pages 115-130, January.
  23. Phillips, Peter C.B. & Sul, Donggyu, 2007, "Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence," Journal of Econometrics, Elsevier, volume 137, issue 1, pages 162-188, March.
  24. Bandi, Federico M. & Phillips, Peter C.B., 2007, "A simple approach to the parametric estimation of potentially nonstationary diffusions," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 354-395, April.
  25. Phillips, Peter C.B., 2007, "Unit root log periodogram regression," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 104-124, May.
  26. Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007, "Incidental trends and the power of panel unit root tests," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 416-459, December.
  27. Phillips, Peter C.B. & Sul, Donggyu, 2007, "Some empirics on economic growth under heterogeneous technology," Journal of Macroeconomics, Elsevier, volume 29, issue 3, pages 455-469, September.
  28. Hashmi, Aamir R. & Tay, Anthony S., 2007, "Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness," Journal of International Money and Finance, Elsevier, volume 26, issue 3, pages 430-453, April.
  29. Winston Koh & Roberto Mariano & Yiu Kuen Tse, 2007, "Open vs. sealed-bid auctions: testing for revenue equivalence under Singapore's vehicle quota system," Applied Economics, Taylor & Francis Journals, volume 39, issue 1, pages 125-134, DOI: 10.1080/00036840500427916.
  30. Yang, Z.L. & Tse, Y.K., 2007, "A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 356-376, July.
  31. Zhenlin Yang & Dennis K. J. Lin, 2007, "Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 23, issue 5, pages 373-383, September, DOI: 10.1002/asmb.678.

2006

  1. Chang, Pao-Li & Chua, Vincent C.H. & Machover, Moshe, 2006, "L S Penrose's limit theorem: Tests by simulation," Mathematical Social Sciences, Elsevier, volume 51, issue 1, pages 90-106, January.
  2. Chow, Hwee Kwan & Kim, Yoonbai, 2006, "Does greater exchange rate flexibility affect interest rates in post-crisis Asia?," Journal of Asian Economics, Elsevier, volume 17, issue 3, pages 478-493, June.
  3. Chow, Hwee Kwan & Choy, Keen Meng, 2006, "Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach," International Journal of Forecasting, Elsevier, volume 22, issue 2, pages 301-315.
  4. Grace Li Ann Yong & Kong Weng Ho, 2006, "Innovation, Imitation And Entrepreneurship," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 51, issue 02, pages 147-173, DOI: 10.1142/S0217590806002378.
  5. Simon Grant & Atsushi Kajii & Flavio Menezes & Matthew J. Ryan, 2006, "Auctions with options to re‐auction," International Journal of Economic Theory, The International Society for Economic Theory, volume 2, issue 1, pages 17-39, March, DOI: 10.1111/j.1365-2966.2006.0022.x.
  6. Chiaki Hara & Atsushi Kajii, 2006, "Risk‐free bond prices in incomplete markets with recursive multiple‐prior utilities," International Journal of Economic Theory, The International Society for Economic Theory, volume 2, issue 2, pages 135-157, June, DOI: 10.1111/j.1742-7363.2006.00028.x.
  7. Kajii, Atsushi & Ui, Takashi, 2006, "Agreeable bets with multiple priors," Journal of Economic Theory, Elsevier, volume 128, issue 1, pages 299-305, May.
  8. Phillips, Peter C.B. & Yu, Jun, 2006, "Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 202-208, April.
  9. Liudas Giraitis & Peter C. B. Phillips, 2006, "Uniform Limit Theory for Stationary Autoregression," Journal of Time Series Analysis, Wiley Blackwell, volume 27, issue 1, pages 51-60, January, DOI: 10.1111/j.1467-9892.2005.00452.x.
  10. Peter C. B. Phillips & Ke‐Li Xu, 2006, "Inference in Autoregression under Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, volume 27, issue 2, pages 289-308, March, DOI: 10.1111/j.1467-9892.2005.00466.x.
  11. Phillips, Peter C.B., 2006, "A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation," Econometric Theory, Cambridge University Press, volume 22, issue 5, pages 947-960, October.
  12. Moon, H.R. & Perron, B. & Phillips, P.C.B., 2006, "On The Breitung Test For Panel Unit Roots And Local Asymptotic Power," Econometric Theory, Cambridge University Press, volume 22, issue 6, pages 1179-1190, December.
  13. Chirok Han & Peter C. B. Phillips, 2006, "GMM with Many Moment Conditions," Econometrica, Econometric Society, volume 74, issue 1, pages 147-192, January.
  14. Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006, "A new approach to robust inference in cointegration," Economics Letters, Elsevier, volume 91, issue 2, pages 300-306, May.
  15. Shimotsu, Katsumi & Phillips, Peter C.B., 2006, "Local Whittle estimation of fractional integration and some of its variants," Journal of Econometrics, Elsevier, volume 130, issue 2, pages 209-233, February.
  16. Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006, "Spectral Density Estimation And Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 47, issue 3, pages 837-894, August.
  17. Choy, Keen Meng & Leong, Kenneth & Tay, Anthony S., 2006, "Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts," Journal of Macroeconomics, Elsevier, volume 28, issue 2, pages 446-460, June.
  18. Anthony Tay & Christopher Ting, 2006, "Intraday stock prices, volume, and duration: a nonparametric conditional density analysis," Empirical Economics, Springer, volume 30, issue 4, pages 827-842, January, DOI: 10.1007/s00181-005-0004-y.
  19. Yang, Zhenlin & Li, Chenwei & Tse, Y.K., 2006, "Functional form and spatial dependence in dynamic panels," Economics Letters, Elsevier, volume 91, issue 1, pages 138-145, April.
  20. Y. K. Tse & Z. L. Yang, 2006, "Modelling firm-size distribution using Box-Cox heteroscedastic regression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 5, pages 641-653, DOI: 10.1002/jae.870.
  21. Tse, Y.K. & Yip, Paul S.L., 2006, "Exchange-rate systems and interest-rate behaviour: The experience of Hong Kong and Singapore," International Review of Economics & Finance, Elsevier, volume 15, issue 2, pages 212-227.
  22. Lien, Donald & Tse, Yiu Kuen, 2006, "A survey on physical delivery versus cash settlement in futures contracts," International Review of Economics & Finance, Elsevier, volume 15, issue 1, pages 15-29.
  23. Yu, Ting & Tse, Y.K., 2006, "An empirical examination of IPO underpricing in the Chinese A-share market," China Economic Review, Elsevier, volume 17, issue 4, pages 363-382.
  24. Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006, "A class of nonlinear stochastic volatility models and its implications for pricing currency options," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 4, pages 2218-2231, December.
  25. Yang, Zhenlin, 2006, "A modified family of power transformations," Economics Letters, Elsevier, volume 92, issue 1, pages 14-19, July.
  26. Winston Koh & Zhenlin Yang & Lijing Zhu, 2006, "Lottery Rather than Waiting-line Auction," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 27, issue 2, pages 289-310, October, DOI: 10.1007/s00355-006-0134-y.

