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 0 0 52
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 1 9 31 38 2 15 66 83
A One-Covariate-at-a-Time Method for Nonparametric Additive Models 0 0 1 21 0 1 4 22
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression 0 0 0 63 0 0 0 230
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 0 0 1 16 16
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 2 5 2 3 10 18
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 55 1 1 2 114
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 0 0 2 76
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 0 1 95
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 0 2 43 1 1 4 44
Detecting Latent Communities in Network Formation Models 0 0 0 18 0 2 2 30
Detecting Latent Communities in Network Formation Models 0 0 1 10 0 0 2 20
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 1 28 0 0 3 60
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 0 0 3 282
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 1 1 2 114
High-Dimensional VARs with Common Factors 0 0 3 54 0 1 6 134
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 49 0 0 1 96
Identifying Latent Group Structures in Nonlinear Panels 0 0 2 79 0 1 5 141
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 1 38 0 0 2 46
Identifying Latent Structures in Panel Data 0 0 2 61 0 0 2 98
Identifying Latent Structures in Panel Data 0 0 1 43 0 0 5 203
Inference in partially identified panel data models with interactive fixed effects 0 0 1 33 0 1 2 45
Inference on many jumps in nonparametric panel regression models 0 1 6 58 1 2 13 115
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 0 46 1 1 9 324
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 1 2 99 0 1 8 323
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 1 53 0 3 7 33
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 0 1 1 15
Jackknife Model Averaging for Quantile Regressions 0 0 0 72 0 2 4 155
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 2 44 0 5 10 89
Low-rank Panel Quantile Regression: Estimation and Inference 0 0 0 22 0 1 3 30
M-Estimation of a Nonparametric Threshold Regression Model 1 1 5 172 1 2 10 238
Non-separable Models with High-dimensional Data 0 0 0 26 0 2 3 46
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 0 56 0 0 0 167
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 0 0 2 84
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 0 0 1 76
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 0 0 1 85
Panel Data Models with Time-Varying Latent Group Structures 0 0 0 27 0 0 3 31
Panel Data Models with Time-Varying Latent Group Structures 0 0 4 20 0 4 11 52
Panel threshold regressions with latent group structures 0 1 1 33 0 1 1 69
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 0 65 0 1 3 136
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 0 0 3 136
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 48 0 1 1 108
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 1 69 0 0 3 100
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 0 28 0 0 2 137
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 0 12 0 0 0 34
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 0 0 117 1 1 4 356
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 0 3 6 77
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 1 98 0 2 4 265
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 0 1 1 104
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 0 50 0 0 0 104
Time-varying Factor-augmented Forecasting Models with Variable Selection 2 2 2 2 2 2 2 2
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T 5 6 6 6 1 2 2 2
Unified Factor Model Estimation and Inference under Short and Long Memory 0 0 0 18 0 3 7 39
Total Working Papers 9 21 79 2,387 14 69 265 5,551
11 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 0 2 188
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 4 0 0 0 35
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 1 1 93
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 1 1 72 0 1 2 208
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 0 2 6 95
A consistent characteristic function-based test for conditional independence 0 0 2 67 0 3 8 277
A martingale-difference-divergence-based test for specification 0 0 1 10 2 4 8 65
A note on factor models with latent group structures 0 0 0 0 0 4 4 4
A one-covariate-at-a-time multiple testing approach to variable selection in additive models 0 0 0 0 0 0 1 2
A practical test for strict exogeneity in linear panel data models with fixed effects 0 0 0 16 0 2 4 76
A robust residual-based test for structural changes in factor models 0 0 0 0 1 1 1 1
A simple test for multivariate conditional symmetry 0 0 0 8 0 0 1 90
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 0 4 0 0 3 19
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 18 0 2 3 64
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 0 1 4 69
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 0 0 11
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 0 0 1 143
Common threshold in quantile regressions with an application to pricing for reputation 0 0 2 3 0 0 3 12
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso 0 0 0 5 0 1 2 12
Determination of different types of fixed effects in three-dimensional panels* 0 0 0 1 0 0 2 8
Determining individual or time effects in panel data models 0 0 1 13 0 2 6 44
Determining the number of groups in latent panel structures with an application to income and democracy 0 1 1 12 0 2 3 54
Distinguishing Time-Varying Factor Models 2 4 4 4 4 13 13 13
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 0 0 0 35
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 0 0 0 151
