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 Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 3 8 18 18 5 20 47 47
A One-Covariate-at-a-Time Method for Nonparametric Additive Models 0 0 0 20 1 2 2 20
A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression 0 0 0 63 0 0 0 230
A Robust Residual-Based Test for Structural Changes in Factor Models 1 2 5 5 1 4 13 13
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 1 55 0 0 1 112
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 1 2 2 76
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 0 1 1 95
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 2 2 43 0 2 4 43
Detecting Latent Communities in Network Formation Models 0 0 1 10 1 1 3 20
Detecting Latent Communities in Network Formation Models 0 0 1 18 0 0 1 28
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 1 1 1 28 1 2 2 59
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 2 3 4 282
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 0 0 0 112
High-Dimensional VARs with Common Factors 3 3 4 54 3 4 7 132
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 49 0 0 1 95
Identifying Latent Group Structures in Nonlinear Panels 1 1 1 78 1 2 6 138
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 1 38 0 0 2 46
Identifying Latent Structures in Panel Data 0 0 0 42 0 1 2 200
Identifying Latent Structures in Panel Data 0 1 1 60 0 1 3 97
Inference in partially identified panel data models with interactive fixed effects 0 0 0 32 0 0 2 43
Inference on many jumps in nonparametric panel regression models 0 1 28 56 0 2 78 112
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 0 46 0 2 10 319
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 0 97 0 1 4 316
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 52 2 2 2 28
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 1 11 0 0 1 14
Jackknife Model Averaging for Quantile Regressions 0 0 1 72 0 2 3 153
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 1 4 43 2 3 11 82
Low-rank Panel Quantile Regression: Estimation and Inference 0 0 0 22 1 1 4 28
M-Estimation of a Nonparametric Threshold Regression Model 0 0 5 169 0 2 11 232
Non-separable Models with High-dimensional Data 0 0 0 26 0 0 0 43
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 0 56 0 0 0 167
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 1 1 2 84
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 0 0 2 75
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 1 62 0 1 4 85
Panel Data Models with Time-Varying Latent Group Structures 0 0 1 27 1 1 4 29
Panel Data Models with Time-Varying Latent Group Structures 0 0 4 17 0 1 14 44
Panel threshold regressions with latent group structures 0 0 2 32 0 0 5 68
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 1 65 0 1 6 134
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 1 2 5 136
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 48 0 0 1 107
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 1 68 0 0 3 97
Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models 0 0 0 28 1 2 2 137
Strong Consistency of Spectral Clustering for Stochastic Block Models 0 0 0 12 0 0 0 34
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 0 1 117 0 2 5 354
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 0 0 1 106
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 1 1 2 73
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 0 97 0 0 0 261
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 0 0 3 103
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 0 50 0 0 0 104
Unified Factor Model Estimation and Inference under Short and Long Memory 0 0 1 18 1 1 15 35
Total Working Papers 9 20 87 2,371 27 73 301 5,599
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 1 1 3 187
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 4 0 0 0 35
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 0 0 92
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 1 71 0 1 3 207
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 1 18 0 1 7 92
A consistent characteristic function-based test for conditional independence 0 1 1 66 0 2 2 271
A martingale-difference-divergence-based test for specification 0 0 1 10 0 1 8 60
A one-covariate-at-a-time multiple testing approach to variable selection in additive models 0 0 0 0 0 0 2 2
A practical test for strict exogeneity in linear panel data models with fixed effects 0 0 2 16 0 0 5 74
A simple test for multivariate conditional symmetry 0 0 0 8 0 1 2 90
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 0 4 0 1 2 18
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 0 18 1 1 1 62
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 0 0 0 65
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 0 0 11
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 1 1 2 143
Common threshold in quantile regressions with an application to pricing for reputation 0 0 0 1 0 0 0 9
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso 0 0 1 5 0 0 1 10
Determination of different types of fixed effects in three-dimensional panels* 0 0 0 1 0 1 2 8
Determining individual or time effects in panel data models 1 1 1 13 1 2 8 42
Determining the number of groups in latent panel structures with an application to income and democracy 0 0 2 11 0 0 7 52
