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 1 4 4 56
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 4 5 5 104
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 0 2 26 41 4 9 53 95
A One-Covariate-at-a-Time Method for Nonparametric Additive Models 0 0 1 21 1 3 6 25
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression 0 0 0 63 1 2 3 233
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 1 5 3 7 14 26
A Robust Residual-Based Test for Structural Changes in Factor Models 0 1 1 1 2 8 11 24
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 55 3 5 8 120
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 1 4 4 99
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 10 10 11 86
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 0 1 44 0 2 6 49
Detecting Latent Communities in Network Formation Models 0 0 0 10 2 2 4 23
Detecting Latent Communities in Network Formation Models 0 0 0 18 3 3 5 33
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 1 28 3 6 8 66
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 3 5 7 287
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 2 2 6 118
High-Dimensional VARs with Common Factors 0 0 3 54 2 7 12 141
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 49 0 2 4 99
Identifying Latent Group Structures in Nonlinear Panels 0 0 2 79 3 6 11 148
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 0 38 5 9 9 55
Identifying Latent Structures in Panel Data 0 0 1 61 2 6 7 104
Identifying Latent Structures in Panel Data 0 0 1 43 4 11 14 214
Inference in partially identified panel data models with interactive fixed effects 0 1 3 35 5 10 13 56
Inference on many jumps in nonparametric panel regression models 0 0 2 58 5 10 13 125
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 3 100 3 8 23 339
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 47 0 8 16 335
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 1 53 4 5 13 39
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 1 2 4 18
Jackknife Model Averaging for Quantile Regressions 0 0 0 72 3 10 12 165
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 1 44 18 37 46 126
Low-rank Panel Quantile Regression: Estimation and Inference 0 0 0 22 0 3 7 34
M-Estimation of a Nonparametric Threshold Regression Model 0 0 3 172 5 9 18 250
Non-separable Models with High-dimensional Data 0 0 0 26 3 9 13 56
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 0 56 5 6 6 173
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 4 5 7 90
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 2 4 5 80
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 5 6 8 93
Panel Data Models with Time-Varying Latent Group Structures 0 0 3 20 8 17 26 70
Panel Data Models with Time-Varying Latent Group Structures 0 0 0 27 3 8 12 40
Panel threshold regressions with latent group structures 1 1 2 34 5 9 12 80
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 0 65 2 2 7 141
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 1 2 4 139
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 48 3 3 6 113
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 1 69 2 4 9 106
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 0 28 8 8 9 145
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 0 12 1 1 2 36
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 0 0 117 2 3 7 361
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 2 2 3 109
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 2 6 11 83
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 1 98 1 5 10 271
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 3 4 5 108
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 0 50 2 2 2 106
Time-varying Factor-augmented Forecasting Models with Variable Selection 0 2 27 27 3 14 36 36
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T 0 1 10 10 3 5 10 10
Unified Factor Model Estimation and Inference under Short and Long Memory 0 0 0 18 1 3 8 42
Total Working Papers 1 8 96 2,458 174 348 595 6,180
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 3 5 191
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 4 4 5 6 41
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 0 0 0 0 0 0 0 0
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 2 5 7 99
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 1 72 4 5 7 214
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 2 3 8 100
A consistent characteristic function-based test for conditional independence 1 2 3 69 7 13 20 291
A martingale-difference-divergence-based test for specification 0 0 0 10 5 5 10 70
A note on factor models with latent group structures 0 1 2 2 9 15 20 20
A one-covariate-at-a-time multiple testing approach to variable selection in additive models 0 0 0 0 1 2 2 4
A practical test for strict exogeneity in linear panel data models with fixed effects 0 1 1 17 3 5 8 82
A robust residual-based test for structural changes in factor models 0 0 0 0 6 14 16 16
A simple test for multivariate conditional symmetry 0 0 0 8 3 4 4 94
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 1 5 2 3 5 23
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 2 3 7 68
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 4 4 8 73
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 2 3 4 15
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 2 2 3 145
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 6 7 9 19
Determination of different types of fixed effects in three-dimensional panels* 0 1 1 2 1 3 4 12
Determining individual or time effects in panel data models 0 0 1 13 4 7 11 52
Determining the number of groups in latent panel structures with an application to income and democracy 0 0 1 12 7 9 11 63
Distinguishing Time-Varying Factor Models 1 5 9 9 7 18 32 32
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 1 4 4 39
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 2 2 2 153
Estimation and Inference on Time-Varying FAVAR Models 3 5 8 17 10 19 36 56
