Liangjun Su
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Affiliations
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Tsinghua University
/ School of Economics and Management
Research profile
author of:
- Detecting Latent Communities in Network Formation Models (RePEc:arx:papers:2005.03226)
by Shujie Ma & Liangjun Su & Yichong Zhang - L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis (RePEc:arx:papers:2010.09477)
by Zhentao Shi & Liangjun Su & Tian Xie - Interactive Effects Panel Data Models with General Factors and Regressors (RePEc:arx:papers:2111.11506)
by Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang - A One-Covariate-at-a-Time Method for Nonparametric Additive Models (RePEc:arx:papers:2204.12023)
by Liangjun Su & Thomas Tao Yang & Yonghui Zhang & Qiankun Zhou - Low-rank Panel Quantile Regression: Estimation and Inference (RePEc:arx:papers:2210.11062)
by Yiren Wang & Liangjun Su & Yichong Zhang - Panel Data Models with Time-Varying Latent Group Structures (RePEc:arx:papers:2307.15863)
by Yiren Wang & Peter C B Phillips & Liangjun Su - Inference on many jumps in nonparametric panel regression models (RePEc:arx:papers:2312.01162)
by Likai Chen & Georg Keilbar & Liangjun Su & Weining Wang - A Robust Residual-Based Test for Structural Changes in Factor Models (RePEc:arx:papers:2406.00941)
by Bin Peng & Liangjun Su & Yayi Yan - Testing Conditional Uncorrelatedness (RePEc:bes:jnlbes:v:27:y:2009:p:18-29)
by Su, Liangjun & Ullah, Aman - Semiparametric Estimator of Time Series Conditional Variance (RePEc:bes:jnlbes:v:28:i:2:y:2010:p:256-274)
by Mishra, Santosh & Su, Liangjun & Ullah, Aman - Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model (RePEc:bes:jnlbes:v:29:i:1:y:2011:p:109-125)
by Long, Xiangdong & Su, Liangjun & Ullah, Aman - A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes (RePEc:bla:scjsta:v:46:y:2019:i:2:p:446-469)
by Yanqin Fan & Ming He & Liangjun Su & Xiao‐Hua Zhou - Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models (RePEc:boc:bocoec:817)
by Arthur Lewbel & Xun Lu & Liangjun Su - Testing Monotonicity in Unobservables with Panel Data (RePEc:boc:bocoec:892)
by Liangjun Su & Stefan Hoderlein & Halbert White - Testing for Monotonicity in Unobservables under Unconfoundedness (RePEc:boc:bocoec:899)
by Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang - Testing Conditional Independence Via Empirical Likelihood (RePEc:cdl:ucsdec:qt35v8g0fm)
by Su, Liangjun & White, Halbert - A Consistent Characteristic-Function-Based Test for Conditional Independence (RePEc:cdl:ucsdec:qt4dv0837f)
by Su, Liangjun & White, Halbert - A Bootstrap Test for Conditional Symmetry (RePEc:cuf:journl:y:2005:v:6:i:2:p:251-261)
by Liangjun Su & Sainan Jin - More Efficient Estimation In Nonparametric Regression With Nonparametric Autocorrelated Errors (RePEc:cup:etheor:v:22:y:2006:i:01:p:98-126_06)
by Su, Liangjun & Ullah, Aman - A Nonparametric Hellinger Metric Test For Conditional Independence (RePEc:cup:etheor:v:24:y:2008:i:04:p:829-864_08)
by Su, Liangjun & White, Halbert - Testing Structural Change In Partially Linear Models (RePEc:cup:etheor:v:26:y:2010:i:06:p:1761-1806_99)
by Su, Liangjun & White, Halbert - A Nonparametric Goodness-Of-Fit-Based Test For Conditional Heteroskedasticity (RePEc:cup:etheor:v:29:y:2013:i:01:p:187-212_00)
by Su, Liangjun & Ullah, Aman - Testing Homogeneity In Panel Data Models With Interactive Fixed Effects (RePEc:cup:etheor:v:29:y:2013:i:06:p:1079-1135_00)
by Su, Liangjun & Chen, Qihui - Adaptive Nonparametric Regression With Conditional Heteroskedasticity (RePEc:cup:etheor:v:31:y:2015:i:06:p:1153-1191_00)