Estimation and Inference on Time-Varying FAVAR Models 0 0 9 12 2 10 27 36
Estimation of large dimensional factor models with an unknown number of breaks 1 1 1 8 1 3 5 83
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 0 215 0 0 0 982
High-dimensional VARs with common factors 0 0 1 11 1 3 14 44
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 1 2 3 59
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 1 7 32
Identifying Latent Structures in Panel Data 0 0 1 20 0 2 9 111
Identifying latent group structures in nonlinear panels 0 1 2 12 2 3 7 41
Identifying latent group structures in spatial dynamic panels 0 0 3 17 0 0 8 29
Identifying latent grouped patterns in panel data models with interactive fixed effects 0 0 4 26 0 0 8 90
Inference for large dimensional factor models under general missing data patterns 0 2 2 2 0 5 5 5
Jackknife model averaging for quantile regressions 0 0 1 35 0 1 3 145
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 0 0 17 0 0 2 77
Local polynomial estimation of nonparametric simultaneous equations models 0 0 1 129 0 2 5 380
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 1 1 26 0 1 3 85
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 0 1 2 173
Non-separable models with high-dimensional data 0 0 0 12 0 1 3 51
Nonparametric Testing for Asymmetric Information 0 0 1 10 0 0 2 55
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 0 59 0 2 4 231
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 1 2 3 59
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 0 0 1 67
Nonstationary panel models with latent group structures and cross-section dependence 0 0 1 22 0 0 2 57
Non‐parametric regression under location shifts 0 0 0 20 0 1 2 129
On factor models with random missing: EM estimation, inference, and cross validation 0 0 3 17 0 1 11 62
On time-varying factor models: Estimation and testing 1 1 1 71 1 7 19 260
On time-varying panel data models with time-varying interactive fixed effects 1 2 4 4 6 11 13 13
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 0 2 8 8 0 2 18 18
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 9 2 2 4 33
Panel data models with time-varying latent group structures 0 0 3 8 0 1 10 19
Panel threshold models with interactive fixed effects 0 1 5 35 3 6 16 97
Panel threshold regressions with latent group structures 1 1 3 13 2 3 5 63
Profile GMM estimation of panel data models with interactive fixed effects 2 4 5 10 5 11 21 28
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 0 81 0 0 2 233
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 1 2 63 0 2 4 255
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 0 1 5 261
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach 0 1 5 8 0 5 15 20
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 0 1 3 66
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 1 16 0 3 7 67
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 0 0 8 0 0 2 44
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 0 0 0 119
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 0 1 3 309
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 1 4 27 0 1 9 152
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 0 4 52 1 2 9 189
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 0 0 20 0 0 7 65
Sieve estimation of panel data models with cross section dependence 0 0 0 82 0 4 14 283
Sieve estimation of state-varying factor models 1 1 1 1 1 1 1 1
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 3 14 0 1 7 109
Specification Test for Spatial Autoregressive Models 0 0 0 10 0 1 2 44
Specification test for panel data models with interactive fixed effects 0 1 1 45 1 5 8 289
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 0 1 1 85
Specification tests for time-varying coefficient models 0 1 3 7 0 2 6 18
Structural change estimation in time series regressions with endogenous variables 0 0 0 19 0 1 2 95
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM 0 0 2 8 2 2 4 21
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 0 1 7 1 2 5 26
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 2 39 0 1 7 127
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 0 0 0 64
Test for serial correlation in panel data models with interactive fixed effects 0 2 2 2 0 3 3 3
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 1 5 0 0 2 39
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 0 0 4 1 3 5 30
Testing Conditional Uncorrelatedness 0 0 0 62 0 1 2 206
Testing conditional independence via empirical likelihood 0 0 1 18 0 0 4 114
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 25 0 1 2 125
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 0 1 2 93
Testing for parameter stability in quantile regression models 0 0 0 43 0 0 1 117
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 0 1 1 318
The heterogeneous effects of the minimum wage on employment across states 0 0 3 55 0 0 24 232
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 1 1 1 1 2 3 4 4
Uniform inference in linear panel data models with two-dimensional heterogeneity 0 0 0 2 1 4 8 17
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 1 2 2 1 3 10 10
Total Journal Articles 10 32 112 2,322 45 180 511 9,633

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 0 1 163
Total Books 0 0 0 0 0 0 1 163

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 0 1 43
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 1 2 3 1 3 5 8
Functional coefficient estimation with both categorical and continuous data 0 0 0 0 0 0 1 1
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects 0 0 2 16 0 0 4 47
Total Chapters 0 1 4 23 1 3 11 99

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Statistics updated 2025-10-06