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Research Grant Projects

Research Projects Funded by SMU

Year 2014

Main PI Project Title
KWONG Koon Shing  Pricing Models for Singapore CPF LIFE Scheme
YANG Zhenlin Joint Tests for Dynamic and Spatial Effects in Panel Data Models with Fixed Effects
Tomoki FUJII Poverty decomposition by regression: Application to Vietnam and Nepal
Jing LI The Impact of Agglomeration Economies on Hospital Input Prices


Year 2013

Main PI Project Title
Tomoki FUJII Rural electrification and fertility in Bangladesh
Denis LEUNG A semi-parametric marginal model for spatio-temporal data
YANG Zhenlin Unified QML Estimation of Dynamic Models with Short Panels
Shurojit CHATTERJI On Semi-Single-Peaked Domains 
CHANG Pao-Li Political Risk and Comparative Advantage of South-based MNE?


Year 2012 

Main PI Project Title
Tomoki FUJII Health Spending and Health Outcomes: A Panel-data Analysis
Denis LEUNG Statistical Method for Combining Survey Data from Multiple Sources
Brishti GUHA Altruism, Greed or Fear? Endogenizing Giving and Reciprocity Norms in Long-Run Perspective 
KWONG Koon Shing Sample Size Determination for a Latent Variable Model with Ordered Categorical Responses 
HUANG Fali From Coercion to Politics to Law: The Evolution of Property Rights Protection 
SU Liangjun Nonparametirc Dynamic Panel Data Models with Interactive Fixed Effects: Sieve Estimation and Specification Testing


Year 2011 

Main PI Project Title
Brishti GUHA Penalizing Pirates 
SU Liangjun Nonparametric Dynamic Panel Data Models: Kernel Estimation and Specification Testing
Shurojit CHATTERJI Perfectly-Contracted Equilibrium and Pareto Optimality
KWONG Koon Shing Step-up Procedures for Non-inferiority Tests with Multiple Experimental Treatments 
JIN Sainan Testing for Linearity in Panel Data Models with Interactive Fixed Effects 
YANG Zhenlin Heteroscedasticity and Non-normality Robust LM Tests of Spatial Dependence 
Tomoki FUJII Does the Country's Image Affect the World Trade?


Year 2010

Main PI Project Title
KWONG Koon Shing Power study of single-step multiple comparisons procedures in direction-mixed families
Denis LEUNG Jackknifing predictive regression models
Brishti GUHA Microfinance Competition with Motivated MFIs
SU Liangjun Testing for Common Trends in Semiparametric Panel Data Model with Fixed Effects 
Shurojit CHATTERJI Dynamic Transformations and Learning Dynamics 
JIN Sainan Robustify Financial Time Series Estimation and Forecasting
YANG Zhenlin Tests of Spatial Effects based on Bootstrapped Critical Values
Tomoki FUJII Quasioption value under strategic interactions
HUANG Fali Does Parental Involvement in Match Making Affect Marriage Quality? Evidence from China


Year 2009

Main PI Project Title 
Brishti GUHA  Endogenous Democracy?
SU Liangjun Testing Cross-Sectional Independence in Nonparametric Panel Data Models 
Denis LEUNG Statistical inference in survey data with missing-response
JIN Sainan Adaptive Nonparametric Regression with Conditional Heteroskedasticity
YANG Zhenlin Bias-Corrected Estimation for Spatial Autocorrelation 
Davin CHOR The Effect of the 2007-2009 Global Financial Crisis on International Trade 
Aurobindo GHOSH Robust Tests And Methods in Evaluation Of Financial Risk: Can The Sharpe Ratio Make The Cut?
HUANG Fali Television Viewing and Child Hyperactivity Scores
KWONG Koon Shing Design of p-value consistent procedures for multiple comparisons with a control in direction-mixed families 
YANG Zhenlin  Robust LM Tests for Spatial Error Dependence 


Year 2008

Main PI Project Title 
Brishti GUHA Demography, Development and the Origin of Democracy: a Model with Case Studies of Archaic Athens and Maritime England
JIN Sainan Nonparametric Test for Poolability in Panel Data Models with Cross Section Dependence 
Shurojit CHATTERJI Strategy Proofness and Dictatorship with Separable Preferences 
SU Liangjun Testing Structural Change in Conditional Distributions via Quantile Regressions 
Tomoki FUJII Impact of inflation on the poor in the Philippines 
Winston KOH Optimal Sequential Decision-Making: A Closed-Form Solution
Tomoki FUJII The More Kids, The Less Mom's Divvy?: Impact of Childbirth on Intrahousehold Resource Allocation
Denis LEUNG Analysis of longitudinal data with time-dependent covariates
KWONG Koon Shing  Sample size determination of step-up procedures
Aurobindo GHOSH Survivial of the smartest: Robust Rank Regression for  limited dependent variable
Yi ZHANG Reputation Building through Failure