by Jin, Sainan & Su, Liangjun & Xiao, Zhijie - Shrinkage Estimation Of Regression Models With Multiple Structural Changes (RePEc:cup:etheor:v:32:y:2016:i:06:p:1376-1433_00)
by Qian, Junhui & Su, Liangjun - Identifying Latent Grouped Patterns In Cointegrated Panels (RePEc:cup:etheor:v:36:y:2020:i:3:p:410-456_3)
by Huang, Wenxin & Jin, Sainan & Su, Liangjun - Testing For Structural Changes In Factor Models Via A Nonparametric Regression (RePEc:cup:etheor:v:36:y:2020:i:6:p:1127-1158_5)
by Su, Liangjun & Wang, Xia - Testing For Strict Stationarity Via The Discrete Fourier Transform (RePEc:cup:etheor:v:40:y:2024:i:3:p:511-557_3)
by Fu, Zhonghao & Gao, Shang & Su, Liangjun & Wang, Xia - Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor (RePEc:cwl:cwldpp:1702)
by Peter C.B. Phillips & Liangjun Su - A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression (RePEc:cwl:cwldpp:1704)
by Peter C.B. Phillips & Liangjun Su - Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects (RePEc:cwl:cwldpp:1832)
by Yonghui Zhang & Liangjun Su & Peter C.B. Phillips - Identifying Latent Structures in Panel Data (RePEc:cwl:cwldpp:1965)
by Liangjun Su & Zhentao Shi & Peter C.B. Phillips - Homogeneity Pursuit in Panel Data Models: Theory and Applications (RePEc:cwl:cwldpp:2063)
by Wuyi Wang & Peter C.B. Phillips & Liangjun Su - High-Dimensional VARs with Common Factors (RePEc:cwl:cwldpp:2252)
by Ke Miao & Peter C.B. Phillips & Liangjun Su - Unified Factor Model Estimation and Inference under Short and Long Memory (RePEc:cwl:cwldpp:2351)
by Shuyao Ke & Liangjun Su & Peter C. B. Phillips - Panel Data Models with Time-Varying Latent Group Structures (RePEc:cwl:cwldpp:2364)
by Yiren Wang & Peter C. B. Phillips & Liangjun Su - Instrumental Variable Quantile Estimation of Spatial Autoregressive Models (RePEc:eab:develo:22476)
by Liangjun Su & Zhenlin Yang - Asymptotics and Bootstrap for Transformed Panel Data Regressions (RePEc:eab:develo:22477)
by Liangjun Su & Zhenlin Yang - The Rise in House Prices in China: Bubbles or Fundamentals? (RePEc:ebl:ecbull:eb-06c20006)
by Sainan Jin & Wanjun Jiang & Liangjun Su & Jianying Hu - Non‐parametric regression under location shifts (RePEc:ect:emjrnl:v:14:y:2011:i:3:p:457-486)
by Peter C. B. Phillips & Liangjun Su - Structural change estimation in time series regressions with endogenous variables (RePEc:eee:ecolet:v:125:y:2014:i:3:p:415-421)
by Qian, Junhui & Su, Liangjun - A practical test for strict exogeneity in linear panel data models with fixed effects (RePEc:eee:ecolet:v:147:y:2016:i:c:p:27-31)
by Su, Liangjun & Zhang, Yonghui & Wei, Jie - A martingale-difference-divergence-based test for specification (RePEc:eee:ecolet:v:156:y:2017:i:c:p:162-167)
by Su, Liangjun & Zheng, Xin - The heterogeneous effects of the minimum wage on employment across states (RePEc:eee:ecolet:v:174:y:2019:i:c:p:179-185)
by Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun - Profile likelihood estimation of partially linear panel data models with fixed effects (RePEc:eee:ecolet:v:92:y:2006:i:1:p:75-81)
by Su, Liangjun & Ullah, Aman - A simple test for multivariate conditional symmetry (RePEc:eee:ecolet:v:93:y:2006:i:3:p:374-378)
by Su, Liangjun - More efficient estimation of nonparametric panel data models with random effects (RePEc:eee:ecolet:v:96:y:2007:i:3:p:375-380)
by Su, Liangjun & Ullah, Aman - A consistent characteristic function-based test for conditional independence (RePEc:eee:econom:v:141:y:2007:i:2:p:807-834)
by Su, Liangjun & White, Halbert - Local polynomial estimation of nonparametric simultaneous equations models (RePEc:eee:econom:v:144:y:2008:i:1:p:193-218)
by Su, Liangjun & Ullah, Aman - Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (RePEc:eee:econom:v:157:y:2010:i:1:p:18-33)
