Publications by our Students

PUBLICATIONS BY OUR STUDENTS PRIOR TO GRADUATION

Many of our students graduate with publications. The following is a list of publications by our students prior to graduation. For their updated CVs please visit their personal websites.


WANG Lanjie, SMU PhD 2025 (Expected)

  1. "Weight perception and weight management via information nudges.", with Wang, L., Zhang, X., Kim, S., & Koh, K. (2024), Journal of Economic Behavior & Organization, 222, 332-353

REN Yuexuan, SMU PhD 2025 (Expected)

  1. "Optimal Inference for Spot Regressions.", with Bollerslev, Tim, Jia Li, and Yuexuan Ren, American Economic Review, 114 (3): 678-708, 2024

LI Qiyuan, SMU PhD 2024 (Expected)

  1. "Permutationbased Tests for Discontinuities in Event Studies", with Federico Bugni and Jia Li, Quantitative Economics, 14(1), 37-70, 2023
  2. "Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots", with Ye Chen and Jian Li, Oxford Bulletin of Economics and Statistics, 85(1), 910-937, 2023
  3. "Optimal Nonparametric Range-Based Volatility Estimation", with Tim Bollerslev and Jia Li, Journal of Econometrics, 238(1), 105548, 2024​​​​​​​

Marcus TAN Kheng Tat, SMU PhD 2023

  1. "Crowdsourcing' the Recovery in ASEAN+3 Services Trade", with Hinojales, M., Oeking, A., Ong, L. L., ASEAN+3 Macroeconomic Research Office Analytical Note, 2020
  2. "Challenges to Social Mobility in Singapore (Facilitating Social Mobility)", The Singapore Economy Dynamism and Inclusion, Routledge & CRC Press., 2021

HE Qiugu, SMU PhD 2021

  1. "Real exchange rate, hot money and housing price" with Dong Yuan and Bo Zhao, Journal of Financial Research (in Chinese, CSSCI), 2016

BIAN Xueying, SMU PhD 2021

  1. "Incentives for Information Provision: Energy Efficiency in the Spanish Rental Market", joint with Natalia Fabra, Energy Economics: 104813, 2020

Rohan RAY, SMU PhD 2021

  1. "Emerging Issues in India-Pakistan Trade: An Introduction (Chapter 1) in India-Pakistan Trade Normalization: The Unfinished Economic Agenda (Springer)", with Dr Nisha Taneja, Isha Dayal and Samridhi Bimal, 1-14, 2017
  2. "Does India's growth matter? Evidence from the SAARC nations", with Fernandez, C. Journal of Public Affairs, 19(2), e1909, 2019
  3. "Singapore as a sustainable city: Past, present and the future", (edited by Dr Hoon Hian Teck) with Dr Tomoki Fujii, The Singapore Economy: Dynamism and Inclusion, 2021

WANG Liyao, SMU PhD 2020

  1. “Time Series Momentum: Is It There?” with Dashan Huang, Jiangyuan Li, and Guofu Zhou, Journal of Financial Economics, Vol 135, page 774 – 794, 2020

MIAO Ke, SMU PhD 2020

  1. "Specification of Fixed Effects in Three-Dimensional Panels", with Xun Lu and Liangjun Su, forthcoming in Econometric Reviews
  2. "Panel Threshold Regression with Latent Group Structures", with Liangjun Su and Wendun Wang, Journal of Econometrics 214, 451-481, 2020

FEI Yijie, SMU PhD 2020

  1. "Limit Theory for Mildly Integrated Process with Intercept”, Economics Letters, volume 163,  98-101, 2018

TAO Yubo, SMU PhD 2019

  1. “Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour”, with Peter C.B. Phillips, Jun Yu, Journal of Econometrics, Vol 209 (2), pp. 208-237, 2019
  2. “Limit Theory for Moderate Deviation from Integrated GARCH Processes”, Statistics and Probability Letters, Vol. 150, pp. 126-136, 2019
  3. “Model Selection for Explosive Models”, with Jun Yu, Advances in Econometrics (Essays in Honour of Cheng Hsiao), Vol. 41, pp. 73-103, 2020

CHEN Yuting, SMU PhD 2019

  1. "Heterogeneous Firms in Importing: Theory and Evidence from China ", Frontiers of Economics in China, vol. 10, issue 2, 301-334, 2015

