Access Statistics for Liangjun Su

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 41 0 1 4 56
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 0 8 9 108
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 1 2 24 43 2 8 48 99
A One-Covariate-at-a-Time Method for Nonparametric Additive Models 0 0 1 21 0 1 5 25
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression 0 0 0 63 0 1 3 233
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 1 1 0 2 10 24
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 5 1 8 16 31
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 55 0 5 10 122
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 3 15 15 91
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 5 8 103
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 1 1 2 45 2 2 8 51
Detecting Latent Communities in Network Formation Models 0 0 0 10 3 6 7 27
Detecting Latent Communities in Network Formation Models 0 0 0 18 0 3 5 33
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 0 28 0 3 6 66
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 0 5 7 289
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 1 4 8 120
High-Dimensional VARs with Common Factors 0 0 0 54 0 3 9 142
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 49 2 4 8 103
Identifying Latent Group Structures in Nonlinear Panels 0 0 0 79 3 7 13 152
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 0 38 0 7 11 57
Identifying Latent Structures in Panel Data 0 0 1 61 2 4 9 106
Identifying Latent Structures in Panel Data 0 0 1 43 3 8 17 218
Inference in partially identified panel data models with interactive fixed effects 1 1 4 36 1 8 16 59
Inference on many jumps in nonparametric panel regression models 0 0 2 58 1 8 16 128
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 3 100 1 4 24 340
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 47 2 2 17 337
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 0 4 7 21
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 1 53 1 6 13 41
Jackknife Model Averaging for Quantile Regressions 0 0 0 72 2 6 15 168
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 0 44 1 22 47 130
Low-rank Panel Quantile Regression: Estimation and Inference 0 0 0 22 0 0 6 34
M-Estimation of a Nonparametric Threshold Regression Model 0 0 3 172 3 9 22 254
Non-separable Models with High-dimensional Data 0 0 0 26 0 4 13 57
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 0 56 0 6 7 174
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 3 10 12 96
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 0 5 8 83
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 0 5 8 93
Panel Data Models with Time-Varying Latent Group Structures 0 0 2 20 2 13 30 75
Panel Data Models with Time-Varying Latent Group Structures 0 0 0 27 1 5 13 42
Panel threshold regressions with latent group structures 0 1 2 34 3 9 16 84
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 0 65 0 2 6 141
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 1 2 4 140
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 48 2 6 9 116
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 1 69 1 4 11 108
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 0 28 0 10 10 147
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 0 12 1 3 4 38
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 0 0 117 0 3 8 362
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 0 7 8 114
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 0 3 11 84
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 0 98 2 3 11 273
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 0 3 5 108
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 0 50 0 3 3 107
Time-varying Factor-augmented Forecasting Models with Variable Selection 1 1 28 28 2 9 42 42
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T 0 0 10 10 1 5 12 12
Unified Factor Model Estimation and Inference under Short and Long Memory 0 0 0 18 0 2 7 43
Total Working Papers 4 6 87 2,463 53 301 677 6,307
9 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Test for Conditional Symmetry 0 0 0 24 0 2 3 191
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 4 1 5 7 42
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 0 0 0 0 2 3 3 3
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 2 7 99
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 1 72 0 5 8 215
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 0 5 11 103
A consistent characteristic function-based test for conditional independence 0 2 4 70 1 9 21 293
A martingale-difference-divergence-based test for specification 0 0 0 10 0 7 11 72
A note on factor models with latent group structures 0 0 2 2 2 14 25 25
A one-covariate-at-a-time multiple testing approach to variable selection in additive models 0 0 0 0 0 1 2 4
A practical test for strict exogeneity in linear panel data models with fixed effects 0 0 1 17 4 8 13 87
A robust residual-based test for structural changes in factor models 0 0 0 0 1 9 19 19
A simple test for multivariate conditional symmetry 0 0 0 8 0 4 5 95
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 1 5 0 2 5 23
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 1 4 8 70
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 0 5 7 74
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 2 4 15
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 0 2 2 145
Common threshold in quantile regressions with an application to pricing for reputation 0 0 1 3 0 0 2 12
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso 0 0 0 5 0 7 10 20
Determination of different types of fixed effects in three-dimensional panels* 0 0 1 2 1 3 6 14
Determining individual or time effects in panel data models 0 0 0 13 1 5 11 53
Determining the number of groups in latent panel structures with an application to income and democracy 0 0 1 12 0 7 11 63
Distinguishing Time-Varying Factor Models 0 1 9 9 2 11 36 36
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 0 2 2 153
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 1 3 6 41
Estimation and Inference on Time-Varying FAVAR Models 1 5 9 19 1 12 35 58
Estimation of large dimensional factor models with an unknown number of breaks 0 0 1 8 0 2 8 88