2005

  1. Chang, Pao-Li, 2005, "Protection for sale under monopolistic competition," Journal of International Economics, Elsevier, volume 66, issue 2, pages 509-526, July.
  2. Kee, Hiau Looi & Hoon, Hian Teck, 2005, "Trade, capital accumulation and structural unemployment: an empirical study of the Singapore economy," Journal of Development Economics, Elsevier, volume 77, issue 1, pages 125-152, June.
  3. Atsushi Kajii & Takashi Ui, 2005, "Incomplete Information Games With Multiple Priors," The Japanese Economic Review, Japanese Economic Association, volume 56, issue 3, pages 332-351, September, DOI: 10.1111/j.1468-5876.2005.00327.x.
  4. Takashi Ui & Atsushi Kajii, 2005, "Equivalence of the Dempster-Shafer rule and the maximum likelihood rule implies convexity," Economics Bulletin, AccessEcon, volume 4, issue 10, pages 1-6.
  5. Koh, Winston T.H. & Mariano, Roberto S. & Pavlov, Andrey & Phang, Sock Yong & Tan, Augustine H.H. & Wachter, Susan M., 2005, "Bank lending and real estate in Asia: market optimism and asset bubbles," Journal of Asian Economics, Elsevier, volume 15, issue 6, pages 1103-1118, January.
  6. Peter C. B. Phillips, 2005, "Econometric Analysis of Fisher's Equation," American Journal of Economics and Sociology, Wiley Blackwell, volume 64, issue 1, pages 125-168, January, DOI: 10.1111/j.1536-7150.2005.00355.x.
  7. Donggyu Sul & Peter C. B. Phillips & Chi‐Young Choi, 2005, "Prewhitening Bias in HAC Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 4, pages 517-546, August, DOI: 10.1111/j.1468-0084.2005.00130.x.
  8. Phillips, Peter C.B., 2005, "Hac Estimation By Automated Regression," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 116-142, February.
  9. Phillips, Peter C.B., 2005, "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 3-20, February.
  10. Offer Lieberman & Peter C. B. Phillips, 2005, "Expansions for approximate maximum likelihood estimators of the fractional difference parameter," Econometrics Journal, Royal Economic Society, volume 8, issue 3, pages 367-379, December.
  11. Phillips, Peter C.B., 2005, "Challenges of trending time series econometrics," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 68, issue 5, pages 401-416, DOI: 10.1016/j.matcom.2005.02.010.
  12. Peter C. B. Phillips, 2005, "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 2, pages 707-742.
  13. Peter Phillips, 2005, "Albert Rex Bergstrom 1925-2005," New Zealand Economic Papers, Taylor & Francis Journals, volume 39, issue 2, pages 129-152, DOI: 10.1080/00779950509558490.
  14. Fung, Joseph K.W. & Lien, Donald & Tse, Yiuman & Tse, Yiu Kuen, 2005, "Effects of electronic trading on the Hang Seng Index futures market," International Review of Economics & Finance, Elsevier, volume 14, issue 4, pages 415-425.
  15. Zhenlin Yang, 2005, "BOOK REVIEW: "Theory of Regular Economics", by Ryo Nagata," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 50, issue 02, pages 289-291, DOI: 10.1142/S0217590805002025.

2004

  1. Atsushi Kajii & Aki Egami, 2004, "The first Asian workshop on general equilibrium theory," Economics Bulletin, AccessEcon, volume 28, issue 26, pages 1.
  2. Atsushi Kajii, 2004, "The second asian workshop on general equilibrium theory (GETA2005)," Economics Bulletin, AccessEcon, volume 28, issue 32, pages 1.
  3. Kunimoto, Takashi & Serrano, Roberto, 2004, "Bargaining and competition revisited," Journal of Economic Theory, Elsevier, volume 115, issue 1, pages 78-88, March.
  4. Phang, Sock-Yong, 2004, "House prices and aggregate consumption: do they move together? Evidence from Singapore," Journal of Housing Economics, Elsevier, volume 13, issue 2, pages 101-119, June.
  5. Offer Lieberman & Peter C. B. Phillips, 2004, "Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 5, pages 733-753, September, DOI: 10.1111/j.1467-9892.2004.01904.x.
  6. Lieberman, Offer & Phillips, Peter C.B., 2004, "Expansions For The Distribution Of The Maximum Likelihood Estimator Of The Fractional Difference Parameter," Econometric Theory, Cambridge University Press, volume 20, issue 3, pages 464-484, June.
  7. Hyungsik Roger Moon & Peter C. B. Phillips, 2004, "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Econometrica, Econometric Society, volume 72, issue 2, pages 467-522, March.
  8. Phillips, Peter C. B. & Park, Joon Y. & Chang, Yoosoon, 2004, "Nonlinear instrumental variable estimation of an autoregression," Journal of Econometrics, Elsevier, volume 118, issue 1-2, pages 219-246.
  9. Hu, Ling & Phillips, Peter C. B., 2004, "Nonstationary discrete choice," Journal of Econometrics, Elsevier, volume 120, issue 1, pages 103-138, May.
  10. Gao, Y. & Tse, Y. K., 2004, "Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 13, issue 4, pages 455-474.
  11. Y. K. Tse & K. W. Ng & Xibin Zhang, 2004, "A small‐sample overlapping variance‐ratio test," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 1, pages 127-135, January, DOI: 10.1046/j.0143-9782.2003.01804.x.
  12. Yang, Zhenlin & Chen, Gemai, 2004, "Tests of transformation in nonlinear regression," Economics Letters, Elsevier, volume 84, issue 3, pages 391-398, September.
  13. Yang, Zhenlin & Tsui, Albert K., 2004, "Analytically calibrated Box-Cox percentile limits for duration and event-time models," Insurance: Mathematics and Economics, Elsevier, volume 35, issue 3, pages 649-677, December.

2003

  1. Kim, Yoonbai & Chow, Hwee Kwan, 2003, "Optimum currency area in Europe: an alternative assessment," Economics Letters, Elsevier, volume 81, issue 3, pages 297-304, December.
  2. Chow, Hwee Kwan & Kim, Yoonbai, 2003, "A common currency peg in East Asia? Perspectives from Western Europe," Journal of Macroeconomics, Elsevier, volume 25, issue 3, pages 331-350, September.
  3. Gottardi, Piero & Kajii, Atsushi, 2003, "A note on the regularity of competitive equilibria and asset structures," Journal of Mathematical Economics, Elsevier, volume 39, issue 7, pages 763-776, September.
  4. Lee Gea M, 2003, "Upgrading, Degrading, and Intertemporal Price Discrimination," The B.E. Journal of Theoretical Economics, De Gruyter, volume 3, issue 1, pages 1-33, January, DOI: 10.2202/1534-5971.1056.
  5. Phang, Sock-Yong, 2003, "Strategic development of airport and rail infrastructure: the case of Singapore," Transport Policy, Elsevier, volume 10, issue 1, pages 27-33, January.
  6. Werner Ploberger & Peter C. B. Phillips, 2003, "An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 877-890, December, DOI: 10.1046/j.0305-9049.2003.00089.x.
  7. Phillips, Peter C.B., 2003, "In Memory Of John Denis Sargan," Econometric Theory, Cambridge University Press, volume 19, issue 3, pages 417-422, June.
  8. Phillips, Peter C.B., 2003, "Vision And Influence In Econometrics: John Denis Sargan," Econometric Theory, Cambridge University Press, volume 19, issue 3, pages 495-511, June.
  9. Phillips, Peter C.B. & Sun, Yixiao, 2003, "02.3.1. Regression with an Evaporating Logarithmic Trend— Solution," Econometric Theory, Cambridge University Press, volume 19, issue 4, pages 692-701, August.
  10. Phillips, Peter C.B., 2003, "The 2000–2002 Tjalling C. Koopmans Econometric Theory Prize," Econometric Theory, Cambridge University Press, volume 19, issue 6, pages 1201-1202, December.
  11. Peter C. B. Phillips, 2003, "Laws and Limits of Econometrics," Economic Journal, Royal Economic Society, volume 113, issue 486, pages 26-52, March.
  12. Federico M. Bandi & Peter C. B. Phillips, 2003, "Fully Nonparametric Estimation of Scalar Diffusion Models," Econometrica, Econometric Society, volume 71, issue 1, pages 241-283, January.
  13. Peter Hall & Qiwei Yao, 2003, "Inference in Arch and Garch Models with Heavy--Tailed Errors," Econometrica, Econometric Society, volume 71, issue 1, pages 285-317, January.
  14. Werner Ploberger & Peter C. B. Phillips, 2003, "Empirical Limits for Time Series Econometric Models," Econometrica, Econometric Society, volume 71, issue 2, pages 627-673, March.
  15. Peter C. B. Phillips & Donggyu Sul, 2003, "Dynamic panel estimation and homogeneity testing under cross section dependence *," Econometrics Journal, Royal Economic Society, volume 6, issue 1, pages 217-259, June.
  16. Sun, Yixiao & Phillips, Peter C. B., 2003, "Nonlinear log-periodogram regression for perturbed fractional processes," Journal of Econometrics, Elsevier, volume 115, issue 2, pages 355-389, August.
  17. Tse, Y. K. & Yip, Paul S. L., 2003, "The impacts of Hong Kong's Currency Board reforms on the interbank market," Journal of Banking & Finance, Elsevier, volume 27, issue 12, pages 2273-2296, December.
  18. Yang, Zhenlin & See, Stanley P. & Xie, M., 2003, "Transformation approaches for the construction of Weibull prediction interval," Computational Statistics & Data Analysis, Elsevier, volume 43, issue 3, pages 357-368, July.
  19. Yang, Zhenlin & Abeysinghe, Tilak, 2003, "A score test for Box-Cox functional form," Economics Letters, Elsevier, volume 79, issue 1, pages 107-115, April.

