Bin Peng

Monash University - Department of Econometrics and Business Statistics

900 Dandenong Road

Caulfield East, VIC 3145

Australia

SCHOLARLY PAPERS

35

DOWNLOADS
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Top 31,390

in Total Papers Downloads

2,943

SSRN CITATIONS
Rank 24,617

SSRN RANKINGS

Top 24,617

in Total Papers Citations

43

CROSSREF CITATIONS

4

Scholarly Papers (35)

1.

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 Deusto, 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 200 (271,598)
Citation 5

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

2.

Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects

Number of pages: 67 Posted: 07 Dec 2020 Last Revised: 17 Nov 2021
Jiti Gao, Fei Liu, Bin Peng and Yayi Yan
Monash University - Department of Econometrics & Business Statistics, Nankai University - School of Finance, Monash University - Department of Econometrics and Business Statistics and Shanghai University of Finance and Economics
Downloads 180 (298,428)

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Binary Response, Heterogeneous Panel, Interactive Fixed Effects, Portfolio Analysis

3.

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 163 (325,398)
Citation 3

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

4.

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 142 (364,575)
Citation 1

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

5.

Nonparametric Time-Varying Vector Moving Average (infinity) Models

Number of pages: 59 Posted: 23 Jan 2021
Yayi Yan, Jiti Gao and Bin Peng
Shanghai University of Finance and Economics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 120 (417,422)

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Multivariate Time Series; Nonparametric Kernel Estimation; Nonstationary Time Series; Time-Varying Beveridge-Nelson Decomposition

6.

Interactive Effects Panel Data Models with General Factors and Regressors

Number of pages: 76 Posted: 25 Jun 2020 Last Revised: 23 Nov 2021
Monash University - Department of Econometrics and Business Statistics, Tsinghua University, Lund University - Department of Economics and The Australian National University
Downloads 119 (417,422)

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

7.

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
Zhongnan University of Economics and Law, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 116 (425,497)
Citation 3

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

8.

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
Zhongnan University of Economics and Law, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 114 (430,941)
Citation 4

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

9.

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
Zhongnan University of Economics and Law, University of Cambridge and Monash University - Department of Econometrics and Business Statistics
Downloads 108 (448,425)

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

10.

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, Zhongnan University of Economics and Law and Monash University - Department of Econometrics & Business Statistics
Downloads 98 (480,208)
Citation 9

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

11.

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, Tsinghua University and Boston College
Downloads 95 (490,200)
Citation 2

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

12.

On Income and Price Elasticities for Energy Demand: A Panel Data Study

Number of pages: 37 Posted: 30 Sep 2020
Jiti Gao, Bin Peng and Russell Smyth
Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics and Monash University - Department of Economics
Downloads 93 (496,965)
Citation 1

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Elasticity, Energy policy, Panel data analysis

13.

On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis

Number of pages: 48 Posted: 18 Nov 2021
Yayi Yan, Jiti Gao and Bin Peng
Shanghai University of Finance and Economics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 91 (503,739)

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Multivariate Dynamic Time Series; Time-Varying Impulse Response; Testing for Parameter Stability

14.

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 89 (510,915)
Citation 3

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

15.

Estimation and Inference for Three-Dimensional Panel Data Models

Number of pages: 76 Posted: 27 Aug 2023
Guohua Feng, Jiti Gao, Fei Liu and Bin Peng
University of North Texas, Monash University - Department of Econometrics & Business Statistics, Nankai University - School of Finance and Monash University - Department of Econometrics and Business Statistics
Downloads 86 (522,017)

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Asymptotic Theory, Bias Correction, Dependent Wild Bootstrap, Hierarchical Model

16.

Higher-order Expansions and Inference for Panel Data Models

Number of pages: 73 Posted: 05 May 2022 Last Revised: 08 Jun 2023
Jiti Gao, Bin Peng and Yayi Yan
Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics and Shanghai University of Finance and Economics
Downloads 86 (522,017)

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Dependent Wild Bootstrap, Edgeworth Expansion, Fund Performance Evaluation

17.

Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model

Number of pages: 66 Posted: 13 Apr 2021
Monash University - Department of Econometrics and Business Statistics, Monash University - Department of Econometrics and Business Statistics, Monash University, Monash University - Department of Econometrics & Business Statistics and The Australian National University
Downloads 86 (522,017)

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Three-Dimensional Panel Data, Bilateral Trade, Asymptotic Theory

18.

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

Number of pages: 31 Posted: 30 Jun 2020
Royal Melbourne Institute of Technolog (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 86 (522,017)

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R&D, income inequality, G7, panel data

19.

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 71 (583,171)
Citation 1

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Global Mean Sea Level; Nonparametric Kernel Estimation; Nonstationarity

20.

A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation

Number of pages: 58 Posted: 29 Jun 2022
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 70 (587,700)

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Bootstrap method; Interactive fixed-effect; Panel rainfall data; Time trend

21.

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 68 (596,881)

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

22.

Asymptotics for Time–Varying Vector Ma(∞) Process

Number of pages: 56 Posted: 11 Mar 2022
Yayi Yan, Jiti Gao and Bin Peng
Shanghai University of Finance and Economics, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 67 (601,585)

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Multivariate Time Series, Nonparametric Kernel Estimation, Time–Varying Beveridge–Nelson Decomposition

23.

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
Zhongnan University of Economics and Law, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 65 (611,013)
Citation 1

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

24.

Time-Varying Multivariate Causal Processes

Number of pages: 64 Posted: 07 Jun 2022 Last Revised: 23 Jun 2022
Jiti Gao, Bin Peng, Wei Biao Wu and Yayi Yan
Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics, University of Chicago and Shanghai University of Finance and Economics
Downloads 62 (631,030)

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Local Linear Quasi-Maximum Likelihood Estimation, Multivariate Causal Process, Simultaneous Confidence Interval

25.

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 62 (625,891)

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

26.

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
Zhongnan University of Economics and Law, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 58 (646,822)
Citation 1

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

27.

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 50 (692,226)

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Budget Allocation, Nonparametric Regression, Treatment Effects

28.

Time-Varying Vector Error-Correction Models: Estimation and Inference

Number of pages: 79 Posted: 31 May 2023
Jiti Gao, Bin Peng and Yayi Yan
Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics and Shanghai University of Finance and Economics
Downloads 45 (723,664)

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Cointegration, Gaussian Approximations, Granger Representation Theorem, Iterated Time-Varying Functions, Term Structure of Interest Rates

29.

Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach

Number of pages: 58 Posted: 02 Nov 2021
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 41 (750,755)

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Growth Regressions, Convergence in Manufacturing, Cross-Sectional Dependence, Hierarchical Model, Asymptotic Theory

30.

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 41 (750,755)

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

31.

Smoothing the Nonsmoothness

Number of pages: 19 Posted: 26 Oct 2023
Zhongnan University of Economics and Law, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics and Peking University
Downloads 40 (757,775)

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Convergence rate, Generalized functions, Quadratic approximation, Regular function sequence

32.

Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks

Number of pages: 69 Posted: 29 Nov 2023
Chaohua Dong, Jiti Gao, Bin Peng and Yayi Yan
Zhongnan University of Economics and Law, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics and Shanghai University of Finance and Economics
Downloads 35 (794,437)

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Asymptotic Theory; Multi-Index Model; ReLU; Semiparametric Regression

33.

A Localized Neural Network with Dependent Data: Estimation and Inference

Number of pages: 59 Posted: 18 Jun 2023
Jiti Gao, Bin Peng and Yanrong Yang
Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics and The Australian National University
Downloads 35 (794,437)

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Activation Function; Binary Structure; Deep Learning; Kernel Regression; Time Series

34.

Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models

Number of pages: 53 Posted: 19 Jan 2023
Zhongnan University of Economics and Law, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics and Peking University
Downloads 33 (810,140)

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Additive single index models; generalized function; nonstationary time series; quadratic approximation; regular function sequence

35.

Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice

Number of pages: 40 Posted: 08 Nov 2021
Zhongnan University of Economics and Law, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics and Peking University
Downloads 28 (851,208)

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Additive index model, robust estimation; stationary process, time trend, unit root process