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 1 216 0 0 1 983
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference 1 3 3 3 2 6 6 6
High-dimensional VARs with common factors 0 0 2 13 2 5 15 51
High-dimensional conditional factor model 0 0 0 0 1 1 1 1
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 1 2 6 62
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 8 16 46
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 0 0 1 12 16 16
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS 0 0 0 0 0 3 5 5
Identifying Latent Structures in Panel Data 1 1 3 22 4 14 23 129
Identifying latent group structures in nonlinear panels 0 0 1 12 2 7 13 51
Identifying latent group structures in spatial dynamic panels 0 3 5 21 0 9 12 39
Identifying latent grouped patterns in panel data models with interactive fixed effects 0 1 3 29 6 24 36 124
Inference for large dimensional factor models under general missing data patterns 0 1 3 3 4 12 20 20
Jackknife model averaging for quantile regressions 0 0 1 35 5 10 17 159
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 0 0 17 1 4 6 82
Local polynomial estimation of nonparametric simultaneous equations models 0 0 1 130 3 6 15 392
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 1 26 0 3 6 90
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 0 1 4 176
Mundlak estimators for three-dimensional panel data models 0 0 0 0 0 0 0 0
Non-separable models with high-dimensional data 0 0 0 12 2 7 20 68
Nonparametric Testing for Asymmetric Information 0 0 0 10 0 2 5 60
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 0 59 1 6 11 240
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 2 6 11 68
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 1 9 11 78
Nonstationary panel models with latent group structures and cross-section dependence 0 0 0 22 2 8 10 67
Non‐parametric regression under location shifts 0 0 0 20 1 2 3 131
On factor models with random missing: EM estimation, inference, and cross validation 0 0 3 18 1 8 16 73
On generalized CCE estimation 2 3 3 3 3 6 6 6
On time-varying factor models: Estimation and testing 0 0 3 73 2 13 26 278
On time-varying panel data models with time-varying interactive fixed effects 1 3 16 16 7 22 49 49
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 0 1 9 11 0 3 21 29
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 10 1 5 11 42
Panel data models with time-varying latent group structures 0 0 2 8 2 4 19 32
Panel threshold models with interactive fixed effects 1 2 5 38 5 21 42 130
Panel threshold regressions with latent group structures 0 1 3 14 6 30 43 102
Profile GMM estimation of panel data models with interactive fixed effects 0 1 8 14 6 18 45 58
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 0 81 0 2 8 241
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 0 1 63 0 2 8 261
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 0 6 9 269
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach 0 0 3 8 5 8 23 34
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 0 1 4 68
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 0 16 0 2 6 70
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 0 0 8 0 6 8 52
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 0 7 9 128
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 0 6 11 319
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 0 2 27 1 5 15 162
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 0 4 52 2 8 17 200
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 0 2 22 0 3 11 74
Sieve estimation of panel data models with cross section dependence 0 3 4 86 0 9 26 303
Sieve estimation of state-varying factor models 0 0 1 1 2 11 13 13
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 1 14 1 6 10 116
Specification Test for Spatial Autoregressive Models 0 0 0 10 1 3 6 48
Specification test for panel data models with interactive fixed effects 0 0 1 45 5 21 32 316
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 0 2 4 88
Specification tests for time-varying coefficient models 0 1 3 9 0 2 6 22
Structural change estimation in time series regressions with endogenous variables 0 0 0 19 0 4 9 103
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM 0 0 2 9 0 4 13 31
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 1 1 1 8 1 2 5 29
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 1 39 1 4 12 135
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 1 4 9 73
Test for serial correlation in panel data models with interactive fixed effects 1 1 3 3 1 4 8 8
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 1 5 1 3 6 44
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 0 0 4 2 7 12 39
Testing Conditional Uncorrelatedness 0 0 0 62 0 0 4 208
Testing conditional independence via empirical likelihood 0 3 3 21 1 13 19 132
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 25 0 3 8 132
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 1 5 12 103
Testing for parameter stability in quantile regression models 0 0 0 43 0 3 6 123
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 1 8 12 329
The heterogeneous effects of the minimum wage on employment across states 0 0 3 57 4 7 17 244
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 2 4 4 6 15 24 24
Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity 1 2 2 2 2 4 4 4
Uniform inference in linear panel data models with two-dimensional heterogeneity 0 0 0 2 1 5 11 24
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 3 3 2 15 38 39
Total Journal Articles 10 41 154 2,412 134 658 1,310 10,664

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics 0 0 0 0 0 4 10 173
Total Books 0 0 0 0 0 4 10 173

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Selective Review of Aman Ullah’s Contributions to Econometrics 0 0 0 4 0 7 9 52
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 2 3 2 7 15 19
Functional coefficient estimation with both categorical and continuous data 0 0 0 0 0 1 3 4
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects 0 0 1 16 0 5 8 54
Total Chapters 0 0 3 23 2 20 35 129

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09