by Su, Liangjun & Jin, Sainan - Semiparametric GMM estimation of spatial autoregressive models (RePEc:eee:econom:v:167:y:2012:i:2:p:543-560)
by Su, Liangjun - Sieve estimation of panel data models with cross section dependence (RePEc:eee:econom:v:169:y:2012:i:1:p:34-47)
by Su, Liangjun & Jin, Sainan - Nonparametric dynamic panel data models: Kernel estimation and specification testing (RePEc:eee:econom:v:176:y:2013:i:2:p:112-133)
by Su, Liangjun & Lu, Xun - Testing conditional independence via empirical likelihood (RePEc:eee:econom:v:182:y:2014:i:1:p:27-44)
by Su, Liangjun & White, Halbert - Specification testing for transformation models with an application to generalized accelerated failure-time models (RePEc:eee:econom:v:184:y:2015:i:1:p:81-96)
by Lewbel, Arthur & Lu, Xun & Su, Liangjun - QML estimation of dynamic panel data models with spatial errors (RePEc:eee:econom:v:185:y:2015:i:1:p:230-258)
by Su, Liangjun & Yang, Zhenlin - Specification test for panel data models with interactive fixed effects (RePEc:eee:econom:v:186:y:2015:i:1:p:222-244)
by Su, Liangjun & Jin, Sainan & Zhang, Yonghui - Jackknife model averaging for quantile regressions (RePEc:eee:econom:v:188:y:2015:i:1:p:40-58)
by Lu, Xun & Su, Liangjun - Shrinkage estimation of dynamic panel data models with interactive fixed effects (RePEc:eee:econom:v:190:y:2016:i:1:p:148-175)
by Lu, Xun & Su, Liangjun - Sieve instrumental variable quantile regression estimation of functional coefficient models (RePEc:eee:econom:v:191:y:2016:i:1:p:231-254)
by Su, Liangjun & Hoshino, Tadao - Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (RePEc:eee:econom:v:191:y:2016:i:1:p:86-109)
by Qian, Junhui & Su, Liangjun - Testing for monotonicity in unobservables under unconfoundedness (RePEc:eee:econom:v:193:y:2016:i:1:p:183-202)
by Hoderlein, Stefan & Su, Liangjun & White, Halbert & Yang, Thomas Tao - On time-varying factor models: Estimation and testing (RePEc:eee:econom:v:198:y:2017:i:1:p:84-101)
by Su, Liangjun & Wang, Xia - Identifying latent grouped patterns in panel data models with interactive fixed effects (RePEc:eee:econom:v:206:y:2018:i:2:p:554-573)
by Su, Liangjun & Ju, Gaosheng - Estimation of large dimensional factor models with an unknown number of breaks (RePEc:eee:econom:v:207:y:2018:i:1:p:1-29)
by Ma, Shujie & Su, Liangjun - Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice (RePEc:eee:econom:v:212:y:2019:i:2:p:607-622)
by Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao - Non-separable models with high-dimensional data (RePEc:eee:econom:v:212:y:2019:i:2:p:646-677)
by Su, Liangjun & Ura, Takuya & Zhang, Yichong - Panel threshold regressions with latent group structures (RePEc:eee:econom:v:214:y:2020:i:2:p:451-481)
by Miao, Ke & Su, Liangjun & Wang, Wendun - Determining individual or time effects in panel data models (RePEc:eee:econom:v:215:y:2020:i:1:p:60-83)
by Lu, Xun & Su, Liangjun - Panel threshold models with interactive fixed effects (RePEc:eee:econom:v:219:y:2020:i:1:p:137-170)
by Miao, Ke & Li, Kunpeng & Su, Liangjun - Identifying latent group structures in nonlinear panels (RePEc:eee:econom:v:220:y:2021:i:2:p:272-295)
by Wang, Wuyi & Su, Liangjun - Nonstationary panel models with latent group structures and cross-section dependence (RePEc:eee:econom:v:221:y:2021:i:1:p:198-222)
by Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun - On factor models with random missing: EM estimation, inference, and cross validation (RePEc:eee:econom:v:222:y:2021:i:1:p:745-777)
by Jin, Sainan & Miao, Ke & Su, Liangjun - High-dimensional VARs with common factors (RePEc:eee:econom:v:233:y:2023:i:1:p:155-183)
