Details about Qu Feng

Access statistics for papers by Qu Feng.

Last updated 2025-04-07. Update your information in the RePEc Author Service.

Short-id: pfe236

Working Papers

2025

1. Nonstationary Heterogeneous Panels with Multiple Structural Changes
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University

2019

2. Structural Changes in Heterogeneous Panels with Endogenous Regressors
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (7)
   See also Journal Article Structural changes in heterogeneous panels with endogenous regressors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (6) (2019)

2017

3. Productivity Dynamics of Chinese Manufacturing Firms
   Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre
   See also Journal Article PRODUCTIVITY DYNAMICS OF CHINESE MANUFACTURING FIRMS, The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd. (2019) View citations (2) (2019)

2015

4. Bubble or Riddle? An Asset-Pricing Approach Evaluation on China’s Housing Market
   Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre View citations (27)
   See also Journal Article Bubble or riddle? An asset-pricing approach evaluation on China's housing market, Economic Modelling, Elsevier (2015) View citations (24) (2015)
5. Estimation of Heterogeneous Panels with Structural Breaks
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (6)
   See also Journal Article Estimation of heterogeneous panels with structural breaks, Journal of Econometrics, Elsevier (2016) View citations (64) (2016)

2014

6. Does Local Governments' Budget Deficit Push Up Housing Prices in China?
   Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre View citations (10)
   See also Journal Article Does local governments’ budget deficit push up housing prices in China?, China Economic Review, Elsevier (2015) View citations (33) (2015)
7. Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity
   UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics View citations (7)
   Also in Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre (2014) View citations (7)
   CESifo Working Paper Series, CESifo (2014) View citations (7)

2013

8. Wrong Skewness and Finite Sample Correction in Parametric Stochastic Frontier Models Abstract: In parametric stochastic frontier models, the composed error is specified as the sum of a two-sided noise component and a one-sided inefficiency component, which is usually assumed half-normal, implying that the error distribution is skewed in one direction. In practice, however, estimation residuals may display skewness in the wrong direction. Model re-specification or pulling a new sample is often prescribed. This paper proposes a feasible alternative: imposing a negative skewness constraint on the residuals in maximum likelihood or corrected least squares estimation
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (10)

2012

9. A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (280)
   See also Journal Article A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model, Journal of Econometrics, Elsevier (2012) View citations (272) (2012)

2010

10. Alternative Technical Efficiency Measures: Skew, Bias, and Scale
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (7)
    See also Journal Article Alternative technical efficiency measures: Skew, bias and scale, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012) View citations (15) (2012)

2009

11. Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)

Journal Articles

2024

1. A NARRATIVE ON OVERSEAS LISTINGS BY CHINESE FIRMS
   The Singapore Economic Review (SER), 2024, 69, (05), 1811-1844

2023

2. ELECTRICITY MARKET LIBERALIZATION AND EFFICIENCY: EVIDENCE FROM SINGAPORE
   The Singapore Economic Review (SER), 2023, 68, (03), 651-669
3. Trade policy review of Singapore
   The World Economy, 2023, 46, (12), 3472-3481

2022

4. COMPARING ECONOMETRIC ANALYSES WITH MACHINE LEARNING APPROACHES: A STUDY ON SINGAPORE PRIVATE PROPERTY MARKET
   The Singapore Economic Review (SER), 2022, 67, (06), 1787-1810 View citations (1)
5. Save lives or save livelihoods? A cross-country analysis of COVID-19 pandemic and economic growth
   Journal of Economic Behavior & Organization, 2022, 197, (C), 221-256 View citations (11)

2021

6. A structural estimation of the return to infrastructure investment in China
   Journal of Development Economics, 2021, 152, (C) View citations (10)
7. Do we need ramsey taxation? Our existing taxes are largely corrective
   Economic Modelling, 2021, 94, (C), 526-538
8. Wrong skewness and finite sample correction in the normal-half normal stochastic frontier model
   Empirical Economics, 2021, 60, (6), 2837-2866 View citations (7)

