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 2 2 6 58
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 1 5 10 109
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 0 2 23 43 2 6 45 101
A One-Covariate-at-a-Time Method for Nonparametric Additive Models 0 0 1 21 1 1 6 26
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression 0 0 0 63 0 0 3 233
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 5 0 5 16 31
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 1 1 0 0 9 24
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 55 0 2 9 122
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 4 8 103
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 3 8 18 94
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 1 2 45 0 2 8 51
Detecting Latent Communities in Network Formation Models 0 0 0 10 1 5 8 28
Detecting Latent Communities in Network Formation Models 0 0 0 18 1 1 6 34
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 0 28 1 1 7 67
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 2 4 9 291
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 1 3 9 121
High-Dimensional VARs with Common Factors 0 0 0 54 2 3 11 144
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 49 0 4 7 103
Identifying Latent Group Structures in Nonlinear Panels 0 0 0 79 0 4 13 152
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 0 38 4 6 15 61
Identifying Latent Structures in Panel Data 0 0 0 61 3 5 11 109
Identifying Latent Structures in Panel Data 0 0 1 43 3 7 19 221
Inference in partially identified panel data models with interactive fixed effects 0 1 4 36 4 7 20 63
Inference on many jumps in nonparametric panel regression models 0 0 1 58 3 6 18 131
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 47 6 8 22 343
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 3 100 4 5 26 344
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 53 2 4 13 43
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 2 5 9 23
Jackknife Model Averaging for Quantile Regressions 0 0 0 72 2 5 17 170
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 0 44 1 5 47 131
Low-rank Panel Quantile Regression: Estimation and Inference 0 0 0 22 1 1 7 35
M-Estimation of a Nonparametric Threshold Regression Model 0 0 2 172 0 4 21 254
Non-separable Models with High-dimensional Data 0 0 0 26 1 2 14 58
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 0 56 2 3 9 176
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 1 7 13 97
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 4 7 12 87
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 1 1 9 94
Panel Data Models with Time-Varying Latent Group Structures 0 0 0 27 4 6 17 46
Panel Data Models with Time-Varying Latent Group Structures 0 0 2 20 1 6 31 76
Panel threshold regressions with latent group structures 0 0 2 34 3 7 19 87
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 0 65 3 3 9 144
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 2 3 6 142
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 48 2 5 11 118
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 0 69 3 5 12 111
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 0 28 0 2 10 147
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 0 12 0 2 4 38
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 0 0 117 0 1 8 362
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 3 8 11 117
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 3 4 14 87
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 0 98 4 6 15 277
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 0 0 5 108
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 0 50 3 4 6 110
Time-varying Factor-augmented Forecasting Models with Variable Selection 0 1 28 28 3 9 45 45
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T 0 0 10 10 3 5 15 15
Unified Factor Model Estimation and Inference under Short and Long Memory 0 0 0 18 0 1 7 43
Total Working Papers 0 5 81 2,463 98 225 755 6,405
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 2 2 5 193
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 4 4 5 11 46
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 0 0 0 0 3 6 6 6
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 1 1 8 100
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 1 72 0 1 8 215
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 2 5 13 105
A consistent characteristic function-based test for conditional independence 0 1 4 70 4 6 25 297
A martingale-difference-divergence-based test for specification 0 0 0 10 1 3 12 73
A note on factor models with latent group structures 0 0 2 2 2 7 27 27
A one-covariate-at-a-time multiple testing approach to variable selection in additive models 0 0 0 0 1 1 3 5
A practical test for strict exogeneity in linear panel data models with fixed effects 0 0 1 17 2 7 15 89
A robust residual-based test for structural changes in factor models 0 0 0 0 0 3 19 19
A simple test for multivariate conditional symmetry 0 0 0 8 0 1 5 95
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 1 5 1 1 6 24
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 1 3 9 71
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 0 1 6 74
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 1 1 5 16
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 1 1 3 146
Common threshold in quantile regressions with an application to pricing for reputation 0 0 1 3 1 1 3 13
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso 0 0 0 5 2 3 12 22
Determination of different types of fixed effects in three-dimensional panels* 0 0 1 2 3 5 9 17
Determining individual or time effects in panel data models 0 0 0 13 4 5 15 57
Determining the number of groups in latent panel structures with an application to income and democracy 0 0 1 12 0 0 11 63
Distinguishing Time-Varying Factor Models 0 0 9 9 2 6 38 38
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 2 2 4 155
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 4 6 10 45
Estimation and Inference on Time-Varying FAVAR Models 0 2 8 19 2 4 36 60
Estimation of large dimensional factor models with an unknown number of breaks 0 0 1 8 6 6 14 94
