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 10 62
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 2 3 16 115
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 0 0 6 45 0 1 20 106
A One-Covariate-at-a-Time Method for Nonparametric Additive Models 0 0 0 21 0 1 5 27
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression 0 0 0 63 4 4 6 237
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 1 1 0 0 8 24
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 5 1 2 17 36
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 55 3 3 12 127
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 2 2 22 98
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 1 4 14 109
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 0 1 45 4 5 12 59
Detecting Latent Communities in Network Formation Models 0 0 0 10 5 5 13 34
Detecting Latent Communities in Network Formation Models 0 0 0 18 7 8 13 43
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 0 28 2 3 11 71
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 1 2 12 294
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 0 0 6 122
High-Dimensional VARs with Common Factors 0 0 0 54 4 4 15 149
High-dimensional inference on jumps in nonparametric time series regression models 0 0 0 58 3 6 23 138
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 49 4 5 14 111
Identifying Latent Group Structures in Nonlinear Panels 0 0 0 79 0 1 13 155
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 1 39 2 3 23 69
Identifying Latent Structures in Panel Data 0 0 0 61 2 3 17 115
Identifying Latent Structures in Panel Data 0 0 1 44 3 7 30 233
Inference in partially identified panel data models with interactive fixed effects 0 0 2 36 0 0 17 63
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 48 0 1 22 349
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 0 100 1 4 18 349
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 53 1 1 11 45
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 1 2 11 27
Jackknife Model Averaging for Quantile Regressions 1 1 2 74 3 4 22 177
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 0 44 2 2 44 133
Low-rank Panel Quantile Regression: Estimation and Inference 0 0 0 22 2 6 12 43
M-Estimation of a Nonparametric Threshold Regression Model 1 1 2 174 3 4 20 261
Non-separable Models with High-dimensional Data 0 0 0 26 3 6 18 65
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 0 56 2 6 15 182
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 0 1 16 101
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 1 2 13 89
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 4 5 14 101
Panel Data Models with Time-Varying Latent Group Structures 0 0 1 28 2 2 21 53
Panel Data Models with Time-Varying Latent Group Structures 0 0 0 20 3 3 28 81
Panel threshold regressions with latent group structures 0 0 1 34 3 5 25 96
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 0 65 4 5 11 150
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 3 3 8 145
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 48 0 0 9 119
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 0 69 3 6 16 118
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 0 28 1 2 12 149
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 0 12 3 3 8 43
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 0 0 117 2 2 8 366
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 4 4 15 122
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 2 3 15 92
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 0 98 1 1 16 282
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 2 4 10 114
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 0 50 2 4 10 114
Time-varying Factor-augmented Forecasting Models with Variable Selection 2 4 7 32 6 9 40 62
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T 0 0 1 10 1 3 15 20
Unified Factor Model Estimation and Inference under Short and Long Memory 0 0 1 19 7 7 13 52
Total Working Papers 4 6 28 2,478 122 183 865 6,697
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 1 1 7 195
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 4 2 2 13 49
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 0 1 2 2 3 5 15 15
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 2 2 8 102
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 72 2 3 10 219
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 5 5 13 110
A consistent characteristic function-based test for conditional independence 0 1 4 71 1 3 24 302
A martingale-difference-divergence-based test for specification 0 0 0 10 0 0 11 76
A note on factor models with latent group structures 0 0 2 3 3 5 35 40
A one-covariate-at-a-time multiple testing approach to variable selection in additive models 0 0 0 0 1 1 6 8
A practical test for strict exogeneity in linear panel data models with fixed effects 0 0 1 17 2 3 16 93
A robust residual-based test for structural changes in factor models 0 0 0 0 0 0 21 23
A simple test for multivariate conditional symmetry 0 0 1 9 3 3 11 101
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 0 5 2 2 6 26
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 19 3 3 11 76
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 3 4 11 80
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 1 1 7 19
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 1 2 8 151
Common threshold in quantile regressions with an application to pricing for reputation 0 0 0 3 1 1 3 15
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso 1 1 1 6 2 2 14 26
Determination of different types of fixed effects in three-dimensional panels* 0 0 1 2 1 1 10 19
Determining individual or time effects in panel data models 0 0 0 13 4 5 19 64
Determining the number of groups in latent panel structures with an application to income and democracy 1 1 1 13 4 5 15 69
Distinguishing Time-Varying Factor Models 2 2 9 13 4 5 35 49
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 2 2 7 158
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 1 2 12 47
Estimation and Inference on Time-Varying FAVAR Models 1 2 10 22 1 4 31 68
Estimation and inference for unbalanced panel data models with interactive fixed effects 0 3 4 4 2 5 10 10
