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- Badi H. Baltagi, Qu Feng, +17 authors Gabrielle Mirsaidi
- 2012

It is well known that the standard Breusch and Pagan (1980) LM test for cross-equation correlation in a SUR model is not appropriate for testing cross-sectional dependence in panel data models when the number of cross-sectional units (n) is large and the number of time periods (T) is small. In fact, a scaled version of this LM test was proposed by Pesaran… (More)

- Qu Feng, Chihwa Kao
- 2009

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)

In parametric stochastic frontier models, the composed error is specified as the sum of a two-sided noise component and a one-sided inefficiency component, which is usually assumed to be half-normal, implying that the error distribution is skewed in one direction. In practice, however, estimation residuals may display skewness in the wrong direction. Model… (More)

- Badi H. Baltagi, Qu Feng, Chihwa Kao
- 2009

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)

- Daniel Kucharski, Georg Kirchner, +14 authors Qu Feng
- IEEE Trans. Geoscience and Remote Sensing
- 2014

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)

“Within” estimation of the fixed-effect stochastic frontier model does not identify parameters on time-invariant explanatory variables. If time-invariant variables are important production inputs, then standard efficiency estimates are biased. This note details bias correction, when time-invariant inputs are dummy variables. © 2006 Elsevier B.V. All rights… (More)

- Qu Feng, William C. Horrace, +13 authors Ryan Yeung
- 2010

In the fixed-effects stochastic frontier model an efficiency measure relative to the best firm in the sample is universally employed. This paper considers a new measure relative to the worst firm in the sample. We find that estimates of this measure have smaller bias than those of the traditional measure when the sample consists of many firms near the… (More)

Bootstrap confidence intervals on fixed-effects efficiency estimates in micro panels exhibit low coverage probabilities. We propose an alternative efficiency measure involving the mean of the firm effects. With the same estimated efficiency ranks as the traditional measure, its corresponding bootstrap confidence intervals have better coverage probabilities.… (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)

- Gan Weidong, Qu Feng, Sun Xitai, Yan Xiang, Guo Hongqian, Jia Ruipeng
- Future oncology
- 2013

In the treatment of rectal stromal tumors, which account for approximately 5% of gastrointestinal stromal tumors, molecular-targeted neoadjuvant therapy should be considered if the tumor is too large to achieve R0 grade resection or multiple visceral resection is required. Currently, imatinib is generally recommended as the first-line agent for such… (More)

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