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 0 0 0 35
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 0 6 9 9 2 13 22 22
Estimation of large dimensional factor models with an unknown number of breaks 0 0 0 7 0 0 8 80
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 0 215 0 0 1 982
High-dimensional VARs with common factors 0 0 5 11 1 2 16 36
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 0 0 1 56
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 1 2 6 30
Identifying Latent Structures in Panel Data 0 0 2 19 0 3 7 106
Identifying latent group structures in nonlinear panels 0 1 2 11 1 3 5 37
Identifying latent group structures in spatial dynamic panels 0 1 5 16 1 3 11 27
Identifying latent grouped patterns in panel data models with interactive fixed effects 0 3 3 25 0 3 9 87
Jackknife model averaging for quantile regressions 0 0 1 34 0 0 3 142
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 1 1 76
Local polynomial estimation of nonparametric simultaneous equations models 1 1 5 129 1 1 9 377
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 0 25 2 2 2 84
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 0 0 1 172
Non-separable models with high-dimensional data 0 0 0 12 0 0 0 48
Nonparametric Testing for Asymmetric Information 0 0 1 10 0 0 2 55
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 0 59 0 0 2 229
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 0 0 1 57
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 0 0 1 67
Nonstationary panel models with latent group structures and cross-section dependence 0 0 1 21 0 1 5 56
Non‐parametric regression under location shifts 0 0 0 20 0 0 1 128
On factor models with random missing: EM estimation, inference, and cross validation 0 1 1 15 0 2 8 56
On time-varying factor models: Estimation and testing 0 0 3 70 4 8 21 251
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 0 1 2 2 4 5 8 8
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 1 1 1 9 1 1 5 31
Panel data models with time-varying latent group structures 0 1 6 6 0 2 12 12
Panel threshold models with interactive fixed effects 2 3 9 33 3 4 16 88
Panel threshold regressions with latent group structures 0 1 2 11 0 1 3 59
Profile GMM estimation of panel data models with interactive fixed effects 0 0 3 6 0 1 9 12
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 1 81 0 0 8 233
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 0 0 2 62 0 0 4 253
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 0 0 5 258
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach 1 2 5 5 1 3 10 10
Robustify Financial Time Series Forecasting with Bagging 0 0 1 19 0 0 5 63
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 1 2 16 0 3 5 64
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 0 0 8 0 1 3 44
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 0 0 0 119
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 0 1 4 308
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 0 2 24 1 1 5 146
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 0 2 48 0 0 11 181
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 0 0 20 0 2 5 62
Sieve estimation of panel data models with cross section dependence 0 0 3 82 0 4 12 277
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 1 2 13 2 3 5 106
Specification Test for Spatial Autoregressive Models 0 0 0 10 0 0 1 42
Specification test for panel data models with interactive fixed effects 0 0 0 44 1 3 5 284
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 0 0 0 84
Specification tests for time-varying coefficient models 0 1 3 5 0 2 7 15
Structural change estimation in time series regressions with endogenous variables 0 0 0 19 0 0 1 94
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM 0 0 6 6 0 0 17 17
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 0 0 6 1 2 3 23
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 1 2 38 1 2 7 123
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 0 0 1 64
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 0 4 0 1 1 38
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 0 0 4 0 1 1 26
Testing Conditional Uncorrelatedness 0 0 0 62 0 0 1 204
Testing conditional independence via empirical likelihood 0 0 0 17 0 1 2 111
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 25 0 0 2 124
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 0 0 0 91
Testing for parameter stability in quantile regression models 0 0 0 43 0 0 2 117
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 1 93 0 0 4 317
The heterogeneous effects of the minimum wage on employment across states 0 2 7 54 1 7 30 226
Uniform inference in linear panel data models with two-dimensional heterogeneity 0 0 1 2 1 1 7 13
Total Journal Articles 6 30 111 2,249 34 109 425 9,324

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 0 3 163
Total Books 0 0 0 0 0 0 3 163

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 0 1 42
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 0 1 0 1 2 4
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 1 1 4 15 2 2 5 45
Total Chapters 1 1 4 20 2 3 8 91

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Statistics updated 2025-03-03