Bin Peng

Monash University - Department of Econometrics and Business Statistics

900 Dandenong Road

Caulfield East, VIC 3145

Australia

SCHOLARLY PAPERS

30

DOWNLOADS
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SSRN RANKINGS

Top 38,295

in Total Papers Downloads

1,838

SSRN CITATIONS
Rank 34,587

SSRN RANKINGS

Top 34,587

in Total Papers Citations

19

CROSSREF CITATIONS

4

Scholarly Papers (30)

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 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 159 (262,113)
Citation 2

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

2.

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 141 (288,535)
Citation 3

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

3.

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 104 (359,511)
Citation 1

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

4.

Nonparametric Time-Varying Vector Moving Average (infinity) Models

Number of pages: 59 Posted: 23 Jan 2021
Yayi Yan, Jiti Gao and Bin Peng
Department of Econometrics and Business Statistics, Monash University, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 94 (383,478)

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

5.

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 92 (388,723)
Citation 3

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

6.

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 Department of Econometrics and Business Statistics, Monash University
Downloads 89 (396,829)

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

7.

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 84 (410,920)

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

8.

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 83 (413,850)
Citation 9

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

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 80 (422,817)

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

10.

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 77 (432,172)
Citation 1

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

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 74 (441,699)
Citation 2

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

12.

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 66 (469,158)

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R&D, income inequality, G7, panel data

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
Department of Econometrics and Business Statistics, Monash University, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 65 (472,802)

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

14.

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 62 (484,186)
Citation 1

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Elasticity, Energy policy, Panel data analysis

15.

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 57 (503,850)
Citation 2

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

16.

A Simple Bootstrap Method for Panel Data Inferences

Number of pages: 67 Posted: 05 May 2022 Last Revised: 10 Jun 2022
Jiti Gao, Bin Peng and Yayi Yan
Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics and Business Statistics and Department of Econometrics and Business Statistics, Monash University
Downloads 54 (516,353)

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Cross-Sectional Dependence, Edgeworth Expansion, Panel Data Bootstrap, Time Series Autocorrelation

17.

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 51 (529,515)

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Global Mean Sea Level; Nonparametric Kernel Estimation; Nonstationarity

18.

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 46 (552,697)

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

19.

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 45 (557,615)
Citation 1

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

20.

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 42 (572,666)

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

21.

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 Department of Econometrics and Business Statistics, Monash University
Downloads 40 (583,056)

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

22.

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 36 (605,122)

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Budget Allocation, Nonparametric Regression, Treatment Effects

23.

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 33 (622,838)

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

24.

Asymptotics for Time–Varying Vector Ma(∞) Process

Number of pages: 56 Posted: 11 Mar 2022
Yayi Yan, Jiti Gao and Bin Peng
Department of Econometrics and Business Statistics, Monash University, Monash University - Department of Econometrics & Business Statistics and Monash University - Department of Econometrics and Business Statistics
Downloads 31 (635,339)

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

25.

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 31 (635,339)

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

26.

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 30 (641,815)

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Three-Dimensional Panel Data, Bilateral Trade, Asymptotic Theory

27.

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 29 (648,427)

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

28.

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 22 (700,296)

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

29.

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 21 (708,036)

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

30.

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 (930,918)

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