Browsing All of EconStor by Author Peng, Bin
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2012 | Pricing Asian power options under jump-fraction process | Peng, Bin; Peng, Fei |
2016 | Testing cross-sectional correlation in large panel data models with serial correlation | Baltagi, Badi H.; Kao, Chihwa; Peng, Bin |
2016 | Pricing maximum-minimum bidirectional options in trinomial CEV model | Peng, Bin; Peng, Fei |
2016 | A conditional approach to panel data models with common shocks | Forchini, Giovanni; Peng, Bin |
2018 | Inference on a semiparametric model with global power law and local nonparametric trends | Gao, Jiti; Linton, Oliver; Peng, Bin |
2018 | TSLS and LIML estimators in panels with unobserved shocks | Forchini, Giovanni; Jiang, Bin; Peng, Bin |