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 Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 0 0 0 99
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 1 3 3 3 2 5 5 5
A One-Covariate-at-a-Time Method for Nonparametric Additive Models 0 0 1 20 0 0 2 18
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression 0 0 0 63 0 0 1 230
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 1 1 55 0 1 1 112
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 0 0 2 74
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 0 4 94
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 1 2 41 0 1 3 39
Detecting Latent Communities in Network Formation Models 0 0 0 17 0 0 1 27
Detecting Latent Communities in Network Formation Models 0 0 0 9 0 0 1 17
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 1 27 0 0 3 57
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 0 0 1 278
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 0 0 0 112
High-Dimensional VARs with Common Factors 1 1 3 51 1 1 10 126
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 1 49 0 0 6 94
Identifying Latent Group Structures in Nonlinear Panels 0 0 2 77 0 2 5 134
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 0 37 0 1 2 44
Identifying Latent Structures in Panel Data 0 0 1 42 0 0 12 198
Identifying Latent Structures in Panel Data 0 0 1 59 1 2 5 96
Inference in partially identified panel data models with interactive fixed effects 0 1 1 32 0 3 3 43
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 46 1 2 26 311
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 0 97 1 2 12 314
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 2 52 0 0 8 26
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 1 10 0 0 1 13
Jackknife Model Averaging for Quantile Regressions 0 0 0 71 0 0 3 150
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 2 9 41 2 5 21 75
Low-rank Panel Quantile Regression: Estimation and Inference 0 1 3 22 0 4 16 26
M-Estimation of a Nonparametric Threshold Regression Model 1 3 15 166 1 4 26 224
Non-separable Models with High-dimensional Data 0 0 0 26 0 0 1 43
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 0 56 0 0 2 167
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 0 0 1 82
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 1 2 74 0 1 4 73
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 1 1 62 0 2 3 83
Panel Data Models with Time-Varying Latent Group Structures 1 4 16 16 2 10 37 37
Panel Data Models with Time-Varying Latent Group Structures 0 3 27 27 0 4 27 27
Panel threshold regressions with latent group structures 0 0 1 30 0 1 3 63
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 1 2 3 65 2 3 7 130
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 0 0 3 131
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 1 48 0 0 3 106
Specification Test for Panel Data Models with Interactive Fixed Effects 1 1 1 68 2 2 2 96
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 0 28 0 0 2 135
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 1 12 0 0 1 34
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 1 1 1 117 1 1 3 350
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 0 1 5 105
Testing Monotonicity in Unobservables with Panel Data 0 0 1 39 0 0 2 71
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 1 97 0 0 2 261
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 1 35 1 1 9 101
Tests for Many Treatment Effects in Regression Discontinuity Panel Data Models 4 22 35 35 8 29 51 51
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 0 50 0 0 1 104
Unified Factor Model Estimation and Inference under Short and Long Memory 1 1 3 18 4 5 17 24
Total Working Papers 12 49 143 2,309 29 93 366 5,362
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 0 0 184
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 0 1 92
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 1 1 3 71 1 1 4 205
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 1 1 17 1 2 4 86
A consistent characteristic function-based test for conditional independence 0 0 0 65 0 1 2 269
A martingale-difference-divergence-based test for specification 0 0 1 9 0 0 4 52
A practical test for strict exogeneity in linear panel data models with fixed effects 0 2 2 16 0 2 3 71
A simple test for multivariate conditional symmetry 0 0 0 8 0 1 2 89
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 2 4 0 0 2 16
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 18 0 0 1 61
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 0 0 0 65
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 1 2 142
Common threshold in quantile regressions with an application to pricing for reputation 0 0 0 1 0 0 0 9
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso 0 1 5 5 0 1 9 10
Determination of different types of fixed effects in three-dimensional panels* 0 0 1 1 0 0 2 6
Determining individual or time effects in panel data models 0 1 2 12 1 3 4 36
Determining the number of groups in latent panel structures with an application to income and democracy 0 0 2 9 0 0 6 45
