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 7 46
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 14 0 1 4 88
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression 0 0 0 61 0 1 2 222
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 53 1 1 1 96
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 1 1 4 61
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 0 6 73
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 31 31 31 3 11 11 11
Detecting Latent Communities in Network Formation Models 6 13 13 13 8 13 13 13
Detecting Latent Communities in Network Formation Models 4 5 5 5 4 6 6 6
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 2 22 0 1 13 39
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 80 1 1 5 266
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 1 23 1 1 4 109
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 1 45 0 3 13 74
Identifying Latent Group Structures in Nonlinear Panels 1 1 5 73 1 2 13 114
Identifying Latent Grouped Patterns in Cointegrated Panels 0 2 7 34 0 2 18 31
Identifying Latent Structures in Panel Data 0 0 3 34 1 2 12 119
Identifying Latent Structures in Panel Data 0 0 0 58 3 3 11 74
Inference in partially identified panel data models with interactive fixed effects 1 1 23 23 1 2 17 17
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 1 6 91 0 2 22 256
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 3 31 2 3 24 197
Jackknife Model Averaging for Quantile Regressions 0 0 0 67 0 2 11 117
M-Estimation of a Nonparametric Threshold Regression Model 2 2 11 125 3 7 38 132
Non-separable Models with High-dimensional Data 0 1 1 26 0 4 9 28
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 4 53 0 1 10 158
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 1 2 2 29 1 2 9 69
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 2 55 57 57 4 22 24 24
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 1 7 54 0 1 20 48
Panel threshold regressions with latent group structures 0 1 24 24 1 4 29 29
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 4 60 0 0 7 112
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 4 88 0 0 18 106
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 1 47 0 0 13 95
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 2 66 4 5 12 78
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 1 28 1 2 8 117
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 1 11 0 2 4 21
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 5 27 89 4 16 87 277
Testing Conditional Independence Via Empirical Likelihood 0 0 1 15 0 1 9 85
Testing Monotonicity in Unobservables with Panel Data 0 0 0 35 0 0 6 51
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 0 95 1 1 6 252
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 32 3 4 8 58
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 1 8 42 0 5 22 82
Total Working Papers 17 122 255 1,795 49 135 556 3,851
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 1 24 0 1 4 179
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 4 0 0 3 32
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 63 0 0 3 186
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 16 0 0 5 69
A consistent characteristic function-based test for conditional independence 0 0 1 63 0 1 9 254
A martingale-difference-divergence-based test for specification 0 1 1 4 0 1 3 15
A practical test for strict exogeneity in linear panel data models with fixed effects 0 0 4 9 1 1 11 43
A simple test for multivariate conditional symmetry 0 0 0 8 0 1 5 79
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 0 1 0 0 4 6
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 16 0 0 2 54
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 13 1 2 4 52
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 0 3 8
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 0 0 1 134
Common threshold in quantile regressions with an application to pricing for reputation 0 0 0 0 0 0 4 4
Determining individual or time effects in panel data models 0 2 2 2 1 6 6 6
Determining the number of groups in latent panel structures with an application to income and democracy 0 1 2 5 1 3 7 22
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 0 0 5 144
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 3 0 0 3 30
Estimation of large dimensional factor models with an unknown number of breaks 0 0 0 4 0 3 21 38
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 0 215 0 0 1 976
Homogeneity pursuit in panel data models: Theory and application 0 0 1 6 2 2 14 28
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 2 2 2 2 3 4 4 4
Identifying Latent Structures in Panel Data 0 0 3 10 0 2 17 61
Identifying latent grouped patterns in panel data models with interactive fixed effects 0 0 5 12 0 0 19 35
Jackknife model averaging for quantile regressions 0 1 3 23 1 2 11 103
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 0 1 14 0 2 4 57
Local polynomial estimation of nonparametric simultaneous equations models 0 0 3 97 0 2 17 307
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 1 25 0 0 1 78
More efficient estimation of nonparametric panel data models with random effects 0 0 2 69 0 1 6 168
Non-separable models with high-dimensional data 1 1 3 3 1 4 15 15
Nonparametric Testing for Asymmetric Information 0 0 0 7 1 3 4 39
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 2 53 0 1 5 208
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 1 9 1 1 3 45
Nonparametric testing for anomaly effects in empirical asset pricing models 0 2 2 5 0 3 11 35
Non‐parametric regression under location shifts 0 0 0 20 2 2 5 124
On time-varying factor models: Estimation and testing 1 3 8 30 4 10 42 115
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 2 5 0 0 9 15
Panel threshold regressions with latent group structures 1 1 1 1 2 5 5 5
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 2 73 1 1 9 205
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 0 2 53 0 0 6 215
QML estimation of dynamic panel data models with spatial errors 0 0 1 30 0 4 15 137
Robustify Financial Time Series Forecasting with Bagging 0 0 1 16 0 1 5 45
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 1 10 0 1 8 42
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 2 7 7 2 4 17 17
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 29 0 0 9 107
Semiparametric GMM estimation of spatial autoregressive models 0 1 5 76 0 4 20 261
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 1 1 15 1 5 19 112
Shrinkage estimation of dynamic panel data models with interactive fixed effects 1 3 8 34 2 8 21 119
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 1 5 5 0 3 13 13
Sieve estimation of panel data models with cross section dependence 0 0 3 74 0 0 9 232
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 0 11 0 0 13 83
Specification Test for Spatial Autoregressive Models 0 0 0 1 2 3 9 18
Specification test for panel data models with interactive fixed effects 0 0 5 36 5 14 54 215
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 1 2 9 0 3 8 60
Structural change estimation in time series regressions with endogenous variables 0 0 2 17 1 2 14 76
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 2 29 0 0 5 97
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 1 1 17 1 2 5 55
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 0 4 0 1 8 29
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 1 1 1 0 4 4 4
Testing Conditional Uncorrelatedness 0 0 0 62 0 0 3 198
Testing conditional independence via empirical likelihood 0 0 0 12 0 1 5 87
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 24 0 1 7 113
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 3 0 2 8 59
Testing for parameter stability in quantile regression models 0 0 0 42 0 1 5 105
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 1 87 0 1 7 280
The heterogeneous effects of the minimum wage on employment across states 0 1 10 20 3 11 52 83
Total Journal Articles 6 26 111 1,692 39 140 654 6,840


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 1 1 12 138
Total Books 0 0 0 0 1 1 12 138


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 1 3 3 4 10 24
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects 0 0 3 5 0 0 6 20
Total Chapters 0 0 4 8 3 4 16 44


Statistics updated 2020-07-04