CHEN Yanying, SMU PhD 2018

  1. The Effect of Non-contributory Pensions on Labour Supply and Private Income Transfers: Evidence from Singapore", with Tan Yi Jin, IZA J Labor Policy 7, 6, 2018

TAN Yi Jin, SMU PhD 2018

  1. "The Effect of Non-contributory Pensions on Labour Supply and Private Income Transfers: Evidence from Singapore", with Chen YanYing, IZA J Labor Policy 7, 6, 2018

XU Sijia, SMU PhD 2018

  1. “Impact of Electrification on Children’s Nutritional Status in Rural Bangladesh”, with Tomoki Fujii and Abu S Shonchoy, World Development, Vol.102, p.315-330, Feb 2018

SUN Ya, SMU PhD 2018

  1. “The Long-term Effects of Early-Life Malnutrition: Evidence from the China Great Leap Forward Famine”, with Seonghoon Kim and Belton M. Fleisher, Health Economics (26): 1264-1277, 2017

LIU Xiaobin, SMU PhD 2018

  1. "Bayesian testing volatility persistence in stochastic volatility models with jumps", with Yong Li, Quantitative Finance, 14(8), pp.1415-1426, 2014
  2. "A Bayesian  Chi-Squared Test for Hypothesis Testing", with Yong Li and Yu Jun, Journal  of Econometrics 189, 54-69, 2015.

LIU Shew Fan, SMU PhD 2016

  1.  “Modified QML Estimation of Spatial Autoregressive Models with Unknown  Heteroscedasticity and Nonnormality”, with Yang Z., Regional  Science and Urban Economics 52, 50-70, 2015.   
  2.  “Asymptotic Distribution and Finite-Sample Bias of QML Estimators for Spatial Error  Dependence Model”, with Yang Z., Econometrics 3, 376-411, 2015. 
  3.  "Improved inferences for spatial regression models" with Yang Z., Regional Science and Urban Economics 55, 55-67, 2015.
  4. “Bias correction and refined inferences for fixed effects spatial panel data models", with YANG Zhenlin; YU Jihai, Regional Science and Urban Economics, 61 52-72, 2016.

ZENG Huaxia, SMU PhD 2016

  1. “Random  Dictatorship Domains”, with Shurojit Chatterji and Arunava Sen, Games and  Economic Behavior, 86, 212-236, 2014.  
  2. “A  Characterization of Single-Peaked Preferences via Random Social Choice  Functions”, with Shurojit Chatterji and Arunava Sen, Theoretical Economics, 11(2): 711-733, 2016.

JIANG Liang, SMU PhD 2016

  1.  "New Methodology for Constructing Real Estate Price Indices Applied to the  Singapore Residential Market", with Peter C.B. Phillips and Jun Yu,  Journal of Banking and Finance 61, 121-131, 2015.

CHEN Ye, SMU PhD 2015

  1. “Optimal Jackknife for Unit Root Models”, with Jun Yu, in Statistics and Probability  Letters, 99, 135-142, 2015.                

DONG Yingjie, SMU PhD 2015

  1.  “Intraday Periodicity Adjustments of Transaction Duration and Their Effects on  High-Frequency Volatility Estimation”, with Y.K. Tse, Journal of Empirical  Finance, 28, 352-361, 2014.

HUYNH Bao Tan, SMU PhD 2015

  1.  “Macroeconomic Effects of Energy Price Shocks on the Business Cycle”, Macroeconomic Dynamics, vol. 20(3), pages 623 - 642, 2015
  2.  “Energy Price Shocks and External Balances”, Canadian Journal of Economics, vol. 49(2), pages 789 - 814, 2016
  3.  “Monetary Policy and Energy Price Shocks”, B.E. Journal of Macroeconomics, De Gruyter, vol. 17(2), pages 1- 27, 2017

ZENG Tao, SMU PhD 2013

  1. “A New Approach  to Bayesian Hypothesis Testing”, with Yong Li and Jun Yu, Journal of  Econometrics, Vol. 178, pp.602-612, 2012.

ZHANG Yonghui, SMU PhD, 2013

  1. “Testing  for Common Trends in Semiparametric Panel Data Models with Fixed Effects”, with  Liangjun Su and P. C. B. Phillips, The Econometrics Journal, 15, 56-100, 2012.

WANG Xiaohu, SMU PhD 2012

  1.  "Bias in Estimating Multivariate and Univariate Diffusions", with  Peter C.B. Phillips and Jun Yu, Journal of Econometrics, 161,228-245, 2011.