2 citations · 5 across the 12 of their papers we have counts for
5 papers · 1 filter
Interactive Effects Panel Data Models with General Factors and Regressors
Bin Peng, Liangjun Su, Joakim Westerlund +1
This paper considers a model with general regressors and unobservable factors. An estimator based on iterated principal components is proposed, which is shown to be not only asympt…
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice
Chaohua Dong, Jiti Gao, Bin Peng +1
This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regress…
On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis
Yayi Yan, Jiti Gao, Bin Peng
Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To…
Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach
Guohua Feng, Jiti Gao, Bin Peng
Despite its paramount importance in the empirical growth literature, productivity convergence analysis has three problems that have yet to be resolved: (1) little attempt has been…
Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model
Yufeng Mao, Bin Peng, Mervyn Silvapulle +2
This study decomposes the bilateral trade flows using a three-dimensional panel data model. Under the scenario that all three dimensions diverge to infinity, we propose an estimati…