2020

9. Common factors and common breaks in panels: An empirical investigation
   Economics Letters, 2020, 187, (C) View citations (1)
10. Productivity of core infrastructure investment in China: An input–output approach
    The World Economy, 2020, 43, (12), 3384-3406 View citations (3)

2019

11. PRODUCTIVITY DYNAMICS OF CHINESE MANUFACTURING FIRMS
    The Singapore Economic Review (SER), 2019, 64, (04), 899-919 View citations (2)
    See also Working Paper Productivity Dynamics of Chinese Manufacturing Firms, Economic Growth Centre Working Paper Series (2017) (2017)
12. Structural changes in heterogeneous panels with endogenous regressors
    Journal of Applied Econometrics, 2019, 34, (6), 883-892 View citations (6)
    See also Working Paper Structural Changes in Heterogeneous Panels with Endogenous Regressors, Center for Policy Research Working Papers (2019) View citations (7) (2019)

2018

13. On the reverse causality between output and infrastructure: The case of China
    Economic Modelling, 2018, 74, (C), 97-104 View citations (11)

2016

14. Estimation of heterogeneous panels with structural breaks
    Journal of Econometrics, 2016, 191, (1), 176-195 View citations (64)
    See also Working Paper Estimation of Heterogeneous Panels with Structural Breaks, Center for Policy Research Working Papers (2015) View citations (6) (2015)

2015

15. Bubble or riddle? An asset-pricing approach evaluation on China's housing market
    Economic Modelling, 2015, 46, (C), 376-383 View citations (24)
    See also Working Paper Bubble or Riddle? An Asset-Pricing Approach Evaluation on China’s Housing Market, Economic Growth Centre Working Paper Series (2015) View citations (27) (2015)
16. Does local governments’ budget deficit push up housing prices in China?
    China Economic Review, 2015, 35, (C), 183-196 View citations (33)
    See also Working Paper Does Local Governments' Budget Deficit Push Up Housing Prices in China?, Economic Growth Centre Working Paper Series (2014) View citations (10) (2014)

2012

17. A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
    Journal of Econometrics, 2012, 170, (1), 164-177 View citations (272)
    See also Working Paper A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model, Center for Policy Research Working Papers (2012) View citations (280) (2012)
18. Alternative technical efficiency measures: Skew, bias and scale
    Journal of Applied Econometrics, 2012, 27, (2), 253-268 View citations (15)
    See also Working Paper Alternative Technical Efficiency Measures: Skew, Bias, and Scale, Center for Policy Research Working Papers (2010) View citations (7) (2010)
19. Estimating technical efficiency in micro panels
    Economics Letters, 2012, 117, (3), 730-733 View citations (2)

2011

20. Structural Changes and Regional Disparity in China's Inflation
    Economics Bulletin, 2011, 31, (1), 572-583 View citations (1)
21. Testing for sphericity in a fixed effects panel data model
    Econometrics Journal, 2011, 14, (1), 25-47 View citations (21)
    Also in Econometrics Journal, 2011, 14, 25-47 (2011) View citations (17)

2007

22. Fixed-effect estimation of technical efficiency with time-invariant dummies
    Economics Letters, 2007, 95, (2), 247-252 View citations (3)

Books

2020

1. Large-Dimensional Panel Data Econometrics:Testing, Estimation and Structural Changes
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Chapters

2020

1. Factor-Augmented Panel Data Regression Models
   Chapter 3 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 35-55
2. Introduction
   Chapter 1 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 1-5
3. Latent-Grouped Structure in Panel Data Models
   Chapter 5 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 115-143
4. Structural Changes in Panel Data Models
   Chapter 4 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 57-114
5. Tests for Cross-Sectional Dependence in Fixed Effects Panel Data Models
   Chapter 2 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 7-34