Bin Peng

Monash University - Department of Econometrics and Business Statistics

900 Dandenong Road

Caulfield East, 3145

Australia

SCHOLARLY PAPERS

19

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769

SSRN CITATIONS
Rank 45,817

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Top 45,817

in Total Papers Citations

11

CROSSREF CITATIONS

2

Scholarly Papers (19)

1.

A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks

Number of pages: 59 Posted: 19 Apr 2015
University of North Texas, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics and University of Exeter Business School - Department of Economics
Downloads 129 (240,778)
Citation 3

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Categorical variable; estimation theory; nonlinear panel data model; returns to scale.

2.

Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity

Number of pages: 51 Posted: 27 Mar 2015
Chaohua Dong, Jiti Gao and Bin Peng
Southwestern University of Finance and Economics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 81 (329,935)
Citation 3

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Asymptotic theory; closed-form estimate; orthogonal series method; partially linear panel data model.

3.

Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence

Number of pages: 38 Posted: 26 Feb 2014
Bin Peng, Chaohua Dong and Jiti Gao
Monash University - Department of Econometrics and Business Statistics, Southwestern University of Finance and Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 76 (342,281)
Citation 5

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Closed-form estimate, cross-sectional dependence, nonlinear panel data model, semiparametric model

4.

Semiparametric Single-Index Panel Data Models with Interactive Fixed Effects: Theory and Practice

Number of pages: 72 Posted: 07 Nov 2016
University of North Texas, Monash University - Department of Econometrics and Business Statistics, Singapore Management University and Boston College
Downloads 67 (366,892)

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Asymptotic theory; Nonlinear panel data model; Interactive fixed effects; Orthogonal series expansion method

5.

Varying-Coefficient Panel Data Models with Partially Observed Factor Structure

Number of pages: 39 Posted: 23 Jan 2018
Chaohua Dong, Jiti Gao and Bin Peng
Southwestern University of Finance and Economics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 57 (397,866)
Citation 1

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Asymptotic theory; Orthogonal series method; Translog cost function; Return to scale

6.

Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD

Number of pages: 66 Posted: 30 Oct 2018 Last Revised: 05 Jun 2020
University of Southern Denmark, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 44 (444,957)

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Cross-Sectional Dependence, Health Expenditure, Income Elasticity, Nonparametric Kernel Smoothing, Non-Stationarity, Super-Consistency

7.

Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends

Number of pages: 55 Posted: 20 Jul 2017
Jiti Gao, Oliver B. Linton and Bin Peng
Monash University - Department of Econometrics & Business Statistics, University of Cambridge and Monash University - Department of Econometrics and Business Statistics
Downloads 42 (453,058)

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Global Mean Sea Level; Nonparametric Kernel Estimation; Nonstationarity

8.

A Weighted Sieve Estimator for Nonparametric Time Series Models With Nonstationary Variables

Number of pages: 41 Posted: 21 Aug 2018 Last Revised: 08 Nov 2019
Southwestern University of Finance and Economics, University of Cambridge and Monash University - Department of Econometrics and Business Statistics
Downloads 41 (457,298)

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Nonparametric regression, nonstationary variable, sieve estimation, stationary variable, time trend, unbounded support

9.

Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index

Number of pages: 43 Posted: 11 Oct 2015
Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics, University of Pittsburgh - Department of Statistics and University of Exeter Business School - Department of Economics
Downloads 41 (457,298)

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Body Mass Index; Obesity; Varying-Coefficient; Variable Selection

10.

An Integrated Panel Data Approach to Modelling Economic Growth

Number of pages: 82 Posted: 14 Apr 2019 Last Revised: 16 Apr 2020
Guohua Feng, Jiti Gao and Bin Peng
University of North Texas, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 33 (493,128)
Citation 2

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Growth Regressions, Variable Selection, Parameter Heterogeneity, Cross-Sectional Dependence

11.

Series Estimation for Single-Index Models Under Constraints

Number of pages: 35 Posted: 27 Mar 2018 Last Revised: 27 Apr 2018
Chaohua Dong, Jiti Gao and Bin Peng
Southwestern University of Finance and Economics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 33 (493,128)

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Asymptotic Theory, Closed-Form Estimation, Cross-Sectional Model, Hermite Series Expansion

12.

Another Look at Single-Index Models Based on Series Estimation

Number of pages: 40 Posted: 26 Oct 2016
Chaohua Dong, Jiti Gao and Bin Peng
Southwestern University of Finance and Economics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 33 (493,128)

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Asymptotic theory, closed-form estimate, cross-sectional model, Hermite orthogonal expansion, series method

13.

Optimal Budget Allocation to Social Treatment Programs

Number of pages: 31 Posted: 21 Aug 2017
Ming He and Bin Peng
University of Technology Sydney (UTS) and Monash University - Department of Econometrics and Business Statistics
Downloads 28 (518,944)

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Budget Allocation, Nonparametric Regression, Treatment Effects

14.

Productivity and Efficiency at Bank Holding Companies in the U.S.: A Time-Varying Heterogeneity Approach

Number of pages: 41 Posted: 20 Jul 2017
Guohua Feng, Bin Peng and Xiaohui Zhang
University of North Texas, Monash University - Department of Econometrics and Business Statistics and University of Exeter Business School - Department of Economics
Downloads 20 (567,289)

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Productivity and Efficiency; Bank Holding Companies; Translog Stochastic Distance Frontier Model with Time-varying Heterogeneity

15.

Nonparametric Estimation of Large Covariance Matrices with Conditional Sparsity

Number of pages: 58 Posted: 30 Jan 2020
Zhejiang University - College of Economics, Monash University - Department of Econometrics and Business Statistics, University of York and University of Warwick - Department of Statistics
Downloads 14 (606,611)

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Approximate Factor Model, Kernel Estimation, Large Covariance Matrix, Sparsity, Uniform Convergence

16.

Interactive Effects Panel Data Models with General Factors and Regressors

Number of pages: 84 Posted: 25 Jun 2020
Monash University - Department of Econometrics and Business Statistics, Singapore Management University, Lund University - Department of Economics and Research School of Actuarial Studies, Finance and Statistics
Downloads 11 (627,410)

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Panel data, non-stationarity, principal components, interactive effects

17.

R&D Intensity and Income Inequality in the G7: 1870-2016

Number of pages: 31 Posted: 30 Jun 2020
RMIT University - School of Economics, Finance and Marketing, Monash University - Department of Econometrics and Business Statistics, Monash University - Department of Economics and Federation University Australia - Federation Business School
Downloads 10 (634,291)

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R&D, income inequality, G7, panel data

18.

Modelling Healthcare Costs: A Semiparametric Extension of Generalised Linear Models

Macquarie Business School Research Paper
Number of pages: 28 Posted: 10 Mar 2020
University of York - Department of Economics and Related Studies, Macquarie University, Macquarie Business School, University of York - Department of Economics and Related Studies and Monash University - Department of Econometrics and Business Statistics
Downloads 9 (641,405)

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Body Mass Index; Extended estimating equations; Generalised linear model; Healthcare cost; Sieve estimation

19.

Capturing the Impact of Unobserved Sector‐Wide Shocks on Stock Returns with Panel Data Model

Economic Record, Vol. 91, Issue 295, pp. 495-508, 2015
Number of pages: 14 Posted: 09 Dec 2015
Hongik University, Monash University - Department of Econometrics and Business Statistics and University of Exeter Business School - Department of Economics
Downloads 0 (726,457)
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