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 1 4 0 0 1 35
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 0 0 1 151
Estimation and Inference on Time-Varying FAVAR Models 0 0 0 0 1 1 1 1
Estimation of large dimensional factor models with an unknown number of breaks 0 0 0 7 1 1 7 73
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 0 215 0 0 0 981
High-dimensional VARs with common factors 0 0 6 6 0 2 17 20
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 0 1 4 56
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 1 6 24
Identifying Latent Structures in Panel Data 0 1 2 18 0 2 10 100
Identifying latent group structures in nonlinear panels 0 0 1 9 0 0 3 32
Identifying latent group structures in spatial dynamic panels 0 3 13 13 1 5 20 20
Identifying latent grouped patterns in panel data models with interactive fixed effects 0 0 2 22 1 1 6 79
Jackknife model averaging for quantile regressions 0 0 3 33 0 0 8 139
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 1 75
Local polynomial estimation of nonparametric simultaneous equations models 0 1 6 124 0 1 13 368
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 0 25 0 0 0 82
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 0 0 0 171
Non-separable models with high-dimensional data 0 0 1 12 0 0 1 48
Nonparametric Testing for Asymmetric Information 0 0 0 9 0 0 1 53
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 0 59 0 0 0 227
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 0 0 0 56
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 0 1 7 66
Nonstationary panel models with latent group structures and cross-section dependence 0 0 3 20 0 1 7 52
Non‐parametric regression under location shifts 0 0 0 20 0 0 0 127
On factor models with random missing: EM estimation, inference, and cross validation 0 0 5 14 0 3 12 50
On time-varying factor models: Estimation and testing 1 2 5 69 1 5 21 234
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 8 0 0 2 26
Panel data models with time-varying latent group structures 0 0 0 0 0 0 0 0
Panel threshold models with interactive fixed effects 0 1 5 25 1 2 12 74
Panel threshold regressions with latent group structures 0 0 4 9 0 0 8 56
Profile GMM estimation of panel data models with interactive fixed effects 0 1 4 4 0 1 4 4
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 2 80 1 1 4 226
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 1 1 1 61 1 2 5 250
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 0 2 21 254
Robustify Financial Time Series Forecasting with Bagging 1 2 3 19 1 2 3 59
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 0 14 0 0 2 59
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 0 0 8 0 0 4 41
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 0 0 2 119
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 0 1 4 305
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 0 2 22 0 0 6 141
Shrinkage estimation of dynamic panel data models with interactive fixed effects 1 1 1 47 3 5 11 175
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 1 4 20 0 1 8 57
Sieve estimation of panel data models with cross section dependence 1 1 2 80 1 1 7 266
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 0 11 0 0 3 101
Specification Test for Spatial Autoregressive Models 0 0 1 10 0 0 4 41
Specification test for panel data models with interactive fixed effects 0 0 0 44 1 2 9 280
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 0 0 1 84
Specification tests for time-varying coefficient models 0 2 3 3 1 4 10 10
Structural change estimation in time series regressions with endogenous variables 0 0 1 19 0 0 2 93
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 0 0 6 0 0 1 20
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 1 3 36 0 2 7 117
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 0 0 0 63
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 0 4 0 0 2 37
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 0 0 4 0 0 2 25
Testing Conditional Uncorrelatedness 0 0 0 62 0 0 0 203
Testing conditional independence via empirical likelihood 0 0 1 17 0 0 6 109
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 1 25 0 1 3 123
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 0 0 3 91
Testing for parameter stability in quantile regression models 0 0 0 43 0 0 0 115
The Rise in House Prices in China: Bubbles or Fundamentals? 0 1 1 93 0 2 2 315
The heterogeneous effects of the minimum wage on employment across states 1 4 5 50 3 7 17 201
Uniform inference in linear panel data models with two-dimensional heterogeneity 1 1 2 2 2 3 8 8
Total Journal Articles 8 30 115 2,159 23 76 376 8,952


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 1 4 161
Total Books 0 0 0 0 0 1 4 161


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 1 2 42
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 1 1 1 1 3 3
Functional coefficient estimation with both categorical and continuous data 0 0 0 0 0 0 0 0
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects 0 0 2 11 0 1 3 40
Total Chapters 0 0 3 16 1 3 8 85


Statistics updated 2024-05-04