Details about Bin Peng

Access statistics for papers by Bin Peng.

Last updated 2021-12-08. Update your information in the RePEc Author Service.

Short-id: ppe999

Working Papers

2021

1. Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects
   Papers, arXiv.org
2. Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
3. Interactive Effects Panel Data Models with General Factors and Regressors
   Papers, arXiv.org View citations (2)
4. Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
5. On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
6. Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   Also in Papers, arXiv.org (2021)

2020

7. Modelling healthcare costs: a semiparametric extension of generalised linear models
   Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York
8. On the Time Trend of COVID-19: A Panel Data Study
   Papers, arXiv.org

2019

9. An Integrated Panel Data Approach to Modelling Economic Growth
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
10. Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    See also Journal Article Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021) View citations (11) (2021)

2017

11. Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS, Econometric Theory, Cambridge University Press (2020) View citations (5) (2020)

2016

12. Another Look at Single-Index Models Based on Series Estimation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)

2015

13. Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
14. Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)

Journal Articles

2021

1. A weighted sieve estimator for nonparametric time series models with nonstationary variables
   Journal of Econometrics, 2021, 222, (2), 909-932 View citations (12)
2. Nonparametric estimation of large covariance matrices with conditional sparsity
   Journal of Econometrics, 2021, 223, (1), 53-72 View citations (6)
3. On income and price elasticities for energy demand: A panel data study
   Energy Economics, 2021, 96, (C) View citations (11)
4. Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone
   Journal of Applied Econometrics, 2021, 36, (3), 328-345 View citations (11)
   See also Working Paper Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone, Monash Econometrics and Business Statistics Working Papers (2019) View citations (2) (2019)
5. Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
   Journal of Business & Economic Statistics, 2021, 39, (3), 700-711 View citations (12)

2020

6. INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS
   Econometric Theory, 2020, 36, (2), 223-249 View citations (5)
   See also Working Paper Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends, Monash Econometrics and Business Statistics Working Papers (2017) (2017)

2019

7. Estimation in a semiparametric panel data model with nonstationarity
   Econometric Reviews, 2019, 38, (8), 961-977 View citations (2)
8. Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice
   Journal of Econometrics, 2019, 212, (2), 607-622 View citations (3)

2017

9. A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks
   Journal of Econometrics, 2017, 196, (1), 68-82 View citations (25)
10. Productivity and efficiency at bank holding companies in the U.S.: a time-varying heterogeneity approach
    Journal of Productivity Analysis, 2017, 48, (2), 179-192 View citations (5)

2015

11. Semiparametric single-index panel data models with cross-sectional dependence
    Journal of Econometrics, 2015, 188, (1), 301-312 View citations (27)