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 2 10 62
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 1 2 14 113
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 0 0 7 45 0 2 23 106
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 0 0 3 233
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 5 0 1 17 35
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 1 1 0 0 8 24
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 55 0 0 10 124
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 3 13 108
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 0 0 20 96
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 0 2 45 1 1 11 55
Detecting Latent Communities in Network Formation Models 0 0 0 10 0 0 9 29
Detecting Latent Communities in Network Formation Models 0 0 0 18 0 1 6 36
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 0 28 1 2 9 69
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 1 1 11 293
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 0 0 8 122
High-Dimensional VARs with Common Factors 0 0 0 54 0 0 11 145
High-dimensional inference on jumps in nonparametric time series regression models 0 0 0 58 1 3 20 135
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 49 0 2 11 107
Identifying Latent Group Structures in Nonlinear Panels 0 0 0 79 1 2 14 155
Identifying Latent Grouped Patterns in Cointegrated Panels 0 1 1 39 0 5 21 67
Identifying Latent Structures in Panel Data 0 0 1 44 0 5 27 230
Identifying Latent Structures in Panel Data 0 0 0 61 1 2 15 113
Inference in partially identified panel data models with interactive fixed effects 0 0 3 36 0 0 18 63
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 100 3 3 25 348
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 1 2 48 0 2 25 349
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 0 1 11 26
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 53 0 0 11 44
Jackknife Model Averaging for Quantile Regressions 0 1 1 73 1 2 19 174
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 0 44 0 0 42 131
Low-rank Panel Quantile Regression: Estimation and Inference 0 0 0 22 1 4 11 41
M-Estimation of a Nonparametric Threshold Regression Model 0 0 1 173 0 1 20 258
Non-separable Models with High-dimensional Data 0 0 0 26 0 3 16 62
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 0 56 3 4 13 180
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 1 1 17 101
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 1 1 12 88
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 0 2 12 97
Panel Data Models with Time-Varying Latent Group Structures 0 0 1 28 0 0 20 51
Panel Data Models with Time-Varying Latent Group Structures 0 0 0 20 0 0 26 78
Panel threshold regressions with latent group structures 0 0 1 34 0 4 24 93
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 0 65 1 1 10 146
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 0 0 6 142
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 48 0 0 11 119
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 0 69 1 3 15 115
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 0 28 1 1 11 148
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 0 12 0 0 6 40
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 0 0 117 0 0 8 364
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 0 0 11 118
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 0 2 13 90
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 0 98 0 0 16 281
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 0 3 8 112
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 0 50 1 2 8 112
Time-varying Factor-augmented Forecasting Models with Variable Selection 1 2 28 30 1 5 54 56
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T 0 0 4 10 0 3 17 19
Unified Factor Model Estimation and Inference under Short and Long Memory 0 0 1 19 0 0 6 45
Total Working Papers 1 5 55 2,474 22 83 818 6,575
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 1 6 194
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 4 0 0 12 47
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 0 1 2 2 1 2 12 12
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 0 7 100
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 72 1 2 9 217
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 0 0 10 105
A consistent characteristic function-based test for conditional independence 1 1 4 71 2 2 24 301
A martingale-difference-divergence-based test for specification 0 0 0 10 0 1 11 76
A note on factor models with latent group structures 0 0 3 3 2 3 33 37
A one-covariate-at-a-time multiple testing approach to variable selection in additive models 0 0 0 0 0 2 5 7
A practical test for strict exogeneity in linear panel data models with fixed effects 0 0 1 17 0 2 15 91
A robust residual-based test for structural changes in factor models 0 0 0 0 0 1 22 23
A simple test for multivariate conditional symmetry 0 1 1 9 0 1 8 98
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 1 5 0 0 5 24
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 0 1 9 73
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 1 2 8 77
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 1 7 18
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 0 2 7 150
Common threshold in quantile regressions with an application to pricing for reputation 0 0 0 3 0 0 2 14
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso 0 0 0 5 0 2 12 24
Determination of different types of fixed effects in three-dimensional panels* 0 0 1 2 0 1 10 18
Determining individual or time effects in panel data models 0 0 0 13 0 2 16 60
Determining the number of groups in latent panel structures with an application to income and democracy 0 0 0 12 1 1 11 65
Distinguishing Time-Varying Factor Models 0 0 7 11 1 3 32 45
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 0 1 5 156
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 0 1 11 46
Estimation and Inference on Time-Varying FAVAR Models 0 2 9 21 1 4 31 67
