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 8 60
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 0 3 12 111
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 1 2 16 45 1 5 36 104
A One-Covariate-at-a-Time Method for Nonparametric Additive Models 0 0 0 21 0 1 5 26
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 1 1 0 0 9 24
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 5 1 3 19 34
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 55 0 2 11 124
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 1 2 10 105
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 0 5 20 96
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 0 2 45 2 3 11 54
Detecting Latent Communities in Network Formation Models 0 0 0 10 1 2 9 29
Detecting Latent Communities in Network Formation Models 0 0 0 18 0 2 7 35
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 0 28 0 1 7 67
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 0 3 10 292
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 0 2 9 122
High-Dimensional VARs with Common Factors 0 0 0 54 0 3 12 145
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 49 1 2 9 105
Identifying Latent Group Structures in Nonlinear Panels 0 0 0 79 0 1 13 153
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 0 38 1 5 16 62
Identifying Latent Structures in Panel Data 1 1 1 44 3 7 22 225
Identifying Latent Structures in Panel Data 0 0 0 61 0 5 13 111
Inference in partially identified panel data models with interactive fixed effects 0 0 3 36 0 4 19 63
Inference on many jumps in nonparametric panel regression models 0 0 1 58 0 4 19 132
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 47 1 10 24 347
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 2 100 0 5 23 345
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 53 0 3 14 44
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 1 4 11 25
Jackknife Model Averaging for Quantile Regressions 0 0 0 72 0 4 19 172
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 0 44 0 1 47 131
Low-rank Panel Quantile Regression: Estimation and Inference 0 0 0 22 0 3 8 37
M-Estimation of a Nonparametric Threshold Regression Model 1 1 2 173 2 3 21 257
Non-separable Models with High-dimensional Data 0 0 0 26 0 2 15 59
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 0 56 0 2 9 176
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 1 4 16 100
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 0 4 11 87
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 0 2 10 95
Panel Data Models with Time-Varying Latent Group Structures 0 1 1 28 3 9 20 51
Panel Data Models with Time-Varying Latent Group Structures 0 0 0 20 0 3 30 78
Panel threshold regressions with latent group structures 0 0 2 34 1 5 21 89
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 0 65 0 4 10 145
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 0 2 6 142
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 48 1 3 12 119
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 0 69 0 4 12 112
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 0 28 0 0 10 147
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 0 12 1 2 6 40
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 0 0 117 1 2 9 364
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 0 4 11 118
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 0 4 14 88
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 0 98 3 8 18 281
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 0 1 6 109
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 0 50 0 3 6 110
Time-varying Factor-augmented Forecasting Models with Variable Selection 0 0 28 28 3 9 51 51
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T 0 0 10 10 0 4 16 16
Unified Factor Model Estimation and Inference under Short and Long Memory 0 1 1 19 1 2 9 45
Total Working Papers 3 6 71 2,469 31 185 804 6,492
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 2 5 193
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 4 1 5 12 47
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 0 1 1 1 2 7 10 10
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 1 8 100
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 1 72 0 0 8 215
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 0 2 12 105
A consistent characteristic function-based test for conditional independence 0 0 3 70 0 6 25 299
A martingale-difference-divergence-based test for specification 0 0 0 10 2 3 14 75
A note on factor models with latent group structures 1 1 3 3 3 9 34 34
A one-covariate-at-a-time multiple testing approach to variable selection in additive models 0 0 0 0 0 1 3 5
A practical test for strict exogeneity in linear panel data models with fixed effects 0 0 1 17 0 2 15 89
A robust residual-based test for structural changes in factor models 0 0 0 0 2 3 22 22
A simple test for multivariate conditional symmetry 0 0 0 8 1 2 7 97
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 1 5 0 1 5 24
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 0 2 10 72
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 0 1 7 75
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 2 6 17
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 0 3 5 148
Common threshold in quantile regressions with an application to pricing for reputation 0 0 0 3 0 2 2 14
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso 0 0 0 5 0 2 11 22
Determination of different types of fixed effects in three-dimensional panels* 0 0 1 2 0 3 9 17
Determining individual or time effects in panel data models 0 0 0 13 1 5 16 58
Determining the number of groups in latent panel structures with an application to income and democracy 0 0 1 12 0 1 12 64
Distinguishing Time-Varying Factor Models 0 2 11 11 1 6 42 42
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 0 4 10 45
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 0 2 4 155
Estimation and Inference on Time-Varying FAVAR Models 0 0 7 19 1 5 37 63
Estimation and inference for unbalanced panel data models with interactive fixed effects 1 1 1 1 4 5 5 5
Estimation of large dimensional factor models with an unknown number of breaks 0 0 1 8 0 10 18 98
