Working papers

  • The Effectiveness of Consumption Tax on the Reduction of Car Pollution in China (A. Arcila, T. Chen and X. Lu).
  • Assessing the inter-generation mobility - A functional data regression approach (P. Chausse, T. Chen and K. Couch).
  • Selecting the optimal sample size in program evaluation studies: A sequential sampling approach. A structural estimation of the effect of police on crime (T. Chen, P. Curry and A. Sen).
  • Culture and home ownership - evidence from immigrants in Canada (T. Chen, Q. Du and Y. He).
  • A tale of two continuous limits (T. Chen, Y. Li and R. Tian)
  • What determines momentums in professional basketball games? (T. Chen, K. Liu and Q. Fan).
  • Who benefits from IPO's in China - What machine tells from publicly available data (T. Chen, K. Liu and M. Zhong)
  • The impacts of PM2.5 and air-filtration on children’s attentional network and memory (T.Chen, R.B. Freeman and W.Wang)
  • Functional regression: An application to housing valuation (T. Chen, J. Harding and R. Tian).
  • What’s the optimal wage structure for NBA professional teams? (T. Chen, Y. Li and A. Yu).
  • An option value model of mortgage default (T.Chen, S. Ross and Y. Wang).
  • Laboratory evaluation of low cost particle sensors (T. Chen, B. Tan and Z. Tan, under review).
  • A martingale transformation approach of specification test under weak IV (T. Chen, R. Tian and G. Tripathi).
  • Estimating and testing censored regression models with endogenous regressors under conditional symmetry (T. Chen and G. Tripathi).
  • Seeing is “behaving”: Using revealed-strategy approach to understand cooperation in social dilemma (T. Chen, W. Wang, S. Wang and L. Chen).
  • Equity premium puzzle (T. Chen and J. Xu).
  • Functional dynamic factor models (T. Chen, J. Xu and R. Tian ).
  • Think outside the envelope – Efficiency bound estimation through Extreme Value Theory (T. Chen, T. Parker and F. Yang).
  • Estimating the market portfolio using Extreme Value Theory (T. Chen, K. Liu and Y. Li ).
  • Predict and compare single game career highs for NBA players (T. Chen, F. Yang and A. Yu).
  • Asymptotic independence property in nonparametric estimation - A good large sample approximation or just a wishful thinking? (T.Chen, J. Zhang and Y. Zhou).
  • A New Effective Path-Generation Method (K. Liu, J. Imai, and K.S. Tan).
  • Hierarchical Linear Transformation (K. Liu, J. Imai, and K.S. Tan).
  • Representative Portfolio via Complex Network (Liu, H.F., K. Liu, W. Bai ).
  • Dimension Reduction in Portfolio Selection (K. Liu, J., K.S. Tan, and C. Wang).
  • Bootstrap for functional linear regression models (Renfang Tian).
  • Explain Domain-specific Risk Taking with Loss Aversion (Sining Wang).
  • The Role of Risk Aversion and Cautiousness in Belief Formation (Sining Wang).
  • A cognitive dissonance interpretation of the context effect in ethical decision-making experiments – evidence from a laboratory bribery game (S. Wang and T. Chen).
  • Portfolio Selection on Leptokurtic Moments (C. Wang, K. Liu, B. Li, and K.S. Tan).
  • The Cost of Being Wonder Women: Agreeableness and the Gender Wage Gap in Initial Career Stage (S. Wang, Y. Yao and L. Chen).
  • How are countries connected? (J. Wei, K. Liu and T. Chen)