2002

  1. Tomoki Fujii & Sophal Ear, 2002, "How Does Spousal Education Matter? Some Evidence from Cambodia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 01, pages 117-138, DOI: 10.1142/S0116110502000052.
  2. Hian Teck Hoon, 2002, "Endogenous Growth and Equilibrium Unemployment in a North–South Model," Review of Development Economics, Wiley Blackwell, volume 6, issue 1, pages 26-38, February, DOI: 10.1111/1467-9361.00137.
  3. Burgos, Albert & Grant, Simon & Kajii, Atsushi, 2002, "Bargaining and Boldness," Games and Economic Behavior, Elsevier, volume 38, issue 1, pages 28-51, January.
  4. Katsumi Shimotsu & Peter C. B. Phillips, 2002, "Pooled Log Periodogram Regression," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 1, pages 57-93, January, DOI: 10.1111/1467-9892.00575.
  5. Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002, "Band Spectral Regression with Trending Data," Econometrica, Econometric Society, volume 70, issue 3, pages 1067-1109, May.
  6. Phillips, Peter C. B. & Jin, Sainan, 2002, "The KPSS test with seasonal dummies," Economics Letters, Elsevier, volume 77, issue 2, pages 239-243, October.
  7. Xiao, Zhijie & Phillips, Peter C. B., 2002, "Higher order approximations for Wald statistics in time series regressions with integrated processes," Journal of Econometrics, Elsevier, volume 108, issue 1, pages 157-198, May.
  8. Xiao, Zhijie & Phillips, Peter C. B., 2002, "A CUSUM test for cointegration using regression residuals," Journal of Econometrics, Elsevier, volume 108, issue 1, pages 43-61, May.
  9. Chao, John C. & Phillips, Peter C. B., 2002, "Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 251-283, December.
  10. Phillips, Peter C. B., 2002, "New unit root asymptotics in the presence of deterministic trends," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 323-353, December.
  11. Y. K. Tse, 2002, "Residual-based diagnostics for conditional heteroscedasticity models," Econometrics Journal, Royal Economic Society, volume 5, issue 2, pages 358-374, June.
  12. Tse, Y K & Tsui, Albert K C, 2002, "A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with Time-Varying Correlations," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 3, pages 351-362, July.
  13. Lien, Donald & Tse, Yiu Kuen, 2002, "Physical delivery versus cash settlement: an empirical study on the feeder cattle contract," Journal of Empirical Finance, Elsevier, volume 9, issue 4, pages 361-371, November.
  14. Yang, Zhenlin & Abeysinghe, Tilak, 2002, "An explicit variance formula for the Box-Cox functional form estimator," Economics Letters, Elsevier, volume 76, issue 2, pages 259-265, July.

2001

  1. Hoon, Hian Teck, 2001, "Adjustment of wages and equilibrium unemployment in a Ricardian global economy," Journal of International Economics, Elsevier, volume 54, issue 1, pages 193-209, June.
  2. Hoon, Hian Teck, 2001, "General-Equilibrium Implications of International Product-Market Competition for Jobs and Wages," Oxford Economic Papers, Oxford University Press, volume 53, issue 1, pages 138-156, January.
  3. Hian Teck Hoon, 2001, "BOOK REVIEW: Barriers to Riches," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 46, issue 01, pages 145-148, DOI: 10.1142/S0217590801000279.
  4. Grant, Simon & Kajii, Atsushi & Polak, Ben, 2001, "Different notions of disappointment aversion," Economics Letters, Elsevier, volume 70, issue 2, pages 203-208, February.
  5. Grant, Simon & Kajii, Atsushi & Polak, Ben, 2001, ""Third down with a yard to go": recursive expected utility and the Dixit-Skeath conundrum," Economics Letters, Elsevier, volume 73, issue 3, pages 275-286, December.
  6. Ngee-Choon Chia & Sock-Yong Phang, 2001, "Motor vehicle taxes as an environmental management instrument: the case of Singapore," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 4, issue 2, pages 67-93, September, DOI: 10.1007/BF03353917.
  7. Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001, "How To Estimate Autoregressive Roots Near Unity," Econometric Theory, Cambridge University Press, volume 17, issue 1, pages 29-69, February.
  8. Park, Joon Y & Phillips, Peter C B, 2001, "Nonlinear Regressions with Integrated Time Series," Econometrica, Econometric Society, volume 69, issue 1, pages 117-161, January.
  9. Yoosoon Chang & Joon Y. Park & Peter C. B. Phillips, 2001, "Nonlinear econometric models with cointegrated and deterministically trending regressors," Econometrics Journal, Royal Economic Society, volume 4, issue 1, pages 1-36.
  10. Jun Yu & Peter C. B. Phillips, 2001, "A Gaussian approach for continuous time models of the short-term interest rate," Econometrics Journal, Royal Economic Society, volume 4, issue 2, pages 1-3.
  11. Phillips, Peter C. B., 2001, "Trending time series and macroeconomic activity: Some present and future challenges," Journal of Econometrics, Elsevier, volume 100, issue 1, pages 21-27, January.
  12. Peter C. B. Phillips, 2001, "Descriptive econometrics for non-stationary time series with empirical illustrations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 3, pages 389-413.
  13. Alex Maynard & Peter C. B. Phillips, 2001, "Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 6, pages 671-708.
  14. Carmela Quintos & Zhenhong Fan & Peter C. B. Phillips, 2001, "Structural Change Tests in Tail Behaviour and the Asian Crisis," The Review of Economic Studies, Review of Economic Studies Ltd, volume 68, issue 3, pages 633-663.
  15. Lien, Donald & Tse, Yiu Kuen, 2001, "Hedging downside risk: futures vs. options," International Review of Economics & Finance, Elsevier, volume 10, issue 2, pages 159-169.

2000

  1. Kilian, Lutz & Chang, Pao-Li, 2000, "How accurate are confidence intervals for impulse responses in large VAR models?," Economics Letters, Elsevier, volume 69, issue 3, pages 299-307, December.
  2. Simon Grant & Atsushi Kajii & Ben Polak, 2000, "Temporal Resolution of Uncertainty and Recursive Non-Expected Utility Models," Econometrica, Econometric Society, volume 68, issue 2, pages 425-434, March.
  3. Grant, Simon & Kajii, Atsushi & Polak, Ben, 2000, "Decomposable Choice under Uncertainty," Journal of Economic Theory, Elsevier, volume 92, issue 2, pages 169-197, June.
  4. Simon Grant & Atsushi Kajii & Ben Polak, 2000, "Preference for Information and Dynamic Consistency," Theory and Decision, Springer, volume 48, issue 3, pages 263-286, May, DOI: 10.1023/A:1005298409014.
  5. Sock-Yong Phang, 2000, "Hong Kong and Singapore," American Journal of Economics and Sociology, Wiley Blackwell, volume 59, issue 5, pages 337-352, November.
  6. Moon, Hyungsik R. & Phillips, Peter C.B., 2000, "Estimation Of Autoregressive Roots Near Unity Using Panel Data," Econometric Theory, Cambridge University Press, volume 16, issue 6, pages 927-997, December.
  7. Joon Y. Park & Peter C. B. Phillips, 2000, "Nonstationary Binary Choice," Econometrica, Econometric Society, volume 68, issue 5, pages 1249-1280, September.
  8. A.R. Denman & E.P. Harris & M.R. Hermann & P. Phillips, 2000, "Auditing the cost effectiveness of radon mitigation in the workplace," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 15, issue 4, pages 153-160, June, DOI: 10.1108/02686900010322344.
  9. Peter Phillips & Hyungsik Moon, 2000, "Nonstationary panel data analysis: an overview of some recent developments," Econometric Reviews, Taylor & Francis Journals, volume 19, issue 3, pages 263-286, DOI: 10.1080/07474930008800473.
  10. Aaron Schiff & Peter Phillips, 2000, "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, volume 34, issue 2, pages 159-181, DOI: 10.1080/00779950009544321.
  11. Tse, Y. K., 2000, "A test for constant correlations in a multivariate GARCH model," Journal of Econometrics, Elsevier, volume 98, issue 1, pages 107-127, September.
  12. Zhenlin Yang, 2000, "A new statistic for regression transformation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 9, issue 1, pages 123-131, June, DOI: 10.1007/BF02595854.
  13. Zhenlin Yang & Min Xie, 2000, "Process monitoring of exponentially distributed characteristics through an optimal normalizing transformation," Journal of Applied Statistics, Taylor & Francis Journals, volume 27, issue 8, pages 1051-1063, DOI: 10.1080/02664760050173373.