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 1 216 0 3 4 986
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference 1 2 5 5 2 7 13 13
High-dimensional VARs with common factors 1 1 3 14 3 8 18 59
High-dimensional conditional factor model 0 3 3 3 1 8 9 9
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 0 1 6 63
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 0 15 46
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 0 0 0 1 17 17
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS 0 0 0 0 0 6 11 11
Identifying Latent Structures in Panel Data 0 0 2 22 1 4 24 133
Identifying latent group structures in nonlinear panels 0 0 1 12 0 3 16 54
Identifying latent group structures in spatial dynamic panels 1 2 6 23 1 6 16 45
Identifying latent grouped patterns in panel data models with interactive fixed effects 0 1 4 30 1 7 41 131
Inference for large dimensional factor models under general missing data patterns 0 0 3 3 1 4 24 24
Jackknife model averaging for quantile regressions 0 1 1 36 0 5 20 164
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 1 1 1 18 1 2 7 84
Local polynomial estimation of nonparametric simultaneous equations models 0 0 1 130 1 9 23 401
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 1 26 1 2 8 92
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 0 1 5 177
Mundlak estimators for three-dimensional panel data models 0 2 2 2 0 3 3 3
Non-separable models with high-dimensional data 0 0 0 12 0 5 23 73
Nonparametric Testing for Asymmetric Information 0 0 0 10 0 3 8 63
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 0 59 0 0 11 240
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 0 5 16 73
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 1 6 17 84
Nonstationary panel models with latent group structures and cross-section dependence 0 0 0 22 0 1 11 68
Non‐parametric regression under location shifts 0 0 0 20 0 1 4 132
On factor models with random missing: EM estimation, inference, and cross validation 0 0 1 18 0 1 13 74
On generalized CCE estimation 0 0 3 3 1 3 9 9
On time-varying factor models: Estimation and testing 0 0 3 73 0 6 31 284
On time-varying panel data models with time-varying interactive fixed effects 1 4 18 20 2 19 66 68
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 1 1 6 12 1 2 15 31
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 10 1 4 15 46
Panel data models with time-varying latent group structures 0 0 0 8 3 16 30 48
Panel threshold models with interactive fixed effects 1 2 6 40 2 6 45 136
Panel threshold regressions with latent group structures 0 0 2 14 1 6 48 108
Profile GMM estimation of panel data models with interactive fixed effects 2 3 11 17 4 21 62 79
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 0 81 0 2 10 243
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 1 2 64 0 5 13 266
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 0 3 12 272
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach 0 1 2 9 1 12 31 46
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 0 4 7 72
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 0 16 1 1 7 71
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 0 0 8 0 2 10 54
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 1 4 13 132
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 2 7 18 326
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 1 2 28 0 5 16 167
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 0 0 52 1 6 19 206
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 1 3 5 25 3 8 17 82
Sieve estimation of panel data models with cross section dependence 0 0 4 86 0 3 27 306
Sieve estimation of state-varying factor models 1 1 2 2 3 9 22 22
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 0 14 1 4 12 120
Specification Test for Spatial Autoregressive Models 0 0 0 10 0 4 9 52
Specification test for panel data models with interactive fixed effects 0 0 1 45 0 7 39 323
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 1 3 7 91
Specification tests for time-varying coefficient models 0 0 3 9 6 6 12 28
Structural change estimation in time series regressions with endogenous variables 0 0 0 19 1 3 12 106
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM 0 0 1 9 0 2 14 33
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 0 1 8 0 1 6 30
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 0 39 0 2 11 137
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 0 2 11 75
Test for serial correlation in panel data models with interactive fixed effects 0 3 6 6 0 5 13 13
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 0 5 0 1 6 45
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 1 1 5 0 5 17 44
Testing Conditional Uncorrelatedness 0 0 0 62 0 1 4 209
Testing conditional independence via empirical likelihood 0 0 3 21 1 6 24 138
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 25 0 3 11 135
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 2 6 17 109
Testing for parameter stability in quantile regression models 0 0 0 43 0 2 8 125
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 1 3 15 332
The heterogeneous effects of the minimum wage on employment across states 0 0 2 57 0 3 15 247
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 0 4 4 1 8 31 32
Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity 0 0 2 2 2 4 8 8
Uniform inference in linear panel data models with two-dimensional heterogeneity 0 0 0 2 0 3 14 27
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 1 3 4 0 5 37 44
Total Journal Articles 13 40 162 2,452 75 442 1,653 11,106

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 3 13 176
Total Books 0 0 0 0 0 3 13 176

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 1 3 12 55
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 1 3 0 4 18 23
Functional coefficient estimation with both categorical and continuous data 0 0 0 0 0 1 4 5
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects 0 0 0 16 2 5 12 59
Total Chapters 0 0 1 23 3 13 46 142

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Statistics updated 2026-07-10