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Details about Qu Feng

E-mail:
Homepage:https://personal.ntu.edu.sg/qfeng/
Workplace:Division of Economics, Nanyang Technological University, (more information at EDIRC)

Access statistics for papers by Qu Feng.

Last updated 2021-11-01. Update your information in the RePEc Author Service.

Short-id: pfe236


Jump to Journal Articles Books Chapters

Working Papers

2019

  1. Structural Changes in Heterogeneous Panels with Endogenous Regressors
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2019)

2017

  1. Productivity Dynamics of Chinese Manufacturing Firms
    Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre Downloads
    See also Journal Article in The Singapore Economic Review (SER) (2019)

2015

  1. 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 Downloads View citations (17)
    See also Journal Article in Economic Modelling (2015)
  2. Estimation of Heterogeneous Panels with Structural Breaks
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2016)

2014

  1. 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 Downloads View citations (10)
    See also Journal Article in China Economic Review (2015)
  2. Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity
    Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre Downloads View citations (6)
    Also in CESifo Working Paper Series, CESifo (2014) Downloads View citations (5)
    UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics (2014) Downloads View citations (5)

2013

  1. 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

  1. 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 (105)
    See also Journal Article in Journal of Econometrics (2012)

2010

  1. 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 in Journal of Applied Econometrics (2012)

2009

  1. 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

2021

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

2020

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

2019

  1. PRODUCTIVITY DYNAMICS OF CHINESE MANUFACTURING FIRMS
    The Singapore Economic Review (SER), 2019, 64, (04), 899-919 Downloads View citations (1)
    See also Working Paper (2017)
  2. Structural changes in heterogeneous panels with endogenous regressors
    Journal of Applied Econometrics, 2019, 34, (6), 883-892 Downloads View citations (2)
    See also Working Paper (2019)

2018

  1. On the reverse causality between output and infrastructure: The case of China
    Economic Modelling, 2018, 74, (C), 97-104 Downloads View citations (7)

2016

  1. Estimation of heterogeneous panels with structural breaks
    Journal of Econometrics, 2016, 191, (1), 176-195 Downloads View citations (38)
    See also Working Paper (2015)

2015

  1. Bubble or riddle? An asset-pricing approach evaluation on China's housing market
    Economic Modelling, 2015, 46, (C), 376-383 Downloads View citations (16)
    See also Working Paper (2015)
  2. Does local governments’ budget deficit push up housing prices in China?
    China Economic Review, 2015, 35, (C), 183-196 Downloads View citations (26)
    See also Working Paper (2014)

2012

  1. A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
    Journal of Econometrics, 2012, 170, (1), 164-177 Downloads View citations (96)
    See also Working Paper (2012)
  2. Alternative technical efficiency measures: Skew, bias and scale
    Journal of Applied Econometrics, 2012, 27, (2), 253-268 View citations (13)
    See also Working Paper (2010)
  3. Estimating technical efficiency in micro panels
    Economics Letters, 2012, 117, (3), 730-733 Downloads View citations (2)

2011

  1. Structural Changes and Regional Disparity in China's Inflation
    Economics Bulletin, 2011, 31, (1), 572-583 Downloads View citations (1)
  2. Testing for sphericity in a fixed effects panel data model
    Econometrics Journal, 2011, 14, 25-47 Downloads View citations (12)
    Also in Econometrics Journal, 2011, 14, (1), 25-47 (2011) Downloads View citations (19)

2007

  1. Fixed-effect estimation of technical efficiency with time-invariant dummies
    Economics Letters, 2007, 95, (2), 247-252 Downloads 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. Downloads

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 Downloads
  2. Introduction
    Chapter 1 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 1-5 Downloads
  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 Downloads
  4. Structural Changes in Panel Data Models
    Chapter 4 in Large-Dimensional Panel Data Econometrics Testing, Estimation and Structural Changes, 2020, pp 57-114 Downloads
  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 Downloads
 
Page updated 2022-05-20