Estimation of large dimensional factor models with an unknown number of breaks 0 0 1 8 2 3 8 88
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 1 1 216 0 1 1 983
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference 0 0 0 0 0 0 0 0
High-dimensional VARs with common factors 0 0 2 13 1 1 12 47
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 1 2 5 61
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 6 11 15 44
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 0 0 9 13 13 13
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS 0 0 0 0 3 5 5 5
Identifying Latent Structures in Panel Data 0 1 2 21 10 14 19 125
Identifying latent group structures in nonlinear panels 0 0 1 12 3 4 11 47
Identifying latent group structures in spatial dynamic panels 1 1 3 19 5 5 9 35
Identifying latent grouped patterns in panel data models with interactive fixed effects 0 2 3 28 12 22 25 112
Inference for large dimensional factor models under general missing data patterns 1 1 3 3 5 8 13 13
Jackknife model averaging for quantile regressions 0 0 1 35 4 7 11 153
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 0 0 17 3 4 5 81
Local polynomial estimation of nonparametric simultaneous equations models 0 0 2 130 2 6 12 388
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 1 26 3 5 8 90
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 1 2 4 176
Non-separable models with high-dimensional data 0 0 0 12 4 13 17 65
Nonparametric Testing for Asymmetric Information 0 0 0 10 1 4 4 59
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 0 59 3 5 8 237
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 3 6 8 65
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 6 8 8 75
Nonstationary panel models with latent group structures and cross-section dependence 0 0 1 22 6 8 9 65
Non‐parametric regression under location shifts 0 0 0 20 1 1 2 130
On factor models with random missing: EM estimation, inference, and cross validation 0 0 3 18 5 6 14 70
On time-varying factor models: Estimation and testing 0 2 3 73 6 10 24 271
On time-varying panel data models with time-varying interactive fixed effects 1 6 14 14 6 13 33 33
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 1 2 9 11 2 9 24 28
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 1 2 10 3 7 10 40
Panel data models with time-varying latent group structures 0 0 2 8 1 8 17 29
Panel threshold models with interactive fixed effects 1 2 6 37 13 24 37 122
Panel threshold regressions with latent group structures 0 0 2 13 16 22 29 88
Profile GMM estimation of panel data models with interactive fixed effects 0 3 7 13 8 16 36 48
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 0 81 2 5 8 241
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 0 1 63 2 6 8 261
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 5 6 10 268
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach 0 0 4 8 3 9 20 29
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 1 2 5 68
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 0 16 2 3 6 70
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 0 0 8 5 7 7 51
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 6 8 8 127
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 6 8 11 319
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 0 3 27 1 3 13 158
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 0 4 52 3 6 14 195
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 1 2 22 2 4 11 73
Sieve estimation of panel data models with cross section dependence 2 3 3 85 7 12 24 301
Sieve estimation of state-varying factor models 0 0 1 1 6 7 8 8
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 1 14 4 5 10 114
Specification Test for Spatial Autoregressive Models 0 0 0 10 1 2 4 46
Specification test for panel data models with interactive fixed effects 0 0 1 45 11 14 23 306
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 2 3 4 88
Specification tests for time-varying coefficient models 1 2 4 9 2 4 7 22
Structural change estimation in time series regressions with endogenous variables 0 0 0 19 1 3 6 100
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM 0 1 3 9 2 7 12 29
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 0 1 7 1 2 6 28
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 1 39 0 2 9 131
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 3 6 8 72
Test for serial correlation in panel data models with interactive fixed effects 0 0 2 2 3 4 7 7
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 1 5 2 4 5 43
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 0 0 4 2 4 8 34
Testing Conditional Uncorrelatedness 0 0 0 62 0 2 4 208
Testing conditional independence via empirical likelihood 3 3 4 21 8 12 16 127
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 25 3 5 8 132
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 3 7 10 101
Testing for parameter stability in quantile regression models 0 0 0 43 2 4 5 122
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 6 9 10 327
The heterogeneous effects of the minimum wage on employment across states 0 2 3 57 2 6 14 239
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 2 2 4 4 7 11 16 16
Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity 0 0 0 0 0 0 0 0
Uniform inference in linear panel data models with two-dimensional heterogeneity 0 0 0 2 2 3 9 21
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 1 3 3 11 23 35 35
Total Journal Articles 18 52 146 2,389 381 664 1,097 10,387

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 9 9 172
Total Books 0 0 0 0 3 9 9 172

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 5 7 8 50
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 2 3 4 7 12 16
Functional coefficient estimation with both categorical and continuous data 0 0 0 0 1 2 4 4
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects 0 0 2 16 3 4 9 52
Total Chapters 0 0 4 23 13 20 33 122

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Statistics updated 2026-02-12