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 1 216 2 2 3 985
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference 0 3 3 3 2 8 8 8
High-dimensional VARs with common factors 0 0 2 13 4 8 18 55
High-dimensional conditional factor model 3 3 3 3 6 7 7 7
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 1 2 7 63
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 2 16 46
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 0 0 0 3 16 16
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS 0 0 0 0 5 5 10 10
Identifying Latent Structures in Panel Data 0 1 3 22 0 4 22 129
Identifying latent group structures in nonlinear panels 0 0 1 12 2 6 15 53
Identifying latent group structures in spatial dynamic panels 1 3 6 22 2 6 14 41
Identifying latent grouped patterns in panel data models with interactive fixed effects 0 1 3 29 4 16 40 128
Inference for large dimensional factor models under general missing data patterns 0 0 3 3 2 9 22 22
Jackknife model averaging for quantile regressions 0 0 0 35 3 9 19 162
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 2 7 83
Local polynomial estimation of nonparametric simultaneous equations models 0 0 1 130 7 11 21 399
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 1 26 1 1 7 91
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 1 1 5 177
Mundlak estimators for three-dimensional panel data models 1 1 1 1 2 2 2 2
Non-separable models with high-dimensional data 0 0 0 12 3 6 22 71
Nonparametric Testing for Asymmetric Information 0 0 0 10 3 4 8 63
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 0 59 0 3 11 240
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 4 7 15 72
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 4 7 15 82
Nonstationary panel models with latent group structures and cross-section dependence 0 0 0 22 1 3 11 68
Non‐parametric regression under location shifts 0 0 0 20 0 1 3 131
On factor models with random missing: EM estimation, inference, and cross validation 0 0 2 18 1 4 16 74
On generalized CCE estimation 0 3 3 3 0 6 6 6
On time-varying factor models: Estimation and testing 0 0 3 73 5 12 31 283
On time-varying panel data models with time-varying interactive fixed effects 1 3 17 17 9 25 58 58
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 0 0 9 11 1 2 20 30
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 10 2 4 13 44
Panel data models with time-varying latent group structures 0 0 2 8 4 7 23 36
Panel threshold models with interactive fixed effects 1 2 6 39 2 10 43 132
Panel threshold regressions with latent group structures 0 1 2 14 4 18 46 106
Profile GMM estimation of panel data models with interactive fixed effects 1 2 9 15 11 21 54 69
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 0 81 2 2 10 243
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 1 1 2 64 3 3 11 264
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 2 3 11 271
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach 0 0 2 8 6 11 26 40
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 3 3 6 71
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 0 16 0 0 6 70
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 0 0 8 2 3 10 54
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 1 2 10 129
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 3 3 14 322
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 1 1 3 28 2 6 17 164
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 0 3 52 2 7 18 202
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 1 1 3 23 3 4 14 77
Sieve estimation of panel data models with cross section dependence 0 1 4 86 1 3 27 304
Sieve estimation of state-varying factor models 0 0 1 1 3 8 16 16
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 1 14 3 5 13 119
Specification Test for Spatial Autoregressive Models 0 0 0 10 3 5 9 51
Specification test for panel data models with interactive fixed effects 0 0 1 45 6 16 38 322
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 2 2 6 90
Specification tests for time-varying coefficient models 0 0 3 9 0 0 6 22
Structural change estimation in time series regressions with endogenous variables 0 0 0 19 2 5 11 105
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM 0 0 2 9 2 4 15 33
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 1 1 8 0 1 5 29
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 0 39 2 6 12 137
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 2 3 11 75
Test for serial correlation in panel data models with interactive fixed effects 1 2 4 4 1 2 9 9
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 1 5 0 1 6 44
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 1 1 1 5 5 10 17 44
Testing Conditional Uncorrelatedness 0 0 0 62 1 1 5 209
Testing conditional independence via empirical likelihood 0 0 3 21 4 9 23 136
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 25 3 3 11 135
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 4 6 16 107
Testing for parameter stability in quantile regression models 0 0 0 43 2 3 8 125
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 1 3 13 330
The heterogeneous effects of the minimum wage on employment across states 0 0 2 57 1 6 17 245
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 0 4 4 5 13 29 29
Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity 0 2 2 2 2 6 6 6
Uniform inference in linear panel data models with two-dimensional heterogeneity 0 0 0 2 3 6 14 27
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 3 3 3 7 37 42
Total Journal Articles 13 36 159 2,425 241 518 1,525 10,905

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 2 3 12 175
Total Books 0 0 0 0 2 3 12 175

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 2 4 11 54
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 2 3 3 6 18 22
Functional coefficient estimation with both categorical and continuous data 0 0 0 0 1 1 4 5
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects 0 0 1 16 1 3 9 55
Total Chapters 0 0 3 23 7 14 42 136

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Statistics updated 2026-05-06