Year 2007 

Main PI Project Title
Brishti GUHA  Divorce Laws, Sex Ratios and the Marriage Market
CHOW Hwee Kwan  Business Cycles in Small Economy
HOON Hian Teck Endogenous Comparative Advantage and Job Creation
Winston KOH Market Competition and Quota Licenses: The Value of Transferability
YANG Zhenlin Asymptotics and Bootstrap for Transformed Panel Data Regressions
Jun YU Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
Yi ZHANG Bilateral Hold-up and Outsourcing
Nicolas JACQUET Labor Hoarding Contracts, Risk Sharing, and Coordination Frictions
LEUNG Hing-Man Revealed Social Preference: Explaining the Growth Target of China 
MARIANO Roberto S. The Impact of Real Estate Securitization in Asia
Massimiliano LANDI Comparing patterns of career in congresses, proportional versus majoritarian representations: The Italian and the US cases.
HUANG Fali Talent Allocation, International Trade, and Education System
Aurobindo GHOSH Risk in Returns: From Public to Private Equity
Tomoki FUJII New Approaches to Two Sample Instrumental Variable Estimation: Theory and Application
Denis LEUNG Semiparametric Analysis in Multivariate Mixture Models 
KWONG Koon Shing Discussion on the evaluation of the joint distributions of order statistics 
Jun YU Information Loss in Volatility Measurement with Flat Price Trading


Year 2006

Main PI Project Title
Tomoki FUJII Environmental and resource management under myopia
Jun YU Simulation-based Estimation of Contingent-claims Prices 
Brishti GUHA Affirmative Action, Signaling, Screening and the International Labor Market
Edwin LAI  Was Global Patent Protection Too Weak beofre TRIPS?
Gea Myoung LEE Trade Agreements with Private Information
LEUNG Hing-Man Transitional Growth Dynamics with Variable Elasticity of Substitution
QUIBRIA Muhammad Ghulam Foreign Aid, Goverance and Development Effectiveness 
YANG Zhenlin Quantile Regression with Flexible Functional Form Transformations
Winston KOH Fallibility and Organisational Decision-Making
Anthony TAY Macroeconomic Density Forecasts 
Nicholas JACQUET Inefficient Worker Turnover
YIP Chun Seng Criminal Recidivism and Labor Market Opportunities.
JUN Yu Indirect Inference for Dynamic Panel Models 
Aurobindo GHOSH Fractile Treatment Effect


Year 2005

Main PI Project Title
DEKLE Dawn Jeanine  A New Technique for Analyzing Rank-Ordered Data
HUANG Fali Contract Enforcement Institutions: from Personal to Impersonal 
Winston KOH The Role of Specialization and Collective Decision Making
TSE Yiu Kuen High-frequency data analysis of volatility and asymmetric information
YANG Zhenlin On Joint Modelling and Testing for Local and Global Spatial Externalities Based on Panel Data
Jun YU Realized Volatility and Its Application in the Estimation of Continuous Time Models 
Brishti GUHA Is a Woman's Work Really Never Done? Gadget Imports and Female Labor Participation in Open Asian Economies 
CHANG Pao-Li Firm Productivity and FDI Propensity
LEUNG Hing-Man Factor Substitutability and Economic Inequality in Endogenous Growth
Tomoki FUJII Micro-level Estimation of Child Malnutrition Indicators and Its Application in Cambodia
CHOW Hwee Kwan  Nature of Macroeconomic Shocks to East Asian Output
MARIANO Roberto S. Forecasting and Estimation for Call Center and Internet Traffic Volumes 
Jun YU On stiffness in affine asset pricing models
LEE Myoung-jae Structural IVE for Dynamic Treatment Effect: Spanking Effect on Behavior
Denis LEUNG Semiparametric Likelihood Ratio Inference for Longitudinal (Panel) Data Analysis
Anthony TAY Optimal Use of Economic Data Sampled at Different Frequencies
HOON Hian Teck An Analysis of Overinvestment in the Ramsey One-Sector Model and the Uzawa-Two-Sector Model of Economic Activity
Aurobindo GHOSH Fractile Regression and Its Applications in Economics and Finance 
LEUNG Hing-Man The Elasticity of Substitution and Endogenous Growth


