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 1 4 56
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 4 9 9 108
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 1 3 24 42 2 10 50 97
A One-Covariate-at-a-Time Method for Nonparametric Additive Models 0 0 1 21 0 2 5 25
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression 0 0 0 63 0 2 3 233
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 1 1 0 6 11 24
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 5 4 8 17 30
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 55 2 6 10 122
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 2 12 12 88
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 4 8 8 103
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 0 1 44 0 1 6 49
Detecting Latent Communities in Network Formation Models 0 0 0 10 1 3 4 24
Detecting Latent Communities in Network Formation Models 0 0 0 18 0 3 5 33
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 0 28 0 5 7 66
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 2 6 7 289
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 1 3 7 119
High-Dimensional VARs with Common Factors 0 0 0 54 1 3 10 142
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 49 2 3 6 101
Identifying Latent Group Structures in Nonlinear Panels 0 0 1 79 1 5 11 149
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 0 38 2 9 11 57
Identifying Latent Structures in Panel Data 0 0 1 61 0 4 7 104
Identifying Latent Structures in Panel Data 0 0 1 43 1 10 15 215
Inference in partially identified panel data models with interactive fixed effects 0 0 3 35 2 11 15 58
Inference on many jumps in nonparametric panel regression models 0 0 2 58 2 9 15 127
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 47 0 7 16 335
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 3 100 0 6 23 339
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 1 53 1 5 12 40
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 3 4 7 21
Jackknife Model Averaging for Quantile Regressions 0 0 0 72 1 8 13 166
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 1 44 3 35 47 129
Low-rank Panel Quantile Regression: Estimation and Inference 0 0 0 22 0 1 6 34
M-Estimation of a Nonparametric Threshold Regression Model 0 0 3 172 1 10 19 251
Non-separable Models with High-dimensional Data 0 0 0 26 1 7 14 57
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 0 56 1 6 7 174
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 3 7 9 93
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 3 7 8 83
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 0 6 8 93
Panel Data Models with Time-Varying Latent Group Structures 0 0 3 20 3 15 29 73
Panel Data Models with Time-Varying Latent Group Structures 0 0 0 27 1 6 12 41
Panel threshold regressions with latent group structures 0 1 2 34 1 7 13 81
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 0 65 0 2 7 141
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 0 2 3 139
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 48 1 4 7 114
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 1 69 1 5 10 107
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 0 28 2 10 10 147
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 0 12 1 2 3 37
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 0 0 117 1 3 8 362
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 5 7 8 114
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 1 7 11 84
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 1 98 0 4 10 271
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 0 3 5 108
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 0 50 1 3 3 107
Time-varying Factor-augmented Forecasting Models with Variable Selection 0 0 27 27 4 15 40 40
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T 0 1 10 10 1 5 11 11
Unified Factor Model Estimation and Inference under Short and Long Memory 0 0 0 18 1 3 8 43
Total Working Papers 1 5 88 2,459 74 351 642 6,254
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 4 191
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 4 0 5 6 41
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 0 0 0 0 1 1 1 1
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 5 7 99
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 1 72 1 6 8 215
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 3 6 11 103
A consistent characteristic function-based test for conditional independence 1 3 4 70 1 11 21 292
A martingale-difference-divergence-based test for specification 0 0 0 10 2 7 12 72
A note on factor models with latent group structures 0 0 2 2 3 14 23 23
A one-covariate-at-a-time multiple testing approach to variable selection in additive models 0 0 0 0 0 2 2 4
A practical test for strict exogeneity in linear panel data models with fixed effects 0 0 1 17 1 5 9 83
A robust residual-based test for structural changes in factor models 0 0 0 0 2 13 18 18
A simple test for multivariate conditional symmetry 0 0 0 8 1 4 5 95
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 1 5 0 2 5 23
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 1 3 7 69
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 1 5 9 74
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 3 4 15
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 0 2 2 145
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 1 8 10 20
Determination of different types of fixed effects in three-dimensional panels* 0 0 1 2 1 3 5 13
Determining individual or time effects in panel data models 0 0 0 13 0 7 10 52
Determining the number of groups in latent panel structures with an application to income and democracy 0 0 1 12 0 9 11 63
Distinguishing Time-Varying Factor Models 0 4 9 9 2 17 34 34
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 0 2 2 153
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 1 5 5 40
Estimation and Inference on Time-Varying FAVAR Models 1 6 9 18 1 19 35 57
Estimation of large dimensional factor models with an unknown number of breaks 0 0 1 8 0 3 8 88
