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 3 7 59
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 2 3 12 111
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 1 2 20 44 2 6 42 103
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 0 5 2 3 18 33
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 1 1 0 0 9 24
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 55 2 2 11 124
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 1 1 9 104
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 2 8 20 96
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 1 2 45 1 3 9 52
Detecting Latent Communities in Network Formation Models 0 0 0 10 0 4 8 28
Detecting Latent Communities in Network Formation Models 0 0 0 18 1 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 1 3 10 292
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 1 3 9 122
High-Dimensional VARs with Common Factors 0 0 0 54 1 3 12 145
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 49 1 3 8 104
Identifying Latent Group Structures in Nonlinear Panels 0 0 0 79 1 4 13 153
Identifying Latent Grouped Patterns in Cointegrated Panels 0 0 0 38 0 4 15 61
Identifying Latent Structures in Panel Data 0 0 0 61 2 7 13 111
Identifying Latent Structures in Panel Data 0 0 0 43 1 7 19 222
Inference in partially identified panel data models with interactive fixed effects 0 1 4 36 0 5 20 63
Inference on many jumps in nonparametric panel regression models 0 0 1 58 1 5 19 132
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 47 3 11 23 346
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 2 100 1 6 23 345
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 1 3 10 24
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 53 1 4 14 44
Jackknife Model Averaging for Quantile Regressions 0 0 0 72 2 6 19 172
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 0 44 0 2 47 131
Low-rank Panel Quantile Regression: Estimation and Inference 0 0 0 22 2 3 8 37
M-Estimation of a Nonparametric Threshold Regression Model 0 0 1 172 1 4 20 255
Non-separable Models with High-dimensional Data 0 0 0 26 1 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 2 6 15 99
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 0 4 12 87
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 1 2 10 95
Panel Data Models with Time-Varying Latent Group Structures 0 0 1 20 2 5 32 78
Panel Data Models with Time-Varying Latent Group Structures 1 1 1 28 2 7 17 48
Panel threshold regressions with latent group structures 0 0 2 34 1 7 20 88
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 0 65 1 4 10 145
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 0 3 6 142
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 48 0 4 11 118
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 0 69 1 5 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 5 39
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 0 0 117 1 1 9 363
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 1 4 12 118
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 1 4 15 88
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 0 98 1 7 16 278
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 1 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 1 28 28 3 8 48 48
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T 0 0 10 10 1 5 16 16
Unified Factor Model Estimation and Inference under Short and Long Memory 1 1 1 19 1 1 8 44
Total Working Papers 3 7 75 2,466 56 207 789 6,461
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 0 5 11 46
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 1 1 1 1 2 7 8 8
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 4 70 2 7 26 299
A martingale-difference-divergence-based test for specification 0 0 0 10 0 1 12 73
A note on factor models with latent group structures 0 0 2 2 4 8 31 31
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 6 15 89
A robust residual-based test for structural changes in factor models 0 0 0 0 1 2 20 20
A simple test for multivariate conditional symmetry 0 0 0 8 1 1 6 96
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 1 3 10 72
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 1 1 7 75
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 1 2 6 17
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 2 3 5 148
Common threshold in quantile regressions with an application to pricing for reputation 0 0 1 3 1 2 3 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 4 9 17
Determining individual or time effects in panel data models 0 0 0 13 0 5 15 57
Determining the number of groups in latent panel structures with an application to income and democracy 0 0 1 12 1 1 12 64
Distinguishing Time-Varying Factor Models 2 2 11 11 3 7 41 41
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 0 2 4 155
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 0 5 10 45
Estimation and Inference on Time-Varying FAVAR Models 0 1 7 19 2 5 37 62
Estimation and inference for unbalanced panel data models with interactive fixed effects 0 0 0 0 1 1 1 1
Estimation of large dimensional factor models with an unknown number of breaks 0 0 1 8 4 10 18 98
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 1 216 1 3 4 986
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference 1 2 4 4 3 7 11 11
High-dimensional VARs with common factors 0 0 2 13 1 7 18 56