Year 2004

Main PI Project Title
YIP Chun Seng Military Service and the Acquisition of 'Non-cognitive' Skills: Evidence from Attained Rank.
TSE Yiu Kuen The Intra-day Lead-lag Relationship between the Cash Market and Stock Index Futures Market of the S&P 500 using the Threshold Regression Models
HUANG Fali Economic Development and Democratization
Jun YU Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
Winston KOH Industry Sales Quota, Market Competition and Social Welfare
YANG Zhenlin Bounds on Event Probabilities for Duration and Lifetime Models
LEUNG Hing-Man Service, Outsourcing, and Economic Growth
LEUNG Hing-Man The Elasticity of Substitution and Asian Growth: An Empirical Exploration
Massimiliano LANDI Why do member of Parliament abstain in voting sessions?
LEE Myoung-jae Analyzing Ability-Mixing Effect on Wage with a Natural Experiment in South Korea
Jun YU Towards Understanding Asymmetric Response of Volatilities 
CHANG Pao-Li Protection for Sale Under Monopolistic Competition: An Empirical Investigation
LEUNG Hing-Man Absorptive Capacity and Endogenous Growth
Peter Nicholas KRIZ Asian Monetary Policy: Theory and Practice 
Anthony TAY Global Volatility Dynamics, Financial Asset Return Predictability, and Market Timing: The U.S., Europe and Asia
Winston KOH Real Estate Indexes and Financial Instability: A Study of Early Warning Indicators of Speculation and Financial Crises in Emerging Economies
YANG Zhenlin Analysis of Price, Price Dispersion and Market Dynamics in Online Markets Using Panel Data
YANG Zhenlin Functional Panel Data Regression with Spatial Error Correlation
Jun YU  On Leverage in a Stochastic Volatility Model
LEUNG Hing-Man Market Structure and Economic Growth in a Neo-Classical U-shaped Cost Model
CHOW Hwee Kwan Exchange Rate Management in East Asia
DOWLING John Malcolm  Research on the Economics of Ethics and Happiness
LEE Gea Myoung  Internet Captial Markets with Budget Constraints 
Denis LEUNG  Using auxiliary data to improve the efficiency of a choice-based sample from a two-stage survey


Year 2003

Main PI Project Title
KRIZ Peter Nicholas  The Transmission of Measurement Error in a Small Open Economy: Implications for Optimal and Simple Monetary Policy Rules
Aurobindo GHOSH Smooth Test for Density Forecast Evaluation for Independent and Serially Dependent Data with Applications in Finance and Economics 
HUANG Fali Social Trust and Economic Governance 
Winston KOH Optimal Sequential Architecture and Management Organisations: Heterogeneous Expertise and Specialization in Decision-Making
LEE Myoung Jae Sensitivity Analysis for Job-Training Effects on Unemployment Duration
Anthony TAY Nonparametric Conditional Density Estimation, with an Application to Stock Returns Volatility
TSE Yiu Kuen IPO Underpricing, Asymmetric Information and Trading Strategies
LEUNG Hing-Man Internal Increasing Returns as a New Engine of Growth
TAN Kim Song Promotion of Creative Industries in Singapore: An Evaluation of Policy Incentives 
TAN Swee Liang Predictive Models of Country Defaults 
Denis LEUNG Product development with Fall-back options: A Study of Drug Development in the Pharmaceutical Industry
LEUNG Hing-Man The Effects of Learning on Growth-Divergence and Convergence-Club Memberships
LEE Myoung Jae Dynamic Labor-Participation Behavior of Korean Women
Augustine TAN Real Estate Bubbles and Financial Markets: A Study of the Linkage between Real Estate Speculation and Financial Crises in Emerging Economies
DOWLING John Malcolm  Economic Development of Asia
LEUNG Hing-Man The Elasticity of Substitution and Economic Growth
HOON Hian Teck A Two-Sector Analysis of the Effects of Productivity Growth in Information-Technology Industries on the Natural Rate of Unemployment 
CHANG Pao-Li The Politics of WTO Enforcement Mechanism


Year 2002

Main PI Project Title
Augustine Tan A predictive model of currency crises in SE Asia: a Markov chain approach
TSE Yiu Kuen Data Transformation and High-Frequency Data: Some Issues in Econometric and Financial Modeling
LEE Myoung Jae  Effects of Partially Complied Treatments: Job-Training Effects on Unemployment Duration with Dropouts 
Winston KOH  Topics in Auction Theory: Discriminatory Procurement Auctions, Revenue Equivalence Theorem and the Effect of Quota Auctions on Market Competition
Denis LEUNG The influence of political factors on entrepreneurship intentions


Last updated on 26 Jan 2015 .