1999

  1. Teck Hoon, Hian, 1999, "Intraindustry trade, high-wage jobs, and the wage gap," Economics Letters, Elsevier, volume 65, issue 2, pages 213-220, November.
  2. Piero Gottardi & Atsushi Kajii, 1999, "The Structure of Sunspot Equilibria: The Role of Multiplicity," The Review of Economic Studies, Review of Economic Studies Ltd, volume 66, issue 3, pages 713-732.
  3. Park, Joon Y. & Phillips, Peter C.B., 1999, "Asymptotics For Nonlinear Transformations Of Integrated Time Series," Econometric Theory, Cambridge University Press, volume 15, issue 3, pages 269-298, June.
  4. Xiao, Zhijie & Phillips, Peter C.B., 1999, "Efficient Detrending In Cointegrating Regression," Econometric Theory, Cambridge University Press, volume 15, issue 4, pages 519-548, August.
  5. Peter C. B. Phillips & Hyungsik R. Moon, 1999, "Linear Regression Limit Theory for Nonstationary Panel Data," Econometrica, Econometric Society, volume 67, issue 5, pages 1057-1112, September.
  6. Chao, John C. & Phillips, Peter C. B., 1999, "Model selection in partially nonstationary vector autoregressive processes with reduced rank structure," Journal of Econometrics, Elsevier, volume 91, issue 2, pages 227-271, August.
  7. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1999, "Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange," The Review of Economics and Statistics, MIT Press, volume 81, issue 4, pages 661-673, November.

1998

  1. Hian Teck Hoon, 1998, "Capital Expansion, Endogenous Growth and Equilibrium Unemployment," Australian Economic Papers, Wiley Blackwell, volume 37, issue 3, pages 257-272, September, DOI: 10.1111/1467-8454.00019.
  2. Kong Weng Ho & Hian Teck Hoon, 1998, "Productivity Growth and Public Sector Employment," The American Economist, Sage Publications, volume 42, issue 2, pages 73-79, October, DOI: 10.1177/056943459804200207.
  3. Grant, Simon & Kajii, Atsushi, 1998, "AUSI expected utility: An anticipated utility theory of relative disappointment aversion," Journal of Economic Behavior & Organization, Elsevier, volume 37, issue 3, pages 277-290, November.
  4. Kajii, Atsushi, 1998, "Sunspots and the Sequential Regularity of Competitive Equilibria," Journal of Economic Theory, Elsevier, volume 78, issue 1, pages 187-194, January.
  5. Kajii, Atsushi & Morris, Stephen, 1998, "Payoff Continuity in Incomplete Information Games," Journal of Economic Theory, Elsevier, volume 82, issue 1, pages 267-276, September.
  6. Grant, Simon & Kajii, Atsushi & Polak, Ben, 1998, "Intrinsic Preference for Information," Journal of Economic Theory, Elsevier, volume 83, issue 2, pages 233-259, December.
  7. Atsushi Kajii & Antonio Villanacci & Alessandro Citanna, 1998, "Constrained suboptimality in incomplete markets: a general approach and two applications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 3, pages 495-521.
  8. Peter C. B. Phillips & Zhijie Xiao, 1998, "A Primer on Unit Root Testing," Journal of Economic Surveys, Wiley Blackwell, volume 12, issue 5, pages 423-470, December, DOI: 10.1111/1467-6419.00064.
  9. Peter C. B. Phillips, 1998, "New Tools for Understanding Spurious Regressions," Econometrica, Econometric Society, volume 66, issue 6, pages 1299-1326, November.
  10. Zhije Xiao & Peter C.B. Phillips, 1998, "An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy," Econometrics Journal, Royal Economic Society, volume 1, issue RegularPa, pages 27-43.
  11. Phillips, Peter C. B., 1998, "Impulse response and forecast error variance asymptotics in nonstationary VARs," Journal of Econometrics, Elsevier, volume 83, issue 1-2, pages 21-56.
  12. Xiao, Zhijie & Phillips, Peter C. B., 1998, "Higher-order approximations for frequency domain time series regression," Journal of Econometrics, Elsevier, volume 86, issue 2, pages 297-336, June.
  13. Chao, J. C. & Phillips, P. C. B., 1998, "Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior," Journal of Econometrics, Elsevier, volume 87, issue 1, pages 49-86, August.
  14. Diebold, Francis X & Gunther, Todd A & Tay, Anthony S, 1998, "Evaluating Density Forecasts with Applications to Financial Risk Management," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 863-883, November.
  15. Y. K. Tse, 1998, "The conditional heteroscedasticity of the yen-dollar exchange rate," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 1, pages 49-55.

1997

  1. Kong Weng Ho & Hian Teck Hoon, 1997, "Equilibrium Unemployment and Endogenous Public Sector Employment," Metroeconomica, Wiley Blackwell, volume 48, issue 2, pages 138-160, June.
  2. Hoon, Hian Teck & Phelps, Edmund S., 1997, "Growth, wealth and the natural rate: Is Europe's jobs crisis a growth crisis?," European Economic Review, Elsevier, volume 41, issue 3-5, pages 549-557, April.
  3. Atsushi Kajii, 1997, "On the Role of Options in Sunspot Equilibria," Econometrica, Econometric Society, volume 65, issue 4, pages 977-986, July.
  4. Atsushi Kajii & Stephen Morris, 1997, "The Robustness of Equilibria to Incomplete Information," Econometrica, Econometric Society, volume 65, issue 6, pages 1283-1310, November.
  5. Kajii, Atsushi & Morris, Stephen, 1997, "Commonp-Belief: The General Case," Games and Economic Behavior, Elsevier, volume 18, issue 1, pages 73-82, January.
  6. Phang, Sock-Yong & Toh, Rex S., 1997, "From manual to electronic road congestion pricing: The Singapore experience and experiment," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 33, issue 2, pages 97-106, June.
  7. Sock-Yong Phang & Wing-Keung Wong, 1997, "Government Policies and Private Housing Prices in Singapore," Urban Studies, Urban Studies Journal Limited, volume 34, issue 11, pages 1819-1829, November, DOI: 10.1080/0042098975268.
  8. Kitamura, Yuichi & Phillips, Peter C. B., 1997, "Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments," Journal of Econometrics, Elsevier, volume 80, issue 1, pages 85-123, September.
  9. Phillips, Peter C. B. & McFarland, James W., 1997, "Forward exchange market unbiasedness: the case of the Australian dollar since 1984," Journal of International Money and Finance, Elsevier, volume 16, issue 6, pages 885-907, December.
  10. Tse, Y. K. & Ng, L. K., 1997, "The cointegration of Asian currencies revisited," Japan and the World Economy, Elsevier, volume 9, issue 1, pages 109-114, March.
  11. Tse, Y. K. & Tsui, Albert K. C., 1997, "Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar," Pacific-Basin Finance Journal, Elsevier, volume 5, issue 3, pages 345-356, July.

1996

  1. Hian Hoon, 1996, "Payroll taxes and VAT in a labor-turnover model of the ‘natural rate’," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 3, issue 3, pages 369-383, July, DOI: 10.1007/BF00418950.
  2. Kajii, Atsushi, 1996, "How to discard non-satiation and free-disposal with paper money," Journal of Mathematical Economics, Elsevier, volume 25, issue 1, pages 75-84.
  3. Phang, Sock-Yong & Wong, Wing-Keung & Chia, Ngee-Choon, 1996, "Singapore's experience with car quotas : Issues and policy processes," Transport Policy, Elsevier, volume 3, issue 4, pages 145-153, October.
  4. Phillips, Peter C B & Ploberger, Werner, 1996, "An Asymptotic Theory of Bayesian Inference for Time Series," Econometrica, Econometric Society, volume 64, issue 2, pages 381-412, March.
  5. Phillips, Peter C B, 1996, "Econometric Model Determination," Econometrica, Econometric Society, volume 64, issue 4, pages 763-812, July.
  6. Phillips, Peter C B & McFarland, James W & McMahon, Patrick C, 1996, "Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 1, pages 1-22, Jan.-Feb..