High-dimensional conditional factor model 0 3 3 3 1 8 8 8
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 0 2 7 63
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 0 16 46
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 0 0 1 2 17 17
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS 0 0 0 0 1 6 11 11
Identifying Latent Structures in Panel Data 0 1 2 22 3 7 24 132
Identifying latent group structures in nonlinear panels 0 0 1 12 1 5 16 54
Identifying latent group structures in spatial dynamic panels 0 1 6 22 3 5 17 44
Identifying latent grouped patterns in panel data models with interactive fixed effects 1 1 4 30 2 12 40 130
Inference for large dimensional factor models under general missing data patterns 0 0 3 3 1 7 23 23
Jackknife model averaging for quantile regressions 1 1 1 36 2 10 20 164
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 2 7 83
Local polynomial estimation of nonparametric simultaneous equations models 0 0 1 130 1 11 22 400
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 1 26 0 1 7 91
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 1 2 2 2 1 3 3 3
Non-separable models with high-dimensional data 0 0 0 12 2 7 24 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 1 11 240
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 1 7 16 73
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 1 6 16 83
Nonstationary panel models with latent group structures and cross-section dependence 0 0 0 22 0 3 11 68
Non‐parametric regression under location shifts 0 0 0 20 1 2 4 132
On factor models with random missing: EM estimation, inference, and cross validation 0 0 1 18 0 2 15 74
On generalized CCE estimation 0 2 3 3 2 5 8 8
On time-varying factor models: Estimation and testing 0 0 3 73 1 8 31 284
On time-varying panel data models with time-varying interactive fixed effects 2 4 19 19 8 24 66 66
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 0 0 6 11 0 1 16 30
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 10 1 4 14 45
Panel data models with time-varying latent group structures 0 0 1 8 9 15 29 45
Panel threshold models with interactive fixed effects 0 2 6 39 2 9 45 134
Panel threshold regressions with latent group structures 0 0 2 14 1 11 47 107
Profile GMM estimation of panel data models with interactive fixed effects 0 1 9 15 6 23 60 75
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 2 5 13 266
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 1 3 12 272
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach 1 1 2 9 5 16 30 45
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 1 4 7 72
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 0 16 0 0 6 70
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 2 3 12 131
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 2 5 16 324
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 0 1 2 28 3 6 16 167
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 0 2 52 3 7 20 205
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 1 2 4 24 2 5 16 79
Sieve estimation of panel data models with cross section dependence 0 0 4 86 2 3 28 306
Sieve estimation of state-varying factor models 0 0 1 1 3 8 19 19
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 0 14 0 4 12 119
Specification Test for Spatial Autoregressive Models 0 0 0 10 1 5 10 52
Specification test for panel data models with interactive fixed effects 0 0 1 45 1 12 39 323
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 0 2 6 90
Specification tests for time-varying coefficient models 0 0 3 9 0 0 6 22
Structural change estimation in time series regressions with endogenous variables 0 0 0 19 0 2 11 105
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM 0 0 2 9 0 2 15 33
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 1 1 8 1 2 6 30
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 0 39 0 3 12 137
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 0 3 11 75
Test for serial correlation in panel data models with interactive fixed effects 2 4 6 6 4 6 13 13
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 0 5 1 2 6 45
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 1 1 5 0 7 17 44
Testing Conditional Uncorrelatedness 0 0 0 62 0 1 5 209
Testing conditional independence via empirical likelihood 0 0 3 21 1 6 24 137
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 0 5 16 107
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 14 331
The heterogeneous effects of the minimum wage on employment across states 0 0 2 57 2 7 17 247
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 0 4 4 2 13 31 31
Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity 0 1 2 2 0 4 6 6
Uniform inference in linear panel data models with two-dimensional heterogeneity 0 0 0 2 0 4 14 27
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 1 1 4 4 2 7 39 44
Total Journal Articles 14 37 161 2,439 126 501 1,620 11,031

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 3 13 176
Total Books 0 0 0 0 1 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 0 2 11 54
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 1 3 1 6 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 3 10 57
Total Chapters 0 0 1 23 3 12 43 139

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Statistics updated 2026-06-04