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 1 216 0 0 1 983
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference 2 2 2 2 4 4 4 4
High-dimensional VARs with common factors 0 0 2 13 2 3 13 49
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 0 2 5 61
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 2 13 16 46
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 0 0 2 15 15 15
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS 0 0 0 0 0 5 5 5
Identifying Latent Structures in Panel Data 0 0 2 21 0 11 19 125
Identifying latent group structures in nonlinear panels 0 0 1 12 2 5 12 49
Identifying latent group structures in spatial dynamic panels 2 3 5 21 4 9 12 39
Identifying latent grouped patterns in panel data models with interactive fixed effects 1 3 4 29 6 25 31 118
Inference for large dimensional factor models under general missing data patterns 0 1 3 3 3 10 16 16
Jackknife model averaging for quantile regressions 0 0 1 35 1 6 12 154
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 0 0 17 0 4 5 81
Local polynomial estimation of nonparametric simultaneous equations models 0 0 1 130 1 6 12 389
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 1 26 0 5 6 90
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 0 1 4 176
Non-separable models with high-dimensional data 0 0 0 12 1 9 18 66
Nonparametric Testing for Asymmetric Information 0 0 0 10 1 4 5 60
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 0 59 2 6 10 239
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 1 6 9 66
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 2 10 10 77
Nonstationary panel models with latent group structures and cross-section dependence 0 0 1 22 0 6 9 65
Non‐parametric regression under location shifts 0 0 0 20 0 1 2 130
On factor models with random missing: EM estimation, inference, and cross validation 0 0 3 18 2 7 16 72
On generalized CCE estimation 1 1 1 1 3 3 3 3
On time-varying factor models: Estimation and testing 0 1 3 73 5 12 25 276
On time-varying panel data models with time-varying interactive fixed effects 1 5 15 15 9 20 42 42
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 0 1 9 11 1 9 21 29
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 1 1 10 1 8 10 41
Panel data models with time-varying latent group structures 0 0 2 8 1 7 18 30
Panel threshold models with interactive fixed effects 0 1 4 37 3 23 37 125
Panel threshold regressions with latent group structures 1 1 3 14 8 27 37 96
Profile GMM estimation of panel data models with interactive fixed effects 1 2 8 14 4 15 40 52
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 0 81 0 4 8 241
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 0 1 63 0 5 8 261
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 1 7 11 269
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach 0 0 3 8 0 5 19 29
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 0 2 5 68
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 0 16 0 3 6 70
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 0 0 8 1 7 8 52
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 1 8 9 128
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 0 8 11 319
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 0 3 27 3 5 15 161
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 0 4 52 3 9 17 198
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 1 2 22 1 5 12 74
Sieve estimation of panel data models with cross section dependence 1 4 4 86 2 13 26 303
Sieve estimation of state-varying factor models 0 0 1 1 3 10 11 11
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 1 14 1 6 9 115
Specification Test for Spatial Autoregressive Models 0 0 0 10 1 2 5 47
Specification test for panel data models with interactive fixed effects 0 0 1 45 5 17 27 311
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 0 3 4 88
Specification tests for time-varying coefficient models 0 2 4 9 0 4 7 22
Structural change estimation in time series regressions with endogenous variables 0 0 0 19 3 5 9 103
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM 0 1 3 9 2 9 14 31
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 0 1 7 0 1 5 28
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 1 39 3 4 11 134
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 0 5 8 72
Test for serial correlation in panel data models with interactive fixed effects 0 0 2 2 0 3 7 7
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 1 5 0 3 5 43
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 0 0 4 3 6 11 37
Testing Conditional Uncorrelatedness 0 0 0 62 0 2 4 208
Testing conditional independence via empirical likelihood 0 3 4 21 4 15 20 131
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 25 0 4 8 132
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 1 6 11 102
Testing for parameter stability in quantile regression models 0 0 0 43 1 3 6 123
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 1 8 11 328
The heterogeneous effects of the minimum wage on employment across states 0 1 3 57 1 5 14 240
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 2 4 4 2 12 18 18
Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity 1 1 1 1 2 2 2 2
Uniform inference in linear panel data models with two-dimensional heterogeneity 0 0 0 2 2 4 10 23
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 3 3 2 20 37 37
Total Journal Articles 13 50 153 2,402 143 706 1,206 10,530

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 8 10 173
Total Books 0 0 0 0 1 8 10 173

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 2 9 10 52
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 2 3 1 7 13 17
Functional coefficient estimation with both categorical and continuous data 0 0 0 0 0 2 4 4
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects 0 0 1 16 2 5 9 54
Total Chapters 0 0 3 23 5 23 36 127

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Statistics updated 2026-03-04