Estimation of large dimensional factor models with an unknown number of breaks 0 0 0 8 0 0 14 99
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 1 216 0 1 5 987
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference 1 1 6 6 3 7 20 20
High-dimensional VARs with common factors 1 1 2 15 1 1 14 60
High-dimensional conditional factor model 0 0 4 4 0 3 14 14
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 2 5 9 68
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 0 13 46
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 2 3 3 0 2 21 21
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS 0 0 0 0 1 1 12 12
Identifying Latent Structures in Panel Data 0 0 2 22 1 4 27 138
Identifying latent group structures in nonlinear panels 0 0 0 12 3 3 17 60
Identifying latent group structures in spatial dynamic panels 1 1 6 24 1 1 19 49
Identifying latent grouped patterns in panel data models with interactive fixed effects 0 0 4 30 0 1 43 133
Inference for large dimensional factor models under general missing data patterns 1 1 2 4 3 6 26 31
Jackknife model averaging for quantile regressions 0 2 3 38 5 7 27 173
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 0 1 18 2 2 9 86
Local polynomial estimation of nonparametric simultaneous equations models 1 1 1 131 1 2 22 404
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 0 26 2 2 9 94
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 0 2 5 179
Mundlak estimators for three-dimensional panel data models 0 0 3 3 3 4 9 9
Non-separable models with high-dimensional data 0 1 1 13 0 1 23 75
Nonparametric Testing for Asymmetric Information 0 0 0 10 0 0 9 64
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 0 59 1 2 10 242
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 1 4 19 78
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 1 1 18 85
Nonstationary panel models with latent group structures and cross-section dependence 0 1 1 23 1 4 15 72
Non‐parametric regression under location shifts 0 0 0 20 2 2 5 134
On factor models with random missing: EM estimation, inference, and cross validation 0 2 3 21 1 7 18 82
On generalized CCE estimation 2 3 6 6 6 15 25 25
On time-varying factor models: Estimation and testing 0 0 3 74 3 5 33 294
On time-varying panel data models with time-varying interactive fixed effects 2 2 15 23 4 5 57 77
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 1 2 5 14 1 4 16 35
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 10 1 3 16 49
Panel data models with time-varying latent group structures 0 0 2 10 3 4 33 54
Panel threshold models with interactive fixed effects 0 2 7 42 4 7 45 143
Panel threshold regressions with latent group structures 0 0 1 14 2 2 45 111
Profile GMM estimation of panel data models with interactive fixed effects 0 0 7 17 0 6 53 85
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 0 81 4 4 11 247
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 3 4 67 2 5 16 271
QML estimation of dynamic panel data models with spatial errors 0 1 1 37 2 3 14 276
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach 0 1 2 10 0 3 30 50
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 2 3 9 75
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 0 16 0 0 4 71
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 0 0 8 2 3 14 58
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 1 1 15 134
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 1 1 16 327
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 1 2 29 0 4 16 171
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 0 1 53 0 2 20 209
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 0 5 26 0 3 17 86
Sieve estimation of panel data models with cross section dependence 0 0 4 86 4 5 22 311
Sieve estimation of state-varying factor models 0 1 2 3 5 10 33 34
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 0 14 0 0 11 120
Specification Test for Spatial Autoregressive Models 0 1 1 11 2 5 14 58
Specification test for panel data models with interactive fixed effects 0 0 0 45 1 3 34 326
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 4 4 10 95
Specification tests for time-varying coefficient models 0 0 2 9 1 3 13 31
Structural change estimation in time series regressions with endogenous variables 0 0 0 19 0 0 10 107
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM 0 1 2 10 2 3 15 37
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 0 2 9 1 1 6 32
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 1 40 1 1 10 139
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 0 1 11 77
Test for serial correlation in panel data models with interactive fixed effects 0 0 4 6 2 4 14 17
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 0 5 2 2 9 48
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 0 1 5 1 1 16 46
Testing Conditional Uncorrelatedness 0 0 0 62 2 2 5 211
Testing conditional independence via empirical likelihood 0 0 3 21 2 3 26 141
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 25 4 4 13 140
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 3 5 22 116
Testing for parameter stability in quantile regression models 0 0 1 44 0 1 9 127
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 2 3 17 335
The heterogeneous effects of the minimum wage on employment across states 0 0 2 57 0 2 16 249
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 0 2 4 0 1 28 33
Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity 0 0 2 2 3 3 11 11
Uniform inference in linear panel data models with two-dimensional heterogeneity 0 0 0 2 1 3 13 31
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 1 4 6 1 3 38 50
Total Journal Articles 15 43 174 2,511 174 308 1,772 11,495

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 3 4 17 180
Total Books 0 0 0 0 3 4 17 180

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 1 3 15 58
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 0 3 2 2 16 25
Functional coefficient estimation with both categorical and continuous data 0 0 0 0 1 2 5 7
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects 0 0 0 16 0 0 11 59
Total Chapters 0 0 0 23 4 7 47 149

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Statistics updated 2026-11-12