Bin Peng
Economics and Econometrics · 2015–2017
A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 33 citations into it
- Statistics and Probability — 28 citations into it
- Finance — 6 citations into it
Whom Bin Peng trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Donald W. K. Andrews
- Zongwu Cai
- Tiefeng Jiang
- Qi Li
- M. Hashem
- Olivier Ledoit
- Vasilis Sarafidis
- M. Pesaran
- Lung-fei Lee
- David C. Wheelock
Papers from Bin Peng's perspective
Ordered by how strongly the researchers Bin Peng trusts endorse each paper. Same corpus, a different order for every researcher.
- On the distribution of the largest eigenvalue in principal components analysis
- Trending time-varying coefficient time series models with serially correlated errors
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Testing Panel Data Regression Models with Spatial Error Correlation
- Cross-section Regression with Common Shocks
- Testing for complete independence in high dimensions
- Semiparametric Smooth Coefficient Models
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS (Econometric Theory)
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS (Econometric Theory)
- Testing Weak Cross-Sectional Dependence in Large Panels (Social Science Research Network)
Their papers
- A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks (2017) — 52 citations
- Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation (2016) — 68 citations
- Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence (2015) — 49 citations