1995

  1. Ho, Kong Weng & Hoon, Hian Teck, 1995, "Macroeconomic shocks and the endogenous response of the stock market and real interest rates in a neoclassical general equilibrium model," Economic Modelling, Elsevier, volume 12, issue 1, pages 28-34, January.
  2. Grant, Simon & Kajii, Atsushi, 1995, "A Cardinal Characterization of the Rubinstein-Safra-Thomson Axiomatic Bargaining Theory," Econometrica, Econometric Society, volume 63, issue 5, pages 1241-1249, September.
  3. Chang, Yoosoon & Phillips, Peter C.B., 1995, "Time Series Regression with Mixtures of Integrated Processes," Econometric Theory, Cambridge University Press, volume 11, issue 5, pages 1033-1094, October.
  4. Kitamura, Yuichi & Phillips, Peter C.B., 1995, "Efficient IV Estimation in Nonstationary Regression," Econometric Theory, Cambridge University Press, volume 11, issue 5, pages 1095-1130, October.
  5. Phillips, Peter C.B., 1995, "Trending Multiple Time Series: Editor's Introduction," Econometric Theory, Cambridge University Press, volume 11, issue 5, pages 811-817, October.
  6. Phillips, Peter C.B., 1995, "Robust Nonstationary Regression," Econometric Theory, Cambridge University Press, volume 11, issue 5, pages 912-951, October.
  7. Phillips, Peter C B, 1995, "Fully Modified Least Squares and Vector Autoregression," Econometrica, Econometric Society, volume 63, issue 5, pages 1023-1078, September.
  8. Phillips, Peter C. B., 1995, "Bayesian model selection and prediction with empirical applications," Journal of Econometrics, Elsevier, volume 69, issue 1, pages 289-331, September.
  9. Phillips, Peter C. B., 1995, "Bayesian prediction a response," Journal of Econometrics, Elsevier, volume 69, issue 1, pages 351-365, September.
  10. Tse, Y. K., 1995, "Some international evidence on the stochastic behavior of interest rates," Journal of International Money and Finance, Elsevier, volume 14, issue 5, pages 721-738, October.

1994

  1. Hian Hoon, 1994, "The impact of intraindustry trade on the natural rate of unemployment in two simple models," Open Economies Review, Springer, volume 5, issue 1, pages 29-46, March, DOI: 10.1007/BF01000743.
  2. Kajii Atsushi, 1994, "Anonymity and Optimality of Competitive Equilibria when Markets Are Incomplete," Journal of Economic Theory, Elsevier, volume 64, issue 1, pages 115-129, October.
  3. Phillips, Peter C B, 1994, "Reflections on the Day," Journal of Economic Surveys, Wiley Blackwell, volume 8, issue 3, pages 311-316, September.
  4. Phillips, Peter C.B. & Van Dijk, Herman K., 1994, "Bayes Methods and Unit Roots," Econometric Theory, Cambridge University Press, volume 10, issue 3-4, pages 453-460, August.
  5. Phillips, Peter C.B. & Ploberger, Werner, 1994, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Econometric Theory, Cambridge University Press, volume 10, issue 3-4, pages 774-808, August.
  6. Phillips, Peter C B, 1994, "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Econometrica, Econometric Society, volume 62, issue 1, pages 73-93, January.
  7. Loretan, Mico & Phillips, Peter C. B., 1994, "Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets," Journal of Empirical Finance, Elsevier, volume 1, issue 2, pages 211-248, January.
  8. Corbae, Dean & Ouliaris, Sam & Phillips, Peter C B, 1994, "A Reexamination of the Consumption Function Using Frequency Domain Regressions," Empirical Economics, Springer, volume 19, issue 4, pages 595-609.

1993

  1. Hoon, Hian Teck, 1993, "Improvements in Agriculture in Ricardo's Essay on Profits," The Manchester School of Economic & Social Studies, University of Manchester, volume 61, issue 4, pages 425-438, December.
  2. Hoon, Hian Teck, 1993, "Efficiency wages and economic growth," Economics Letters, Elsevier, volume 42, issue 2-3, pages 201-208.
  3. Phang, Sock-Yong, 1993, "Singapore's motor vehicle policy: Review of recent changes and a suggested alternative," Transportation Research Part A: Policy and Practice, Elsevier, volume 27, issue 4, pages 329-336, July.
  4. Toda, Hiro Y & Phillips, Peter C B, 1993, "Vector Autoregressions and Causality," Econometrica, Econometric Society, volume 61, issue 6, pages 1367-1393, November.
  5. Toda, Hiro Y. & Phillips, Peter C. B., 1993, "The spurious effect of unit roots on vector autoregressions : An analytical study," Journal of Econometrics, Elsevier, volume 59, issue 3, pages 229-255, October.
  6. Choi, In & Phillips, Peter C. B., 1993, "Testing for a unit root by frequency domain regression," Journal of Econometrics, Elsevier, volume 59, issue 3, pages 263-286, October.
  7. Quintos, Carmela E & Phillips, Peter C B, 1993, "Parameter Constancy in Cointegrating Regressions," Empirical Economics, Springer, volume 18, issue 4, pages 675-706.

1992

  1. Hoon, Hian Teck & Phelps, Edmund S, 1992, "Macroeconomic Shocks in a Dynamized Model of the Natural Rate of Unemployment," American Economic Review, American Economic Association, volume 82, issue 4, pages 889-900, September.
  2. Hoon, Hian Teck, 1992, "Defense spending cutbacks and real interest rates in the neoclassical one-sector and two-sector models," Economics Letters, Elsevier, volume 39, issue 4, pages 443-448, August.
  3. Kajii, Atsushi, 1992, "A generalization of Scarf's theorem: An [alpha]-core existence theorem without transitivity or completeness," Journal of Economic Theory, Elsevier, volume 56, issue 1, pages 194-205, February.
  4. Grant, Simon & Kajii, Atsushi & Polak, Ben, 1992, "Many good choice Axioms: When can many-good lotteries be treated as money lotteries?," Journal of Economic Theory, Elsevier, volume 56, issue 2, pages 313-337, April.
  5. Grant, Simon & Kajii, Atsushi & Polak, Ben, 1992, "Many good risks: An interpretation of multivariate risk and risk aversion without the Independence axiom," Journal of Economic Theory, Elsevier, volume 56, issue 2, pages 338-351, April.
  6. Schmidt, Peter & Phillips, C B Peter, 1992, "LM Tests for a Unit Root in the Presence of Deterministic Trends," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 54, issue 3, pages 257-287, August.
  7. Choi, In & Phillips, Peter C. B., 1992, "Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations," Journal of Econometrics, Elsevier, volume 51, issue 1-2, pages 113-150.
  8. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992, "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, volume 54, issue 1-3, pages 159-178.

1991

  1. Hoon, Hian Teck, 1991, "Comparative advantage and the equilibrium rate of unemployment," Economics Letters, Elsevier, volume 37, issue 3, pages 299-304, November.
  2. Phillips, P.C.B., 1991, "A Shortcut to LAD Estimator Asymptotics," Econometric Theory, Cambridge University Press, volume 7, issue 4, pages 450-463, December.
  3. Phillips, P C B, 1991, "Optimal Inference in Cointegrated Systems," Econometrica, Econometric Society, volume 59, issue 2, pages 283-306, March.
  4. Phillips, P C B, 1991, "Error Correction and Long-Run Equilibrium in Continuous Time," Econometrica, Econometric Society, volume 59, issue 4, pages 967-980, July.
  5. Phillips, Peter C. B. & Loretan, Mico, 1991, "The Durbin-Watson ratio under infinite-variance errors," Journal of Econometrics, Elsevier, volume 47, issue 1, pages 85-114, January.
  6. Phillips, P C B, 1991, "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 6, issue 4, pages 333-364, Oct.-Dec..
  7. Phillips, P C B, 1991, "Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 6, issue 4, pages 435-473, Oct.-Dec..
  8. Peter C. B. Phillips & Mico Loretan, 1991, "Estimating Long-run Economic Equilibria," The Review of Economic Studies, Review of Economic Studies Ltd, volume 58, issue 3, pages 407-436.
  9. Lee, Tom K Y & Tse, Y K, 1991, "Term Structure of Interest Rates in the Singapore Asian Dollar Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 6, issue 2, pages 143-152, April-Jun.
  10. Tse, Y. K., 1991, "Stock returns volatility in the Tokyo stock exchange," Japan and the World Economy, Elsevier, volume 3, issue 3, pages 285-298, November.

