Research Output per year

## Personal profile

### Research interests

Econometrics, Applied Economics

### Education/Academic qualification

PhD Econometrics, Doctor of Philosophy, Monash University

Sep 2009 → May 2013

Applied Econometrics, Master of Economics, Monash University

2008 → 2009

Mathematicas, Bachelor of Science, Nanjing University

2003 → 2007

## Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Panel Data
Mathematics

Data Model
Mathematics

Data structures
Engineering & Materials Science

Fixed Effects
Mathematics

Varying Coefficient Model
Mathematics

Categorical
Mathematics

Varying Coefficients
Mathematics

Estimator
Mathematics

##
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.

## Research Output 2015 2017

- 7 Article

### A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks

Feng, G., Gao, J., Peng, B. & Zhang, X. Jan 2017 In : Journal of Econometrics. 196, 1, p. 68-82Research output: Contribution to journal › Article

Varying Coefficients

Fixed Effects

Panel Data

Data Model

Data structures

### Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small

Forchini, G. & Peng, B. 2017 In : Communications in Statistics - Theory and Methods. 46, 24, p. 12226-12239 14 p.Research output: Contribution to journal › Article

Panel Data

Data Model

Estimator

Asymptotic distribution

Factor Structure

### Productivity and Efficiency at Bank Holding Companies in the U.S.: A Time-varying Heterogeneity Approach

Feng, G., Peng, B. & Zhang, X. 1 Dec 2017 In : Journal of Productivity Analysis. 48, 2-3, p. 179-192Research output: Contribution to journal › Article

holding

bank

productivity

efficiency

banking

### Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index

Gao, J., Peng, B., Ren, Z. & Zhang, X. 2017 In : Annals of Applied Statistics. 11, 2, p. 1117-1145Research output: Contribution to journal › Article

Open Access

File

Varying Coefficient Model

Variable Selection

Categorical

Identification (control systems)

Determinant

### Inference on modelling cross-sectional dependence for a varying-coefficient model

Peng, B. Aug 2016 In : Economics Letters. 145, p. 1-5 5 p.Research output: Contribution to journal › Article

Varying coefficient model

Inference

Asymptotic normality

Estimator

Cross-sectional data