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 10 62
A Consistent Characteristic-Function-Based Test for Conditional Independence 0 0 0 15 0 1 13 112
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 0 1 8 45 1 3 25 106
A One-Covariate-at-a-Time Method for Nonparametric Additive Models 0 0 0 21 1 1 5 27
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 1 2 19 35
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 1 1 0 0 8 24
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 55 0 0 11 124
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 8 0 0 20 96
Asymptotics and Bootstrap for Transformed Panel Data Regressions 0 0 0 12 3 4 13 108
Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] 0 0 2 45 0 2 11 54
Detecting Latent Communities in Network Formation Models 0 0 0 18 1 1 6 36
Detecting Latent Communities in Network Formation Models 0 0 0 10 0 1 9 29
Determination of Different Types of Fixed Effects in Three-Dimensional Panels 0 0 0 28 0 1 8 68
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications 0 0 0 82 0 0 10 292
Functional Coefficient Estimation with Both Categorical and Continuous Data 0 0 0 23 0 0 9 122
High-Dimensional VARs with Common Factors 0 0 0 54 0 0 11 145
High-dimensional inference on jumps in nonparametric time series regression models 0 0 0 58 2 2 20 134
Homogeneity Pursuit in Panel Data Models: Theory and Applications 0 0 0 49 1 3 11 107
Identifying Latent Group Structures in Nonlinear Panels 0 0 0 79 0 1 13 154
Identifying Latent Grouped Patterns in Cointegrated Panels 0 1 1 39 1 6 21 67
Identifying Latent Structures in Panel Data 0 0 0 61 0 1 14 112
Identifying Latent Structures in Panel Data 0 1 1 44 4 8 27 230
Inference in partially identified panel data models with interactive fixed effects 0 0 3 36 0 0 18 63
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 0 1 100 0 0 22 345
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models 0 1 2 48 1 3 26 349
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 53 0 0 11 44
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 1 2 11 26
Jackknife Model Averaging for Quantile Regressions 0 1 1 73 0 1 18 173
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 0 44 0 0 42 131
Low-rank Panel Quantile Regression: Estimation and Inference 0 0 0 22 3 3 10 40
M-Estimation of a Nonparametric Threshold Regression Model 0 1 2 173 1 3 21 258
Non-separable Models with High-dimensional Data 0 0 0 26 3 3 16 62
Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor 0 0 0 56 1 1 10 177
Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models 0 0 0 29 0 1 16 100
Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence 0 0 0 74 0 0 11 87
On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation 0 0 0 62 1 2 12 97
Panel Data Models with Time-Varying Latent Group Structures 0 0 1 28 0 3 20 51
Panel Data Models with Time-Varying Latent Group Structures 0 0 0 20 0 0 26 78
Panel threshold regressions with latent group structures 0 0 1 34 2 5 24 93
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects 0 0 0 65 0 0 9 145
Shrinkage Estimation of Regression Models with Multiple Structural Changes 0 0 0 92 0 0 6 142
Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models 0 0 0 48 0 1 11 119
Specification Test for Panel Data Models with Interactive Fixed Effects 0 0 0 69 2 2 14 114
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 0 1 6 40
Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets 0 0 0 117 0 1 9 364
Testing Conditional Independence Via Empirical Likelihood 0 0 0 17 0 0 11 118
Testing Monotonicity in Unobservables with Panel Data 0 0 0 39 1 2 13 90
Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects 0 0 0 98 0 3 16 281
Testing for Monotonicity in Unobservables under Unconfoundedness 0 0 0 35 2 3 8 112
The Heterogeneous Effects of the Minimum Wage on Employment Across States 0 0 0 50 1 1 7 111
Time-varying Factor-augmented Forecasting Models with Variable Selection 1 1 29 29 2 7 55 55
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T 0 0 9 10 2 3 18 19
Unified Factor Model Estimation and Inference under Short and Long Memory 0 0 1 19 0 1 6 45
Total Working Papers 1 7 63 2,473 39 92 810 6,553
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 6 194
A Combined Approach to the Inference of Conditional Factor Models 0 0 0 4 0 1 12 47
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network 1 1 2 2 1 3 11 11
