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 3 3 55
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 1 1 1 100
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 2 3 30 41 4 8 57 91
A One-Covariate-at-a-Time Method for Nonparametric Additive Models 0 0 1 21 1 2 6 24
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression 0 0 0 63 1 2 2 232
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 2 5 1 5 13 23
A Robust Residual-Based Test for Structural Changes in Factor Models 0 1 1 1 4 6 22 22
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 55 1 3 5 117
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 3 3 4 98
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 0 0 2 76
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 1 3 44 1 5 8 49
Detecting Latent Communities in Network Formation Models 0 0 0 18 0 0 2 30
Detecting Latent Communities in Network Formation Models 0 0 0 10 0 1 2 21
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 1 28 2 3 5 63
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 1 2 5 284
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 0 2 4 116
High-Dimensional VARs with Common Factors 0 0 3 54 0 5 11 139
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 49 1 3 4 99
Identifying Latent Group Structures in Nonlinear Panels 0 0 2 79 1 4 8 145
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 0 38 2 4 4 50
Identifying Latent Structures in Panel Data 0 0 2 61 2 4 6 102
Identifying Latent Structures in Panel Data 0 0 1 43 5 7 10 210
Inference in partially identified panel data models with interactive fixed effects 0 2 3 35 4 6 8 51
Inference on many jumps in nonparametric panel regression models 0 0 3 58 2 5 9 120
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 1 3 100 3 13 20 336
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 1 1 47 7 11 16 335
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 1 53 0 2 9 35
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 0 2 3 17
Jackknife Model Averaging for Quantile Regressions 0 0 0 72 4 7 11 162
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 1 44 14 19 28 108
Low-rank Panel Quantile Regression: Estimation and Inference 0 0 0 22 1 4 7 34
M-Estimation of a Nonparametric Threshold Regression Model 0 0 3 172 4 7 15 245
Non-separable Models with High-dimensional Data 0 0 0 26 3 7 10 53
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 0 56 0 1 1 168
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 0 2 3 86
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 2 2 3 78
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 1 3 3 88
Panel Data Models with Time-Varying Latent Group Structures 0 0 3 20 4 10 19 62
Panel Data Models with Time-Varying Latent Group Structures 0 0 0 27 2 6 9 37
Panel threshold regressions with latent group structures 0 0 1 33 1 6 7 75
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 0 65 0 3 6 139
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 1 2 4 138
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 48 0 2 3 110
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 1 69 2 4 7 104
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 0 28 0 0 2 137
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 0 12 0 1 1 35
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 0 0 117 0 3 7 359
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 0 0 1 107
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 4 4 9 81
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 1 98 3 5 9 270
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 0 1 2 105
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 0 50 0 0 0 104
Time-varying Factor-augmented Forecasting Models with Variable Selection 0 25 27 27 8 31 33 33
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T 1 4 10 10 1 5 7 7
Unified Factor Model Estimation and Inference under Short and Long Memory 0 0 0 18 1 2 7 41
Total Working Papers 3 38 104 2,457 103 249 463 6,006
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 3 189
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 4 1 2 2 37
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 3 4 5 97
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 1 72 1 2 4 210
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 1 3 6 98
A consistent characteristic function-based test for conditional independence 1 1 2 68 3 7 13 284
A martingale-difference-divergence-based test for specification 0 0 0 10 0 0 5 65
A note on factor models with latent group structures 0 2 2 2 2 7 11 11
A one-covariate-at-a-time multiple testing approach to variable selection in additive models 0 0 0 0 1 1 1 3
A practical test for strict exogeneity in linear panel data models with fixed effects 0 1 1 17 1 3 5 79
A robust residual-based test for structural changes in factor models 0 0 0 0 5 9 10 10
A simple test for multivariate conditional symmetry 0 0 0 8 0 1 1 91
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 1 1 5 0 2 4 21
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 1 1 19 0 2 5 66
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 0 0 4 69
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 1 2 2 13
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 0 0 1 143
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 1 3 13
Determination of different types of fixed effects in three-dimensional panels* 0 1 1 2 1 3 4 11
Determining individual or time effects in panel data models 0 0 1 13 3 4 7 48
Determining the number of groups in latent panel structures with an application to income and democracy 0 0 1 12 2 2 4 56
Distinguishing Time-Varying Factor Models 3 4 8 8 8 12 25 25
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 3 3 3 38
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 0 0 0 151
Estimation and Inference on Time-Varying FAVAR Models 2 2 6 14 8 10 30 46
