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- Bin Peng
Dr Bin Peng
University of Technology Sydney
Publications
Journal Articles
Feng, G., Gao J., Peng B., & Zhang X.
(2017). A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks.
Journal of Econometrics. 196(1), 68-82. doi: 10.1016/j.jeconom.2016.09.011
Forchini, G., & Peng B.
(2016). A conditional approach to panel data models with common shocks.
Econometrics. 4(1), doi: 10.3390/econometrics4010004
Dong, C., Gao J., & Peng B.
(2015). Semiparametric single-index panel data models with cross-sectional dependence.
Journal of Econometrics. 188(1), 301-312. doi: 10.1016/j.jeconom.2015.06.001
Hong, KH. Jimmy, Peng B., & Zhang X.
(2015). Capturing the Impact of Unobserved Sector-Wide Shocks on Stock Returns with Panel Data Model.
Economic Record. 91(295), 495-508. doi: 10.1111/1475-4932.12208