1990

  1. Phillips, P.C.B., 1990, "Time Series Regression With a Unit Root and Infinite-Variance Errors," Econometric Theory, Cambridge University Press, volume 6, issue 1, pages 44-62, March.
  2. Phillips, Peter C B & Ouliaris, S, 1990, "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, volume 58, issue 1, pages 165-193, January.
  3. Peter C. B. Phillips & Bruce E. Hansen, 1990, "Statistical Inference in Instrumental Variables Regression with I(1) Processes," The Review of Economic Studies, Review of Economic Studies Ltd, volume 57, issue 1, pages 99-125.

1989

  1. Park, Joon Y. & Phillips, Peter C.B., 1989, "Statistical Inference in Regressions with Integrated Processes: Part 2," Econometric Theory, Cambridge University Press, volume 5, issue 1, pages 95-131, April.
  2. Phillips, P.C.B., 1989, "Partially Identified Econometric Models," Econometric Theory, Cambridge University Press, volume 5, issue 2, pages 181-240, August.
  3. Phillips, P. C. B., 1989, "Spherical matrix distributions and cauchy quotients," Statistics & Probability Letters, Elsevier, volume 8, issue 1, pages 51-53, May.
  4. Tse, Y K, 1989, "A Proportional Random Utility Approach to Qualitative Response Models," Journal of Business & Economic Statistics, American Statistical Association, volume 7, issue 1, pages 61-65, January.

1988

  1. Kajii, Atsushi, 1988, "Note on equilibria without ordered preferences in topological vector spaces," Economics Letters, Elsevier, volume 27, issue 1, pages 1-4.
  2. P.C.B. Phillips, 1988, "Reflections on Econometric Methodology," The Economic Record, The Economic Society of Australia, volume 64, issue 4, pages 344-359, December, DOI: 10.1111/j.1475-4932.1988.tb02075.x.
  3. Phillips, P.C.B. & Choi, I. & Schochet, P.Z., 1988, "Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986," Econometric Theory, Cambridge University Press, volume 4, issue 1, pages 1-34, April.
  4. Park, Joon Y. & Phillips, Peter C.B., 1988, "Statistical Inference in Regressions with Integrated Processes: Part 1," Econometric Theory, Cambridge University Press, volume 4, issue 3, pages 468-497, December.
  5. Phillips, P.C.B., 1988, "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations," Econometric Theory, Cambridge University Press, volume 4, issue 3, pages 528-533, December.
  6. Phillips, Peter C B, 1988, "Regression Theory for Near-Integrated Time Series," Econometrica, Econometric Society, volume 56, issue 5, pages 1021-1043, September.
  7. Phillips, Peter C B & Park, Joon Y, 1988, "On the Formulation of Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, volume 56, issue 5, pages 1065-1083, September.
  8. Durlauf, Steven N & Phillips, Peter C B, 1988, "Trends versus Random Walks in Time Series Analysis," Econometrica, Econometric Society, volume 56, issue 6, pages 1333-1354, November.
  9. Phillips, P. C. B. & Ouliaris, S., 1988, "Testing for cointegration using principal components methods," Journal of Economic Dynamics and Control, Elsevier, volume 12, issue 2-3, pages 205-230.
  10. Phillips, Peter C. B., 1988, "Conditional and unconditional statistical independence," Journal of Econometrics, Elsevier, volume 38, issue 3, pages 341-348, July.
  11. Phillips, P. C. B., 1988, "Weak convergence to the matrix stochastic integral [integral operator]01 B dB'," Journal of Multivariate Analysis, Elsevier, volume 24, issue 2, pages 252-264, February.

1987

  1. Phillips, P. C. B., 1987, "Asymptotic Expansions in Nonstationary Vector Autoregressions," Econometric Theory, Cambridge University Press, volume 3, issue 1, pages 45-68, February.
  2. Phillips, P C B, 1987, "Time Series Regression with a Unit Root," Econometrica, Econometric Society, volume 55, issue 2, pages 277-301, March.
  3. Perron, Pierre & Phillips, Peter C. B., 1987, "Does GNP have a unit root? : A re-evaluation," Economics Letters, Elsevier, volume 23, issue 2, pages 139-145.
  4. Phillips, P. C. B., 1987, "An everywhere convergent series representation of the distribution of Hotelling's generalized T02," Journal of Multivariate Analysis, Elsevier, volume 21, issue 2, pages 238-249, April.
  5. Tse, Y K, 1987, "A Diagnostic Test for the Multinomial Logit Model," Journal of Business & Economic Statistics, American Statistical Association, volume 5, issue 2, pages 283-286, April.
  6. Tse, Y. K., 1987, "A note on Sargan densities," Journal of Econometrics, Elsevier, volume 34, issue 3, pages 349-354, March.

1986

  1. Hoon Hian Teck, 1986, "Effects of Technical Progress and Foreign Labour Importation on Shifting Comparative Advantage: A Geometrical Note," South African Journal of Economics, Economic Society of South Africa, volume 54, issue 4, pages 282-285, December, DOI: 10.1111/j.1813-6982.1986.tb00894.x.
  2. Phillips, P C B, 1986, "The Exact Distribution of the Wald Statistic," Econometrica, Econometric Society, volume 54, issue 4, pages 881-895, July.
  3. Phillips, P.C.B., 1986, "Understanding spurious regressions in econometrics," Journal of Econometrics, Elsevier, volume 33, issue 3, pages 311-340, December.
  4. Phillips, P C B, 1986, "The Distribution of FIML in the Leading Case," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 27, issue 1, pages 239-243, February.
  5. P. C. B. Phillips & S. N. Durlauf, 1986, "Multiple Time Series Regression with Integrated Processes," The Review of Economic Studies, Review of Economic Studies Ltd, volume 53, issue 4, pages 473-495.

1985

  1. P. C. B. Phillips, 1985, "A Theorem on the Tail Behaviour of Probability Distributions with an Application to the Stable Family," Canadian Journal of Economics, Canadian Economics Association, volume 18, issue 1, pages 58-65, February.
  2. Phillips, Peter C B, 1985, "The Exact Distribution of the SUR Estimator," Econometrica, Econometric Society, volume 53, issue 4, pages 745-756, July.
  3. Phillips, P. C. B., 1985, "The distribution of matrix quotients," Journal of Multivariate Analysis, Elsevier, volume 16, issue 1, pages 157-161, February.
  4. Tse, Y K, 1985, "Some Modified Versions of Durbin's h-Statistic," The Review of Economics and Statistics, MIT Press, volume 67, issue 3, pages 534-538, August.

1984

  1. Phillips, P.C.B., 1984, "The exact distribution of the Stein-rule estimator," Journal of Econometrics, Elsevier, volume 25, issue 1-2, pages 123-131.
  2. Phillips, P. C. B., 1984, "The exact distribution of exogenous variable coefficient estimators," Journal of Econometrics, Elsevier, volume 26, issue 3, pages 387-398, December.
  3. Phillips, Peter C B, 1984, "The Exact Distribution of LIML: I," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 25, issue 1, pages 249-261, February.
  4. Tse, Y. K., 1984, "Testing for linear and log-linear regressions with heteroscedasticity," Economics Letters, Elsevier, volume 16, issue 1-2, pages 63-69.
  5. Tse, Y. K., 1984, "Testing linear and log-linear regressions with autocorrelated errors," Economics Letters, Elsevier, volume 14, issue 4, pages 333-337.

1983

  1. Phillips, Peter C B, 1983, "ERAs: A New Approach to Small Sample Theory," Econometrica, Econometric Society, volume 51, issue 5, pages 1505-1525, September.
  2. Tse, Y. K., 1983, "On calculating the edgeworth approximate distribution of an econometric estimator or test statistic," Economics Letters, Elsevier, volume 12, issue 1, pages 37-41.