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY 0 0 0 23 0 0 7 100
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE 0 0 0 72 0 1 8 216
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence 0 0 0 18 0 0 10 105
A consistent characteristic function-based test for conditional independence 0 0 3 70 0 0 22 299
A martingale-difference-divergence-based test for specification 0 0 0 10 0 3 13 76
A note on factor models with latent group structures 0 1 3 3 0 4 31 35
A one-covariate-at-a-time multiple testing approach to variable selection in additive models 0 0 0 0 0 2 5 7
A practical test for strict exogeneity in linear panel data models with fixed effects 0 0 1 17 1 2 15 91
A robust residual-based test for structural changes in factor models 0 0 0 0 0 3 23 23
A simple test for multivariate conditional symmetry 0 1 1 9 0 2 8 98
A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes 0 0 1 5 0 0 5 24
ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 0 0 1 19 0 1 9 73
Additive Nonparametric Regression in the Presence of Endogenous Regressors 0 0 0 15 0 1 7 76
Asymptotics and bootstrap for random-effects panel data transformation models 0 0 0 1 0 1 7 18
Business output and business experience — Evidence from China's nongovernmental businesses 0 0 0 10 1 2 7 150
Common threshold in quantile regressions with an application to pricing for reputation 0 0 0 3 0 0 2 14
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso 0 0 0 5 0 2 12 24
Determination of different types of fixed effects in three-dimensional panels* 0 0 1 2 0 1 10 18
Determining individual or time effects in panel data models 0 0 0 13 1 3 16 60
Determining the number of groups in latent panel structures with an application to income and democracy 0 0 0 12 0 0 10 64
Distinguishing Time-Varying Factor Models 0 0 9 11 0 3 35 44
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 4 1 1 11 46
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model 0 0 0 43 0 1 5 156
Estimation and Inference on Time-Varying FAVAR Models 1 2 9 21 2 4 32 66
Estimation and inference for unbalanced panel data models with interactive fixed effects 2 3 3 3 2 6 7 7
Estimation of large dimensional factor models with an unknown number of breaks 0 0 1 8 0 1 17 99
Forecasting the car penetration rate (CPR) in China: a nonparametric approach 0 0 1 216 1 1 5 987
High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference 0 1 5 5 3 5 16 16
High-dimensional VARs with common factors 0 1 3 14 0 3 16 59
High-dimensional conditional factor model 0 1 4 4 3 6 14 14
Homogeneity pursuit in panel data models: Theory and application 0 0 0 10 1 1 6 64
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS 0 0 0 3 0 0 14 46
INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 2 3 3 3 2 4 21 21
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS 0 0 0 0 0 0 11 11
Identifying Latent Structures in Panel Data 0 0 2 22 1 3 24 135
Identifying latent group structures in nonlinear panels 0 0 0 12 0 3 18 57
Identifying latent group structures in spatial dynamic panels 0 1 6 23 0 4 19 48
Identifying latent grouped patterns in panel data models with interactive fixed effects 0 0 4 30 0 2 42 132
Inference for large dimensional factor models under general missing data patterns 0 0 1 3 1 3 21 26
Jackknife model averaging for quantile regressions 0 0 1 36 0 2 21 166
Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling 0 1 1 18 0 1 7 84
Local polynomial estimation of nonparametric simultaneous equations models 0 0 1 130 0 2 22 402
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS 0 0 0 26 0 1 7 92
More efficient estimation of nonparametric panel data models with random effects 0 0 0 70 0 0 4 177
Mundlak estimators for three-dimensional panel data models 0 1 3 3 0 2 5 5
Non-separable models with high-dimensional data 0 0 0 12 0 1 23 74
Nonparametric Testing for Asymmetric Information 0 0 0 10 0 1 9 64
Nonparametric dynamic panel data models: Kernel estimation and specification testing 0 0 0 59 1 1 10 241
Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator 0 0 0 11 0 1 16 74
Nonparametric testing for anomaly effects in empirical asset pricing models 0 0 0 5 0 1 17 84
Nonstationary panel models with latent group structures and cross-section dependence 1 1 1 23 2 2 13 70
Non‐parametric regression under location shifts 0 0 0 20 0 0 3 132
On factor models with random missing: EM estimation, inference, and cross validation 0 1 2 19 1 2 14 76
