Qu Feng

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Up-to-date information about CPR's research projects and other activities is available from our World Wide Web site at www.maxwell.syr.edu/cpr.aspx. All recent working papers and Policy Briefs can be read and/or printed from there as well. Abstract It is well known that the standard Breusch and Pagan (1980) LM test for cross-equation correlation in a SUR(More)
This paper proposes a test for the null of sphericity in a …xed e¤ects panel data model. It uses the Random Matrix Theory based approach of Ledoit and Wolf (2002) to test for the null of sphericity of the error terms in a …xed e¤ects panel model with a large number of cross-sectional units and time series observations. Since the errors are unobservable, the(More)
Up-to-date information about CPR's research projects and other activities is available from our World Wide Web site at www-cpr.maxwell.syr.edu. All recent working papers and Policy Briefs can be read and/or printed from there as well. Abstract In the fixed-effects stochastic frontier model an efficiency measure relative to the best firm in the sample is(More)
—The Environmental Satellite (Envisat) mission was finished on April 8, 2012, and since that time, the attitude of the satellite has undergone significant changes. During the International Laser Ranging Service campaign, the Satellite Laser Ranging (SLR) stations have performed the range measurements to the satellite that allowed determination of the(More)
Up-to-date information about CPR's research projects and other activities is available from our World Wide Web site at www.maxwell.syr.edu/cpr.aspx. All recent working papers and Policy Briefs can be read and/or printed from there as well. Abstract In parametric stochastic frontier models, the composed error is specified as the sum of a two-sided noise(More)
This paper studies a panel data regression setting, where a break occurs at a unknown common date. In this paper, we establish the consistency and rate of convergence of the change point estimator. The break date can be estimated consistently both in …xed time horizon and large panels, which indicates that the structural change can be well detected even in(More)
Bootstrap confidence intervals on fixed-effects efficiency estimates from finite-sample panel data models exhibit low coverage probabilities, because the traditional estimate involves a "max" operator that induces a finite sample bias. Attempts to bootstrap confidence intervals for the traditional estimate have focused on correcting bias. Rather than(More)
Up-to-date information about CPR's research projects and other activities is available from our World Wide Web site at www-cpr.maxwell.syr.edu. All recent working papers and Policy Briefs can be read and/or printed from there as well. Abstract This paper proposes a new test for cross-sectional dependence in fixed effects panel data models. It is well known(More)
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