Bin Peng

Monash University - Department of Econometrics and Business Statistics

900 Dandenong Road

Caulfield East, VIC 3145

Australia

SCHOLARLY PAPERS

23

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1,175

SSRN CITATIONS
Rank 35,325

SSRN RANKINGS

Top 35,325

in Total Papers Citations

19

CROSSREF CITATIONS

4

Scholarly Papers (23)

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 133 (266,644)
Citation 3

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

2.

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 115 (296,515)
Citation 2

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

3.

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 86 (358,871)
Citation 3

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

4.

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 79 (377,432)
Citation 9

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

5.

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 71 (400,814)
Citation 2

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

6.

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 65 (419,947)
Citation 1

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

7.

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 65 (419,947)
Citation 1

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

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 59 (440,781)

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

9.

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 55 (455,500)

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

10.

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 46 (491,653)

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Global Mean Sea Level; Nonparametric Kernel Estimation; Nonstationarity

11.

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 44 (500,643)
Citation 2

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

12.

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 44 (500,643)

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

13.

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 42 (509,626)

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

14.

Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects

Number of pages: 53 Posted: 07 Dec 2020 Last Revised: 10 Feb 2021
Jiti Gao, Fei Liu and Bin Peng
Monash University - Department of Econometrics & Business Statistics, Nankai University - School of Finance and Monash University - Department of Econometrics and Business Statistics
Downloads 40 (519,046)

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

15.

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 40 (519,046)

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R&D, income inequality, G7, panel data

16.

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 37 (533,578)
Citation 1

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

17.

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 34 (549,238)

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

18.

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 32 (560,050)
Citation 1

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Elasticity, Energy policy, Panel data analysis

19.

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 30 (571,243)

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Budget Allocation, Nonparametric Regression, Treatment Effects

20.

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 24 (609,142)

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

21.

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 (636,693)

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

22.

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 Research School of Actuarial Studies, Finance and Statistics
Downloads 14 (680,470)

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Three-Dimensional Panel Data, Bilateral Trade, Asymptotic Theory

23.

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 (804,587)
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