On generalized CCE estimation 1 1 4 4 6 8 16 16
On time-varying factor models: Estimation and testing 0 1 4 74 1 6 31 290
On time-varying panel data models with time-varying interactive fixed effects 0 2 18 21 1 7 66 73
Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects 1 2 5 13 2 3 15 33
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 10 2 3 17 48
Panel data models with time-varying latent group structures 0 2 2 10 1 6 32 51
Panel threshold models with interactive fixed effects 1 2 6 41 2 4 44 138
Panel threshold regressions with latent group structures 0 0 2 14 0 2 48 109
Profile GMM estimation of panel data models with interactive fixed effects 0 2 9 17 5 9 61 84
Profile likelihood estimation of partially linear panel data models with fixed effects 0 0 0 81 0 0 10 243
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models 1 1 2 65 1 1 12 267
QML estimation of dynamic panel data models with spatial errors 0 0 0 36 0 1 12 273
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach 0 0 1 9 2 4 29 49
Robustify Financial Time Series Forecasting with Bagging 0 0 0 19 0 0 6 72
SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES 0 0 0 16 0 1 4 71
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice 0 0 0 8 0 1 11 55
Semiparametric Estimator of Time Series Conditional Variance 0 0 0 31 0 2 14 133
Semiparametric GMM estimation of spatial autoregressive models 0 0 0 82 0 2 17 326
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso 1 1 2 29 4 4 19 171
Shrinkage estimation of dynamic panel data models with interactive fixed effects 0 1 1 53 2 4 21 209
Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 0 2 6 26 1 5 19 84
Sieve estimation of panel data models with cross section dependence 0 0 4 86 0 0 23 306
Sieve estimation of state-varying factor models 1 2 3 3 1 6 25 25
Sieve instrumental variable quantile regression estimation of functional coefficient models 0 0 0 14 0 1 11 120
Specification Test for Spatial Autoregressive Models 1 1 1 11 3 4 12 56
Specification test for panel data models with interactive fixed effects 0 0 0 45 2 2 37 325
Specification testing for transformation models with an application to generalized accelerated failure-time models 0 0 0 9 0 1 6 91
Specification tests for time-varying coefficient models 0 0 2 9 1 7 11 29
Structural change estimation in time series regressions with endogenous variables 0 0 0 19 0 2 12 107
TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM 0 0 1 9 0 1 15 34
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION 0 1 2 9 0 1 6 31
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 0 1 1 40 0 1 11 138
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS 0 0 0 20 0 1 12 76
Test for serial correlation in panel data models with interactive fixed effects 0 0 4 6 1 1 11 14
Testing Additive Separability of Error Term in Nonparametric Structural Models 0 0 0 5 0 1 7 46
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets 0 0 1 5 0 1 16 45
Testing Conditional Uncorrelatedness 0 0 0 62 0 0 3 209
Testing conditional independence via empirical likelihood 0 0 3 21 0 1 24 138
Testing for common trends in semi‐parametric panel data models with fixed effects 0 0 0 25 0 1 11 136
Testing for monotonicity in unobservables under unconfoundedness 0 0 0 4 1 5 19 112
Testing for parameter stability in quantile regression models 0 1 1 44 0 1 9 126
The Rise in House Prices in China: Bubbles or Fundamentals? 0 0 0 93 0 1 14 332
The heterogeneous effects of the minimum wage on employment across states 0 0 2 57 0 0 15 247
Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects 0 0 4 4 1 2 31 33
Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity 0 0 2 2 0 2 8 8
Uniform inference in linear panel data models with two-dimensional heterogeneity 0 0 0 2 1 2 13 29
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 1 2 4 6 2 5 40 49
Total Journal Articles 15 44 171 2,483 68 224 1,667 11,255

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 1 14 177
Total Books 0 0 0 0 1 1 14 177

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 3 14 57
Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression 0 0 0 3 0 0 16 23
Functional coefficient estimation with both categorical and continuous data 0 0 0 0 1 1 5 6
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects 0 0 0 16 0 2 12 59
Total Chapters 0 0 0 23 3 6 47 145

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Statistics updated 2026-09-10