Liangjun Su
Liangjun Su
Professor of Economics, Singapore Management University
Verified email at smu.edu.sg - Homepage
TitleCited byYear
A nonparametric Hellinger metric test for conditional independence
L Su, H White
Econometric Theory 24 (4), 829-864, 2008
1582008
A consistent characteristic function-based test for conditional independence
L Su, H White
Journal of Econometrics 141 (2), 807-834, 2007
1212007
Profile likelihood estimation of partially linear panel data models with fixed effects
L Su, A Ullah
Economics Letters 92 (1), 75-81, 2006
1202006
QML estimation of dynamic panel data models with spatial errors
L Su, Z Yang
Journal of Econometrics 185 (1), 230-258, 2015
1042015
Identifying latent structures in panel data
L Su, Z Shi, PCB Phillips
Econometrica 84 (6), 2215-2264, 2016
1022016
Local polynomial estimation of nonparametric simultaneous equations models
L Su, A Ullah
Journal of Econometrics 144 (1), 193-218, 2008
812008
Sieve estimation of panel data models with cross section dependence
L Su, S Jin
Journal of Econometrics 169 (1), 34-47, 2012
712012
Testing conditional independence via empirical likelihood
L Su, H White
Journal of Econometrics 182 (1), 27-44, 2014
682014
Semiparametric GMM estimation of spatial autoregressive models
L Su
Journal of Econometrics 167 (2), 543-560, 2012
672012
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
L Su, S Jin
Journal of Econometrics 157 (1), 18-33, 2010
672010
Testing homogeneity in panel data models with interactive fixed effects
L Su, Q Chen
Econometric Theory 29 (6), 1079-1135, 2013
622013
Nonparametric and semiparametric panel econometric models: estimation and testing
L Su, A Ullah
Handbook of empirical economics and finance, 455-497, 2011
592011
Estimation and forecasting of dynamic conditional covariance: A semiparametric multivariate model
X Long, L Su, A Ullah
Journal of Business & Economic Statistics 29 (1), 109-125, 2011
522011
Shrinkage estimation of dynamic panel data models with interactive fixed effects
X Lu, L Su
Journal of Econometrics 190 (1), 148-175, 2016
512016
Nonparametric dynamic panel data models: kernel estimation and specification testing
L Su, X Lu
Journal of Econometrics 176 (2), 112-133, 2013
502013
Shrinkage estimation of common breaks in panel data models via adaptive group fused lasso
J Qian, L Su
Journal of Econometrics 191 (1), 86-109, 2016
452016
Instrumental variable quantile estimation of spatial autoregressive models
L Su, Z Yang
402007
More efficient estimation of nonparametric panel data models with random effects
L Su, A Ullah
Economics Letters 96 (3), 375-380, 2007
392007
Jackknife model averaging for quantile regressions
X Lu, L Su
Journal of Econometrics 188 (1), 40-58, 2015
382015
Panel data models with interactive fixed effects and multiple structural breaks
D Li, J Qian, L Su
Journal of the American Statistical Association 111 (516), 1804-1819, 2016
362016
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