Estimation of large dimensional factor models with an unknown number of breaks 0 0 1 8 1 3 6 86
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 1 1 216 0 1 1 983
High-dimensional VARs with common factors 0 2 2 13 0 2 12 46
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 1 1 4 60
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 5 6 9 38
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 0 0 4 4 4 4
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS 0 0 0 0 2 2 2 2
Identifying Latent Structures in Panel Data 0 1 2 21 1 4 10 115
Identifying latent group structures in nonlinear panels 0 0 2 12 0 3 9 44
Identifying latent group structures in spatial dynamic panels 0 1 2 18 0 1 5 30
Identifying latent grouped patterns in panel data models with interactive fixed effects 2 2 4 28 7 10 14 100
Inference for large dimensional factor models under general missing data patterns 0 0 2 2 2 3 8 8
Jackknife model averaging for quantile regressions 0 0 1 35 1 4 7 149
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 0 0 17 1 1 3 78
Local polynomial estimation of nonparametric simultaneous equations models 0 1 2 130 3 6 10 386
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 1 26 2 2 5 87
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 0 2 3 175
Non-separable models with high-dimensional data 0 0 0 12 4 10 13 61
Nonparametric Testing for Asymmetric Information 0 0 0 10 2 3 3 58
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 0 59 1 3 5 234
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 2 3 5 62
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 2 2 2 69
Nonstationary panel models with latent group structures and cross-section dependence 0 0 1 22 0 2 3 59
Non‐parametric regression under location shifts 0 0 0 20 0 0 1 129
On factor models with random missing: EM estimation, inference, and cross validation 0 1 3 18 0 3 9 65
On time-varying factor models: Estimation and testing 1 2 3 73 1 5 21 265
On time-varying panel data models with time-varying interactive fixed effects 3 9 13 13 5 14 27 27
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 0 2 9 10 6 8 23 26
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 1 1 2 10 4 4 7 37
Panel data models with time-varying latent group structures 0 0 2 8 5 9 17 28
Panel threshold models with interactive fixed effects 0 1 5 36 7 12 24 109
Panel threshold regressions with latent group structures 0 0 2 13 3 9 13 72
Profile GMM estimation of panel data models with interactive fixed effects 1 3 7 13 3 12 29 40
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 0 81 2 6 6 239
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 0 1 63 3 4 6 259
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 1 2 5 263
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach 0 0 4 8 2 6 18 26
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 1 1 4 67
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 0 16 1 1 5 68
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 0 0 8 1 2 3 46
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 1 2 2 121
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 2 4 5 313
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 0 3 27 1 5 12 157
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 0 4 52 3 3 11 192
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 1 2 2 22 2 6 9 71
Sieve estimation of panel data models with cross section dependence 1 1 1 83 4 11 20 294
Sieve estimation of state-varying factor models 0 0 1 1 1 1 2 2
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 1 14 1 1 6 110
Specification Test for Spatial Autoregressive Models 0 0 0 10 0 1 3 45
Specification test for panel data models with interactive fixed effects 0 0 1 45 1 6 14 295
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 1 1 2 86
Specification tests for time-varying coefficient models 1 1 3 8 2 2 5 20
Structural change estimation in time series regressions with endogenous variables 0 0 0 19 1 4 5 99
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM 1 1 3 9 5 6 10 27
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 0 1 7 0 1 6 27
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 1 39 1 4 9 131
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 2 5 5 69
Test for serial correlation in panel data models with interactive fixed effects 0 0 2 2 0 1 4 4
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 1 5 1 2 3 41
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 0 0 4 1 2 7 32
Testing Conditional Uncorrelatedness 0 0 0 62 2 2 4 208
Testing conditional independence via empirical likelihood 0 0 1 18 3 5 8 119
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 25 1 4 5 129
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 2 5 7 98
Testing for parameter stability in quantile regression models 0 0 0 43 0 3 3 120
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 1 3 4 321
The heterogeneous effects of the minimum wage on employment across states 1 2 3 57 2 5 12 237
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 1 2 2 3 5 9 9
Uniform inference in linear panel data models with two-dimensional heterogeneity 0 0 0 2 0 2 7 19
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 1 3 3 7 14 24 24
Total Journal Articles 19 49 132 2,371 182 373 745 10,006

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 4 6 6 169
Total Books 0 0 0 0 4 6 6 169

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 2 3 45
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 2 3 2 4 8 12
Functional coefficient estimation with both categorical and continuous data 0 0 0 0 1 2 3 3
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects 0 0 2 16 0 2 6 49
Total Chapters 0 0 4 23 5 10 20 109

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Statistics updated 2026-01-09