Estimation and inference for unbalanced panel data models with interactive fixed effects 1 3 4 4 1 3 8 8
Estimation of large dimensional factor models with an unknown number of breaks 0 0 0 8 0 1 16 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 0 0 5 5 1 4 17 17
High-dimensional VARs with common factors 0 0 3 14 0 0 15 59
High-dimensional conditional factor model 0 1 4 4 0 5 14 14
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 2 3 7 66
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 0 14 46
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 3 3 3 0 4 21 21
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS 0 0 0 0 0 0 11 11
Identifying Latent Structures in Panel Data 0 0 2 22 2 4 26 137
Identifying latent group structures in nonlinear panels 0 0 0 12 0 3 16 57
Identifying latent group structures in spatial dynamic panels 0 0 6 23 0 3 19 48
Identifying latent grouped patterns in panel data models with interactive fixed effects 0 0 4 30 1 2 43 133
Inference for large dimensional factor models under general missing data patterns 0 0 1 3 2 4 23 28
Jackknife model averaging for quantile regressions 2 2 3 38 2 4 23 168
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 0 1 18 0 0 7 84
Local polynomial estimation of nonparametric simultaneous equations models 0 0 1 130 1 2 23 403
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 0 26 0 0 7 92
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 2 2 6 179
Mundlak estimators for three-dimensional panel data models 0 1 3 3 1 3 6 6
Non-separable models with high-dimensional data 1 1 1 13 1 2 24 75
Nonparametric Testing for Asymmetric Information 0 0 0 10 0 1 9 64
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 0 59 0 1 10 241
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 3 4 18 77
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 0 0 17 84
Nonstationary panel models with latent group structures and cross-section dependence 0 1 1 23 1 3 14 71
Non‐parametric regression under location shifts 0 0 0 20 0 0 3 132
On factor models with random missing: EM estimation, inference, and cross validation 2 3 4 21 5 7 19 81
On generalized CCE estimation 0 1 4 4 3 10 19 19
On time-varying factor models: Estimation and testing 0 1 3 74 1 7 31 291
On time-varying panel data models with time-varying interactive fixed effects 0 1 17 21 0 5 60 73
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 0 1 5 13 1 3 16 34
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 10 0 2 15 48
Panel data models with time-varying latent group structures 0 2 2 10 0 3 32 51
Panel threshold models with interactive fixed effects 1 2 7 42 1 3 42 139
Panel threshold regressions with latent group structures 0 0 1 14 0 1 46 109
Profile GMM estimation of panel data models with interactive fixed effects 0 0 7 17 1 6 57 85
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 0 81 0 0 10 243
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 2 3 4 67 2 3 14 269
QML estimation of dynamic panel data models with spatial errors 1 1 1 37 1 2 13 274
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach 1 1 2 10 1 4 30 50
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 1 1 7 73
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 1 2 12 56
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 0 1 14 133
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 0 0 17 326
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 1 2 29 0 4 19 171
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 1 1 53 0 3 20 209
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 1 6 26 2 4 21 86
Sieve estimation of panel data models with cross section dependence 0 0 4 86 1 1 24 307
Sieve estimation of state-varying factor models 0 1 2 3 4 7 28 29
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 0 4 12 56
Specification test for panel data models with interactive fixed effects 0 0 0 45 0 2 36 325
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 0 0 6 91
Specification tests for time-varying coefficient models 0 0 2 9 1 2 12 30
Structural change estimation in time series regressions with endogenous variables 0 0 0 19 0 1 12 107
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM 1 1 2 10 1 2 14 35
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 1 2 9 0 1 5 31
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 1 1 40 0 1 11 138
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 1 2 13 77
Test for serial correlation in panel data models with interactive fixed effects 0 0 4 6 1 2 12 15
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 0 5 0 1 7 46
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 0 1 5 0 1 15 45
Testing Conditional Uncorrelatedness 0 0 0 62 0 0 3 209
Testing conditional independence via empirical likelihood 0 0 3 21 1 1 25 139
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 25 0 1 11 136
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 1 4 20 113
Testing for parameter stability in quantile regression models 0 1 1 44 1 2 10 127
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 1 1 15 333
The heterogeneous effects of the minimum wage on employment across states 0 0 2 57 2 2 17 249
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 0 3 4 0 1 29 33
Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity 0 0 2 2 0 0 8 8
Uniform inference in linear panel data models with two-dimensional heterogeneity 0 0 0 2 1 3 13 30
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 2 4 6 0 5 39 49
Total Journal Articles 13 44 174 2,496 66 215 1,688 11,321

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 14 177
Total Books 0 0 0 0 0 1 14 177

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 2 14 57
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 0 3 0 0 15 23
Functional coefficient estimation with both categorical and continuous data 0 0 0 0 0 1 5 6
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects 0 0 0 16 0 0 12 59
Total Chapters 0 0 0 23 0 3 46 145

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Statistics updated 2026-10-11