by Miao, Ke & Phillips, Peter C.B. & Su, Liangjun - Identifying latent group structures in spatial dynamic panels (RePEc:eee:econom:v:235:y:2023:i:2:p:1955-1980)
by Su, Liangjun & Wang, Wuyi & Xu, Xingbai - Uniform inference in linear panel data models with two-dimensional heterogeneity (RePEc:eee:econom:v:235:y:2023:i:2:p:694-719)
by Lu, Xun & Su, Liangjun - Specification tests for time-varying coefficient models (RePEc:eee:econom:v:235:y:2023:i:2:p:720-744)
by Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia - Profile GMM estimation of panel data models with interactive fixed effects (RePEc:eee:econom:v:235:y:2023:i:2:p:927-948)
by Hong, Shengjie & Su, Liangjun & Jiang, Tao - Panel data models with time-varying latent group structures (RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319)
by Wang, Yiren & Phillips, Peter C.B. & Su, Liangjun - Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach (RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001076)
by Ke, Shuyao & Phillips, Peter C.B. & Su, Liangjun - Testing for parameter stability in quantile regression models (RePEc:eee:stapro:v:78:y:2008:i:16:p:2768-2775)
by Su, Liangjun & Xiao, Zhijie - Functional coefficient estimation with both categorical and continuous data (RePEc:eme:aecozz:s0731-9053(2009)0000025007)
by Liangjun Su & Ye Chen & Aman Ullah - Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression (RePEc:eme:aecozz:s0731-9053(2012)0000029018)
by Liangjun Su & Halbert L. White - A Selective Review of Aman Ullah’s Contributions to Econometrics (RePEc:eme:aecozz:s0731-905320160000036001)
by Bao Yong & Fan Yanqin & Su Liangjun & Zinde-Walsh Victoria - Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects (RePEc:eme:aecozz:s0731-905320160000036014)
by Liangjun Su & Yonghui Zhang - Additive Nonparametric Regression in the Presence of Endogenous Regressors (RePEc:iza:izadps:dp8144)
by Ozabaci, Deniz & Henderson, Daniel J. & Su, Liangjun - A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network (RePEc:kan:wpaper:202406)
by Zongwu Cai & Xiyuan Liu & Liangjun Su - M-Estimation of a Nonparametric Threshold Regression Model (RePEc:mia:wpaper:2017-15)
by Daniel J. Henderson & Christopher F. Parmeter & Liangjun Su - Interactive Effects Panel Data Models with General Factors and Regressors (RePEc:msh:ebswps:2021-23)
by Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang - The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics (RePEc:oxp:obooks:9780199857944)
by Racine, Jeffrey & Su, Liangjun & Ullah, Aman - Non-separable Models with High-dimensional Data (RePEc:ris:smuesw:2017_015)
by Su, Liangjun & Ura, Takuya & Zhang, Yichong - Strong Consistency of Spectral Clustering for Stochastic Block Models (RePEc:ris:smuesw:2017_016)
by Su, Liangjun & Wang, Wuyi & Zhang, Yichong - Identifying Latent Group Structures in Nonlinear Panels (RePEc:ris:smuesw:2017_019)
by Wang, Wuyi & Su, Liangjun - Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets (RePEc:ris:smuesw:2018_009)
by Ma, Shujie & Lan, Wei & Su, Liangjun & Tsai, Chih-Ling - Determination of Different Types of Fixed Effects in Three-Dimensional Panels (RePEc:ris:smuesw:2018_010)
by Lu, Xun & Miao, Ke & Su, Liangjun - The Heterogeneous Effects of the Minimum Wage on Employment Across States (RePEc:ris:smuesw:2018_011)
by Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun - Identifying Latent Grouped Patterns in Cointegrated Panels (RePEc:ris:smuesw:2019_003)
by Huang, Wenxin & Jin, Sainan & Su, Liangjun - On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation (RePEc:ris:smuesw:2019_004)
by Su, Liangjun & Miao, Ke & Jin, Sainan - Panel threshold regressions with latent group structures (RePEc:ris:smuesw:2019_013)
