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Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 188 (2015) 1, pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
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A varying-coefficient panel data model with fixed effects : theory and an application to US commercial banks
Feng, Guohua; Gao, Jiti; Peng, Bin; Zhang, Xiaohui - In: Journal of econometrics 196 (2017) 1, pp. 68-82
Persistent link: https://www.econbiz.de/10011743780
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A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua; Linton, Oliver; Peng, Bin - In: Journal of econometrics 222 (2021) 2, pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
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Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao; Peng, Bin; Li, Degui; Leng, Chenlei - In: Journal of econometrics 223 (2021) 1, pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
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Semi-parametric single-index panel data models with interactive fixed effects : theory and practice
Feng, Guohua; Peng, Bin; Su, Liangjun; Yang, Thomas Tao - In: Journal of econometrics 212 (2019) 2, pp. 607-622
Persistent link: https://www.econbiz.de/10012304099
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An integrated panel data approach to modelling economic growth
Feng, Guohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 228 (2022) 2, pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
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Time-varying multivariate causal processes
Gao, Jiti; Peng, Bin; Wu, Wei Biao; Yan, Yayi - In: Journal of econometrics 240 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015075008
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Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti; Liu, Fei; Peng, Bin; Yan, Yayi - In: Journal of econometrics 235 (2023) 2, pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421