Details about Qu Feng

Access statistics for papers by Qu Feng.

Last updated 2022-06-01. Update your information in the RePEc Author Service.

Short-id: pfe236

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 View citations (5)
   See also Journal Article in Journal of Applied Econometrics (2019)

2017

2. 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 in The Singapore Economic Review (SER) (2019)

2015

3. 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 (26)
   See also Journal Article in Economic Modelling (2015)
4. 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 in Journal of Econometrics (2016)

2014

5. 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 in China Economic Review (2015)
6. 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 View citations (7)
   Also in CESifo Working Paper Series, CESifo (2014) View citations (7)
   UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics (2014) View citations (7)

2013

7. 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

8. 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 (214)
   See also Journal Article in Journal of Econometrics (2012)

2010

9. 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

10. 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

2022

1. 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 (5)

2021

2. A structural estimation of the return to infrastructure investment in China
   Journal of Development Economics, 2021, 152, (C) View citations (5)
3. Do we need ramsey taxation? Our existing taxes are largely corrective
   Economic Modelling, 2021, 94, (C), 526-538
4. Wrong skewness and finite sample correction in the normal-half normal stochastic frontier model
   Empirical Economics, 2021, 60, (6), 2837-2866 View citations (5)

2020

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

2019

7. PRODUCTIVITY DYNAMICS OF CHINESE MANUFACTURING FIRMS
   The Singapore Economic Review (SER), 2019, 64, (04), 899-919 View citations (2)
   See also Working Paper (2017)
8. Structural changes in heterogeneous panels with endogenous regressors
   Journal of Applied Econometrics, 2019, 34, (6), 883-892 View citations (4)
   See also Working Paper (2019)

2018

9. On the reverse causality between output and infrastructure: The case of China
   Economic Modelling, 2018, 74, (C), 97-104 View citations (10)

2016

10. Estimation of heterogeneous panels with structural breaks
    Journal of Econometrics, 2016, 191, (1), 176-195 View citations (50)
    See also Working Paper (2015)

2015

11. 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 (2015)
12. Does local governments’ budget deficit push up housing prices in China?
    China Economic Review, 2015, 35, (C), 183-196 View citations (29)
    See also Working Paper (2014)

2012

13. 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 (206)
    See also Working Paper (2012)
14. Alternative technical efficiency measures: Skew, bias and scale
    Journal of Applied Econometrics, 2012, 27, (2), 253-268 View citations (14)
    See also Working Paper (2010)
15. Estimating technical efficiency in micro panels
    Economics Letters, 2012, 117, (3), 730-733 View citations (2)

2011

16. Structural Changes and Regional Disparity in China's Inflation
    Economics Bulletin, 2011, 31, (1), 572-583 View citations (1)
17. Testing for sphericity in a fixed effects panel data model
    Econometrics Journal, 2011, 14, 25-47 View citations (16)
    Also in Econometrics Journal, 2011, 14, (1), 25-47 (2011) View citations (20)

2007

18. 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