1982

  1. Phillips, P C B, 1982, "On the Consistency of Nonlinear FIML," Econometrica, Econometric Society, volume 50, issue 5, pages 1307-1324, September.
  2. Phillips, P. C. B., 1982, "A simple proof of the latent root sensitivity formula," Economics Letters, Elsevier, volume 9, issue 1, pages 57-59.
  3. Maasoumi, Esfandiar & Phillips, Peter C. B., 1982, "On the behavior of inconsistent instrumental variable estimators," Journal of Econometrics, Elsevier, volume 19, issue 2-3, pages 183-201, August.
  4. Tse, Y. K., 1982, "Edgeworth approximations in first-order stochastic difference equations with exogenous variables," Journal of Econometrics, Elsevier, volume 20, issue 2, pages 175-195, November.

1980

  1. Phillips, P C B, 1980, "The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables," Econometrica, Econometric Society, volume 48, issue 4, pages 861-878, May.
  2. P. C. B. Phillips, 1980, "Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume," The Review of Economic Studies, Review of Economic Studies Ltd, volume 47, issue 1, pages 183-224.

1979

  1. Holly, A & Phillips, P C B, 1979, "A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System," Econometrica, Econometric Society, volume 47, issue 6, pages 1527-1547, November.
  2. Phillips, P. C. B., 1979, "The concentration ellipsoid of a random vector," Journal of Econometrics, Elsevier, volume 11, issue 2-3, pages 363-365.
  3. Phillips, Peter C. B., 1979, "The sampling distribution of forecasts from a first-order autoregression," Journal of Econometrics, Elsevier, volume 9, issue 3, pages 241-261, February.

1977

  1. Phillips, Peter C B, 1977, "Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation," Econometrica, Econometric Society, volume 45, issue 2, pages 463-485, March.
  2. Phillips, Peter C B, 1977, "A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators," Econometrica, Econometric Society, volume 45, issue 6, pages 1517-1534, September.
  3. Phillips, Peter C. B., 1977, "An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator," Journal of Econometrics, Elsevier, volume 6, issue 2, pages 147-164, September.
  4. Phillips, P. C. B., 1977, "A large deviation limit theorem for multivariate distributions," Journal of Multivariate Analysis, Elsevier, volume 7, issue 1, pages 50-62, March.

1976

  1. Phillips, P C B, 1976, "The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator," Econometrica, Econometric Society, volume 44, issue 3, pages 449-460, May.

1974

  1. Phillips, P., 1974, "A Forecasting Model for the United Kingdom Invisible Account," National Institute Economic Review, National Institute of Economic and Social Research, volume 69, issue , pages 58-76, August.
  2. Phillips, P C B, 1974, "The Estimation of Some Continuous Time Models," Econometrica, Econometric Society, volume 42, issue 5, pages 803-823, September.

1973

  1. Phillips, P. C. B., 1973, "The problem of identification in finite parameter continuous time models," Journal of Econometrics, Elsevier, volume 1, issue 4, pages 351-362, December.

1972

  1. Phillips, P C B, 1972, "The Structural Estimation of a Stochastic Differential Equation System," Econometrica, Econometric Society, volume 40, issue 6, pages 1021-1041, November.

Books

2023

  1. Edmund Phelps & Hian Teck Hoon & Gylfi Zoega, 2023, "The Great Economic Slowdown," Springer Books, Springer, number 978-3-031-31441-4, ISBN: ARRAY(0x73902030), DOI: 10.1007/978-3-031-31441-4.

2018

  1. Hian Teck Hoon, 2018, "Economic Dynamism, Openness, and Inclusion:How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10883, ISBN: ARRAY(0x790bde78).

2013

  1. Sock-Yong Phang, 2013, "Housing Finance Systems," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-01403-0, ISBN: ARRAY(0xa3df6120), April, DOI: 10.1057/9781137014030.

2000

  1. Hian Teck Hoon, 2000, "Trade, Jobs and Wages," Books, Edward Elgar Publishing, number 1388, ISBN: ARRAY(0x962321c8).

Chapters

2026

  1. Stan Hurn & Vance Martin & Peter C. B. Phillips & Jun Yu, 2026, "Teaching Financial Econometrics to Students Converting to Finance," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Eric Hillebrand & William Griffiths, "Teaching Econometrics", DOI: 10.1007/978-3-031-97942-2_4.

2024

  1. Peter C. B. Phillips & Jun Yu, 2024, "Information loss in volatility measurement with flat price trading," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_19.

2023

  1. Hwee Kwan Chow, 2023, "Inflation Dynamics and Expectations in Singapore," Financial and Monetary Policy Studies, Springer, chapter 0, in: Frank Rövekamp & Moritz Bälz & Hanns Günther Hilpert & Wook Sohn, "Inflation and Deflation in East Asia", DOI: 10.1007/978-3-031-27949-2_5.
  2. Hian Teck Hoon & Edmund Phelps & Gylfi Zoega, 2023, "The Need for Growth," Springer Books, Springer, in: Robert Z. Aliber & Már Gudmundsson & Gylfi Zoega, "Fault Lines After COVID-19", DOI: 10.1007/978-3-031-26482-5_20.
  3. Edmund Phelps & Hian Teck Hoon & Gylfi Zoega, 2023, "Innovation," Springer Books, Springer, chapter 1, "The Great Economic Slowdown", DOI: 10.1007/978-3-031-31441-4_1.
  4. Edmund Phelps & Hian Teck Hoon & Gylfi Zoega, 2023, "Summary and Outstanding Issues," Springer Books, Springer, chapter 10, "The Great Economic Slowdown", DOI: 10.1007/978-3-031-31441-4_10.
  5. Edmund Phelps & Hian Teck Hoon & Gylfi Zoega, 2023, "The Slowdown and Real Interest Rates," Springer Books, Springer, chapter 2, "The Great Economic Slowdown", DOI: 10.1007/978-3-031-31441-4_2.
  6. Edmund Phelps & Hian Teck Hoon & Gylfi Zoega, 2023, "The Slowdown and Asset Prices," Springer Books, Springer, chapter 3, "The Great Economic Slowdown", DOI: 10.1007/978-3-031-31441-4_3.
  7. Edmund Phelps & Hian Teck Hoon & Gylfi Zoega, 2023, "The Slowdown and the Share of Profits," Springer Books, Springer, chapter 4, "The Great Economic Slowdown", DOI: 10.1007/978-3-031-31441-4_4.
  8. Edmund Phelps & Hian Teck Hoon & Gylfi Zoega, 2023, "The Slowdown in the Data," Springer Books, Springer, chapter 5, "The Great Economic Slowdown", DOI: 10.1007/978-3-031-31441-4_5.
  9. Edmund Phelps & Hian Teck Hoon & Gylfi Zoega, 2023, "Losing Ground," Springer Books, Springer, chapter 0, "The Great Economic Slowdown", DOI: 10.1007/978-3-031-31441-4_6.
  10. Edmund Phelps & Hian Teck Hoon & Gylfi Zoega, 2023, "The Pandemic and its Aftermath," Springer Books, Springer, chapter 7, "The Great Economic Slowdown", DOI: 10.1007/978-3-031-31441-4_7.
  11. Edmund Phelps & Hian Teck Hoon & Gylfi Zoega, 2023, "Growth to the Rescue," Springer Books, Springer, chapter 8, "The Great Economic Slowdown", DOI: 10.1007/978-3-031-31441-4_8.
  12. Edmund Phelps & Hian Teck Hoon & Gylfi Zoega, 2023, "Economic Policies," Springer Books, Springer, chapter 9, "The Great Economic Slowdown", DOI: 10.1007/978-3-031-31441-4_9.
  13. Peter C. B. Phillips, 2023, "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A001.

2020

  1. Hwee Kwan Chow & Fot Chyi Wong, 2020, "Monetary Policy Implementation in Singapore," Financial and Monetary Policy Studies, Springer, chapter 0, in: Frank Rövekamp & Moritz Bälz & Hanns Günther Hilpert, "Monetary Policy Implementation in East Asia", DOI: 10.1007/978-3-030-50298-0_6.
  2. Jianning Kong & Peter C. B. Phillips & Donggyu Sul, 2020, "Testing Convergence Using HAR Inference," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Cheng Hsiao", DOI: 10.1108/S0731-905320200000041002.