by Ke, Miao & Su, Liangjun & Wang, Wendun - Inference in partially identified panel data models with interactive fixed effects (RePEc:ris:smuesw:2019_014)
by Hong, Shengjie & Su, Liangjun & Wang, Yaqi - Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence (RePEc:ris:smuesw:2020_007)
by Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun - Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] (RePEc:ris:smuesw:2020_008)
by Su, Liangjun & Wang, Xia - Detecting Latent Communities in Network Formation Models (RePEc:ris:smuesw:2020_012)
by Ma, Shujie & Su, Liangjun & Zhang, Yichong - Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models (RePEc:siu:wpaper:01-2015)
by Su Liangjun & Tadao Hoshino - Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects (RePEc:siu:wpaper:02-2015)
by Xun Lu & Su Liangjun - Common Threshold in Quantile Regressions with an Application to Pricing for Reputation (RePEc:siu:wpaper:02-2016)
by Liangjun Su & Pai Xu & Heng Ju - Asymptotics and Bootstrap for Transformed Panel Data Regressions (RePEc:siu:wpaper:03-2009)
by Liangjun Su & Zhenlin Yang - Testing for Monotonicity in Unobservables under Unconfoundedness (RePEc:siu:wpaper:03-2016)
by Stefan Hoderlein & Liangjun Su & Halbert White & Thomas Tao Yang - Granger Causality and Structural Causality in Cross-Section and Panel Data (RePEc:siu:wpaper:04-2016)
by Xun Lu & Liangjun Su & Halbert White - Instrumental Variable Quantile Estimation of Spatial Autoregressive Models (RePEc:siu:wpaper:05-2007)
by Zhenlin Yang & Liangjun Su - Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks (RePEc:siu:wpaper:05-2016)
by Shujie Ma & Liangjun Su - Shrinkage Estimation of Regression Models with Multiple Structural Changes (RePEc:siu:wpaper:06-2014)
by Junhui Qian & Liangjun Su - Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects (RePEc:siu:wpaper:06-2015)
by Su Liangjun & Zhang Yonghui - Identifying Latent Structures in Panel Data (RePEc:siu:wpaper:07-2014)
by Liangjun Su & Zhentao Shi & Peter C. B. Phillips - Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso (RePEc:siu:wpaper:07-2015)
by Su Liangjun & Junhui Qian - Specification Test for Panel Data Models with Interactive Fixed Effects (RePEc:siu:wpaper:08-2014)
by Liangjun Su & Sainan Jin & Yonghui Zhang - On Time-Varying Factor Models: Estimation and Testing (RePEc:siu:wpaper:08-2015)
by Su Liangjun & Xia Wang - Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models (RePEc:siu:wpaper:09-2014)
by Sainan Jin & Liangjun Su & Yonghui Zhang - A Combined Approach to the Inference of Conditional Factor Models (RePEc:siu:wpaper:10-2014)
by Yan Li & Liangjun Su & Yuewu Xu - Specification Test for Spatial Autoregressive Models (RePEc:siu:wpaper:10-2015)
by Su Liangjun & Xi Qu - Jackknife Model Averaging for Quantile Regressions (RePEc:siu:wpaper:11-2014)
by Xun Lu & Liangjun Su - Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks (RePEc:siu:wpaper:12-2015)
by Degui Li & Junhui Qian & Su Liangjun - Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator (RePEc:spr:empeco:v:45:y:2013:i:2:p:1009-1024)
by Liangjun Su & Aman Ullah & Yun Wang - Nonparametric testing for anomaly effects in empirical asset pricing models (RePEc:spr:empeco:v:48:y:2015:i:1:p:9-36)
by Sainan Jin & Liangjun Su & Yonghui Zhang - Business output and business experience — Evidence from China's nongovernmental businesses (RePEc:taf:apeclt:v:14:y:2007:i:3:p:227-231)
by Liangjun Su - Forecasting the car penetration rate (CPR) in China: a nonparametric approach (RePEc:taf:applec:v:39:y:2007:i:17:p:2189-2195)
by Sainan Jin & Liangjun Su - A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (RePEc:taf:emetrv:v:32:y:2013:i:4:p:469-512)
