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 One-Covariate-at-a-Time Method for Nonparametric Additive Models 0 0 19 19 1 1 16 16
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression 0 0 1 63 0 0 1 229
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 54 0 0 0 111
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 0 0 2 72
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 2 4 90
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 0 1 39 1 2 5 36
Detecting Latent Communities in Network Formation Models 0 0 3 17 1 1 4 26
Detecting Latent Communities in Network Formation Models 0 0 0 9 0 0 4 16
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 0 26 0 0 3 54
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 1 82 0 1 2 277
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 1 1 1 112
High-Dimensional VARs with Common Factors 0 2 3 48 2 4 13 116
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 48 0 0 2 88
Identifying Latent Group Structures in Nonlinear Panels 1 1 1 75 1 3 5 129
Identifying Latent Grouped Patterns in Cointegrated Panels 0 1 1 37 0 1 3 42
Identifying Latent Structures in Panel Data 0 0 3 41 3 6 14 186
Identifying Latent Structures in Panel Data 0 0 0 58 0 0 3 91
Inference in partially identified panel data models with interactive fixed effects 0 0 2 31 2 2 7 40
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 1 1 4 45 1 7 32 285
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 97 1 2 6 302
Interactive Effects Panel Data Models with General Factors and Regressors 1 1 6 50 2 2 8 18
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 3 9 0 0 6 12
Jackknife Model Averaging for Quantile Regressions 0 1 1 71 1 5 9 147
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 1 2 5 32 3 6 21 54
Low-rank Panel Quantile Regression: Estimation and Inference 0 1 19 19 1 2 10 10
M-Estimation of a Nonparametric Threshold Regression Model 0 1 14 151 2 5 24 198
Non-separable Models with High-dimensional Data 0 0 0 26 0 0 1 42
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 1 56 0 0 1 165
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 0 1 2 81
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 1 1 4 72 1 2 12 69
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 5 61 1 2 11 80
Panel threshold regressions with latent group structures 0 0 0 29 1 1 7 60
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 1 62 0 0 2 123
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 0 0 3 128
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 47 1 1 3 103
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 1 67 0 1 3 94
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 0 28 0 0 3 133
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 0 11 1 1 1 33
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 1 2 116 0 1 9 347
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 0 0 1 100
Testing Monotonicity in Unobservables with Panel Data 0 0 0 38 0 0 0 69
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 0 96 0 0 1 259
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 34 1 5 9 92
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 3 50 0 0 3 103
Unified Factor Model Estimation and Inference under Short and Long Memory 0 1 15 15 0 1 7 7
Total Working Papers 5 14 120 2,166 29 69 284 4,996
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 1 1 1 35
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 0 1 91
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 1 1 3 68 1 2 5 201
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 16 0 1 2 82
A consistent characteristic function-based test for conditional independence 0 1 2 65 0 1 4 267
A martingale-difference-divergence-based test for specification 0 3 3 8 1 6 9 48
A practical test for strict exogeneity in linear panel data models with fixed effects 0 0 3 14 0 0 6 68
A simple test for multivariate conditional symmetry 0 0 0 8 0 0 2 87
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 0 2 0 0 1 14
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 17 0 0 0 60
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 1 15 0 0 1 65
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 0 1 11
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 0 0 3 140
Common threshold in quantile regressions with an application to pricing for reputation 0 0 0 1 0 0 1 9
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso 0 0 0 0 1 1 1 1
Determination of different types of fixed effects in three-dimensional panels* 0 0 0 0 0 2 4 4
Determining individual or time effects in panel data models 1 1 2 10 1 1 4 32
Determining the number of groups in latent panel structures with an application to income and democracy 0 0 0 7 0 0 3 39
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 0 0 2 150
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 3 0 0 0 34
Estimation of large dimensional factor models with an unknown number of breaks 0 0 0 7 0 2 8 66
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 0 215 0 0 1 981
High-dimensional VARs with common factors 0 0 0 0 1 3 3 3
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 1 2 6 52
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 0 4 18
Identifying Latent Structures in Panel Data 0 0 0 16 1 1 6 90
Identifying latent group structures in nonlinear panels 1 1 2 8 1 2 7 29
Identifying latent grouped patterns in panel data models with interactive fixed effects 0 2 4 20 3 9 15 73
Jackknife model averaging for quantile regressions 0 2 2 30 0 4 7 131
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 0 2 17 0 0 4 74
Local polynomial estimation of nonparametric simultaneous equations models 0 1 6 118 0 1 14 355
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 0 25 0 0 1 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 11 0 1 5 47
Nonparametric Testing for Asymmetric Information 0 0 1 9 1 2 4 52
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 2 59 0 0 4 227
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 1 11 0 0 2 56
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 0 3 6 59
Nonstationary panel models with latent group structures and cross-section dependence 0 2 5 17 0 3 13 45
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 2 5 9 0 3 14 38
On time-varying factor models: Estimation and testing 0 2 7 64 0 7 27 213
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 1 1 2 7 1 1 3 24
Panel threshold models with interactive fixed effects 0 0 4 20 0 1 13 62
Panel threshold regressions with latent group structures 0 1 1 5 1 2 7 48
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 0 78 1 2 5 222
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 0 2 60 2 3 10 245
QML estimation of dynamic panel data models with spatial errors 0 0 4 36 3 12 44 233
Robustify Financial Time Series Forecasting with Bagging 0 0 0 16 0 2 2 56
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 0 14 0 1 3 57
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 0 0 8 0 2 3 37
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 0 0 1 117
Semiparametric GMM estimation of spatial autoregressive models 0 0 2 82 1 5 15 301
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 1 1 20 0 2 7 135
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 0 2 46 0 2 7 164
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 0 2 16 0 4 11 49
Sieve estimation of panel data models with cross section dependence 0 1 2 78 2 6 15 259
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 0 11 1 2 3 98
Specification Test for Spatial Autoregressive Models 0 0 4 9 0 0 6 37
Specification test for panel data models with interactive fixed effects 0 0 1 44 0 1 11 271
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 1 2 5 83
Structural change estimation in time series regressions with endogenous variables 0 0 0 18 0 0 1 91
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 0 1 6 0 0 1 19
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 2 33 0 1 5 110
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 1 20 0 0 1 63
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 0 4 0 0 1 35
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 0 0 4 0 0 3 23
Testing Conditional Uncorrelatedness 0 0 0 62 0 0 0 203
Testing conditional independence via empirical likelihood 0 0 0 16 0 0 0 103
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 24 0 0 2 120
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 1 2 7 88
Testing for parameter stability in quantile regression models 0 0 0 43 0 1 3 115
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 2 92 0 1 4 313
The heterogeneous effects of the minimum wage on employment across states 0 0 2 45 1 3 12 184
Total Journal Articles 4 22 87 2,044 28 116 413 8,576

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 5 157
Total Books 0 0 0 0 0 1 5 157

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 6 40
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 0 0 0 0 0 0
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 1 9 0 0 5 37
Total Chapters 0 0 1 13 0 1 11 77

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Statistics updated 2023-05-07