2019

  1. David F. Hendry & Peter C. B. Phillips, 2019, "John Denis Sargan (1924–1996)," Palgrave Macmillan Books, Palgrave Macmillan, chapter 0, in: Robert A. Cord, "The Palgrave Companion to LSE Economics", DOI: 10.1057/978-1-137-58274-4_27.

2018

  1. Hian Teck Hoon, 2018, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Economic Dynamism, Openness, and Inclusion How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy".
  2. Hian Teck Hoon, 2018, "Four Things that Matter," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Economic Dynamism, Openness, and Inclusion How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy".
  3. Hian Teck Hoon, 2018, "What We Can Learn From the Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Economic Dynamism, Openness, and Inclusion How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy".
  4. Hian Teck Hoon, 2018, "Standard of Living," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Economic Dynamism, Openness, and Inclusion How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy".
  5. Hian Teck Hoon, 2018, "Jobs and Business Fluctuations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Economic Dynamism, Openness, and Inclusion How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy".
  6. Hian Teck Hoon, 2018, "Wage Growth and Wage Inequality," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Economic Dynamism, Openness, and Inclusion How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy".
  7. Hian Teck Hoon, 2018, "Economic Openness," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Economic Dynamism, Openness, and Inclusion How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy".
  8. Hian Teck Hoon, 2018, "Coping with Opportunism," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Economic Dynamism, Openness, and Inclusion How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy".
  9. Hian Teck Hoon, 2018, "Role of Government," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Economic Dynamism, Openness, and Inclusion How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy".
  10. Hian Teck Hoon, 2018, "Social Cohesion and Political Equilibrium," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Economic Dynamism, Openness, and Inclusion How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy".
  11. Hian Teck Hoon, 2018, "Pitfalls, Fundamentals, and Choices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Economic Dynamism, Openness, and Inclusion How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy".
  12. Hian Teck Hoon, 2018, "The Good Economy and the Good Life," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Economic Dynamism, Openness, and Inclusion How Singapore Can Make the Transition from an Era of Catch-up Growth to Life in a Mature Economy".

2017

  1. Hwee Kwan Chow, 2017, "Domestic Liquidity Conditions and Monetary Policy in Singapore," Financial and Monetary Policy Studies, Springer, chapter 0, in: Frank Rövekamp & Moritz Bälz & Hanns Günther Hilpert, "Cash in East Asia", DOI: 10.1007/978-3-319-59846-8_5.
  2. Sock-Yong Phang, 2017, "Comments on "Rich debt, poor debt: assessing household indebtedness and debt repayment capacity"," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Financial systems and the real economy".

2016

  1. Tomoki Fujii, 2016, "Concepts and measurement of vulnerability to poverty and other issues: a review of literature," Chapters, Edward Elgar Publishing, chapter 3, in: Jacques Silber & Guanghua Wan, "The Asian ‘Poverty Miracle’".
  2. Tomoki Fujii, 2016, "Climate change and vulnerability to poverty: an empirical investigation in rural Indonesia," Chapters, Edward Elgar Publishing, chapter 5, in: Jacques Silber & Guanghua Wan, "The Asian ‘Poverty Miracle’".
  3. Peter C. B. Phillips, 2016, "Inference in Near-Singular Regression," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036022.

2013

  1. Sock-Yong Phang, 2013, "Background and Overview," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "Housing Finance Systems", DOI: 10.1057/9781137014030_1.
  2. Sock-Yong Phang, 2013, "Policy Response to Housing Booms," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, "Housing Finance Systems", DOI: 10.1057/9781137014030_10.
  3. Sock-Yong Phang, 2013, "Unintended Consequences of Housing Policy," Palgrave Macmillan Books, Palgrave Macmillan, chapter 11, "Housing Finance Systems", DOI: 10.1057/9781137014030_11.
  4. Sock-Yong Phang, 2013, "Regulatory Failures and Regulatory Capture," Palgrave Macmillan Books, Palgrave Macmillan, chapter 12, "Housing Finance Systems", DOI: 10.1057/9781137014030_12.
  5. Sock-Yong Phang, 2013, "Smart Practices for Housing Finance Systems," Palgrave Macmillan Books, Palgrave Macmillan, chapter 13, "Housing Finance Systems", DOI: 10.1057/9781137014030_13.
  6. Sock-Yong Phang, 2013, "Affordable Housing," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "Housing Finance Systems", DOI: 10.1057/9781137014030_2.
  7. Sock-Yong Phang, 2013, "Market Failures," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "Housing Finance Systems", DOI: 10.1057/9781137014030_3.
  8. Sock-Yong Phang, 2013, "Taxes and Subsidies," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "Housing Finance Systems", DOI: 10.1057/9781137014030_4.
  9. Sock-Yong Phang, 2013, "Housing Market Regulation," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, "Housing Finance Systems", DOI: 10.1057/9781137014030_5.
  10. Sock-Yong Phang, 2013, "Regulation of Housing Finance," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, "Housing Finance Systems", DOI: 10.1057/9781137014030_6.
  11. Sock-Yong Phang, 2013, "Housing Institutions," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, "Housing Finance Systems", DOI: 10.1057/9781137014030_7.
  12. Sock-Yong Phang, 2013, "Public-Private Partnerships," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, "Housing Finance Systems", DOI: 10.1057/9781137014030_8.
  13. Sock-Yong Phang, 2013, "From Housing Cycles to Financial Crises," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, "Housing Finance Systems", DOI: 10.1057/9781137014030_9.

2012

  1. Sock-Yong Phang, 2012, "Discussant remarks on Chan Lily, Ng Heng Tiong and Rishi Ramchand’s paper "A clustering analysis approach to examining Singapore’s property market"," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Property markets and financial stability".

2010

  1. Hwee Kwan Chow, 2010, "Managing Capital Flows: The Case of Singapore," Chapters, Edward Elgar Publishing, chapter 14, in: Masahiro Kawai & Mario B. Lamberte, "Managing Capital Flows".

2009

  1. Peter Nicholas Kriz, 2009, "Comment on "Hong Kong and Shanghai:Yesterday, Today and Tomorrow"," NBER Chapters, National Bureau of Economic Research, Inc, "Financial Sector Development in the Pacific Rim".
  2. Peter C. B. Phillips & Jun Yu, 2009, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Springer Books, Springer, chapter 22, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_22.

2002

  1. Yoonbai Kim & Hwee Kwan Chow, 2002, "Exchange Rate Policy in Singapore: Current Issues and Empirical Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Augustine H H Tan, "Monetary And Financial Management In Asia In The 21st Century".

1997

  1. Mukul G. Asher & Phang Sock Yong, 1997, "Singapore's Central Provident Fund System: Implications for Saving, Public Housing, and Social Protection," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Government for the Future", DOI: 10.1108/S0573-8555(1997)0000238013.

1996

  1. John C. Chao & Peter C. B. Phillips, 1996, "An Empirical Bayesian Approach to Cointegrating Rank Selection and Test of the Present Value Model for Stock Prices," Springer Books, Springer, in: Jack C. Lee & Wesley O. Johnson & Arnold Zellner, "Modelling and Prediction Honoring Seymour Geisser", DOI: 10.1007/978-1-4612-2414-3_21.

1993

  1. Hian Teck Hoon & Edmund S. Phelps, 1993, "The Impact of Fiscal and Productivity Shocks on the Natural Rate of Unemployment in a Two-Country World," International Economic Association Series, Palgrave Macmillan, chapter 5, in: Helmut Frisch & Andreas Wörgötter, "Open-Economy Macroeconomics", DOI: 10.1007/978-1-349-12884-6_5.

1983

  1. Phillips, P.C.B., 1983, "Exact small sample theory in the simultaneous equations model," Handbook of Econometrics, Elsevier, chapter 8, in: Z. Griliches† & M. D. Intriligator, "Handbook of Econometrics".

Software components

2015

  1. Roberto Samaniego & Juliana Sun, 2015, "Code and data files for "Productivity Growth and Structural Transformation"," Computer Codes, Review of Economic Dynamics, number 15-24, revised .

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