by Sainan Jin & Liangjun Su - Robustify Financial Time Series Forecasting with Bagging (RePEc:taf:emetrv:v:33:y:2014:i:5-6:p:575-605)
by Sainan Jin & Liangjun Su & Aman Ullah - Testing Additive Separability of Error Term in Nonparametric Structural Models (RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1057-1088)
by Liangjun Su & Yundong Tu & Aman Ullah - Asymptotics and bootstrap for random-effects panel data transformation models (RePEc:taf:emetrv:v:37:y:2018:i:6:p:602-625)
by Liangjun Su & Zhenlin Yang - Common threshold in quantile regressions with an application to pricing for reputation (RePEc:taf:emetrv:v:38:y:2019:i:4:p:417-450)
by Liangjun Su & Pai Xu - Determination of different types of fixed effects in three-dimensional panels (RePEc:taf:emetrv:v:40:y:2021:i:9:p:867-898)
by Xun Lu & Ke Miao & Liangjun Su - A one-covariate-at-a-time multiple testing approach to variable selection in additive models (RePEc:taf:emetrv:v:43:y:2024:i:9:p:671-712)
by Liangjun Su & Thomas Tao Yang & Yonghui Zhang & Qiankun Zhou - Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks (RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1804-1819)
by Degui Li & Junhui Qian & Liangjun Su - Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model (RePEc:taf:jnlbes:v:29:y:2011:i:1:p:109-125)
by Xiangdong Long & Liangjun Su & Aman Ullah - Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling (RePEc:taf:jnlbes:v:31:y:2013:i:2:p:184-207)
by Liangjun Su & Irina Murtazashvili & Aman Ullah - Nonparametric Testing for Asymmetric Information (RePEc:taf:jnlbes:v:31:y:2013:i:2:p:208-225)
by Liangjun Su & Martin Spindler - Additive Nonparametric Regression in the Presence of Endogenous Regressors (RePEc:taf:jnlbes:v:32:y:2014:i:4:p:555-575)
by Deniz Ozabaci & Daniel J. Henderson & Liangjun Su - A Combined Approach to the Inference of Conditional Factor Models (RePEc:taf:jnlbes:v:33:y:2015:i:2:p:203-220)
by Yan Li & Liangjun Su & Yuewu Xu - Specification Test for Spatial Autoregressive Models (RePEc:taf:jnlbes:v:35:y:2017:i:4:p:572-584)
by Liangjun Su & Xi Qu - Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (RePEc:taf:jnlbes:v:37:y:2019:i:2:p:334-349)
by Liangjun Su & Xia Wang & Sainan Jin - Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets (RePEc:taf:jnlbes:v:38:y:2020:i:1:p:214-227)
by Shujie Ma & Wei Lan & Liangjun Su & Chih-Ling Tsai - Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso (RePEc:taf:jnlbes:v:41:y:2023:i:2:p:509-522)
by Wenxin Huang & Liangjun Su & Yuan Zhuang - Estimation and Inference on Time-Varying FAVAR Models (RePEc:taf:jnlbes:v:42:y:2024:i:2:p:533-547)
by Zhonghao Fu & Liangjun Su & Xia Wang - Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects (RePEc:taf:jnlbes:v:42:y:2024:i:4:p:1169-1184)
by Yiqiu Cao & Sainan Jin & Xun Lu & Liangjun Su - Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications (RePEc:ucr:wpaper:200908)
by Xiangdong Long & Liangjun Su & Aman Ullah - Functional Coefficient Estimation with Both Categorical and Continuous Data (RePEc:ucr:wpaper:200909)
by Ye Chen & Liangjun Su & Aman Ullah - Identifying Latent Structures in Panel Data (RePEc:wly:emetrp:v:84:y:2016:i::p:2215-2264)
by Liangjun Su & Zhentao Shi & Peter C. B. Phillips - Testing for common trends in semi‐parametric panel data models with fixed effects (RePEc:wly:emjrnl:v:15:y:2012:i:1:p:56-100)
by Yonghui Zhang & Liangjun Su & Peter C. B. Phillips - Homogeneity pursuit in panel data models: Theory and application (RePEc:wly:japmet:v:33:y:2018:i:6:p:797-815)
by Wuyi Wang & Peter C. B. Phillips & Liangjun Su - Determining the number of groups in latent panel structures with an application to income and democracy (RePEc:wly:quante:v:8:y:2017:i:3:p:729-760)
by Xun Lu & Liangjun Su