フォロー
Liangjun Su
Liangjun Su
C.V. Starr Chair Professor of Economics, School of Economics and Management, Tsinghua University
確認したメール アドレス: sem.tsinghua.edu.cn - ホームページ
タイトル
引用先
引用先
Identifying latent structures in panel data
L Su, Z Shi, PCB Phillips
Econometrica 84 (6), 2215-2264, 2016
3152016
A nonparametric Hellinger metric test for conditional independence
L Su, H White
Econometric Theory 24 (4), 829-864, 2008
2332008
A consistent characteristic function-based test for conditional independence
L Su, H White
Journal of Econometrics 141 (2), 807-834, 2007
1912007
QML estimation of dynamic panel data models with spatial errors
L Su, Z Yang
Journal of Econometrics 185 (1), 230-258, 2015
1712015
On time-varying factor models: estimation and testing
L Su, X Wang
Journal of Econometrics 198 (1), 84-101, 2017
1532017
Profile likelihood estimation of partially linear panel data models with fixed effects
L Su, A Ullah
Economics Letters 92 (1), 75-81, 2006
1492006
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
L Su, S Jin
Journal of Econometrics 157 (1), 18-33, 2010
1472010
Testing homogeneity in panel data models with interactive fixed effects
L Su, Q Chen
Econometric Theory 29 (6), 1079-1135, 2013
1322013
Semiparametric GMM estimation of spatial autoregressive models
L Su
Journal of Econometrics 167 (2), 543-560, 2012
1302012
Local polynomial estimation of nonparametric simultaneous equations models
L Su, A Ullah
Journal of Econometrics 144 (1), 193-218, 2008
1232008
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
1172016
Jackknife model averaging for quantile regressions
X Lu, L Su
Journal of Econometrics 188 (1), 40-58, 2015
1102015
Sieve estimation of panel data models with cross section dependence
L Su, S Jin
Journal of Econometrics 169 (1), 34-47, 2012
1092012
Testing conditional independence via empirical likelihood
L Su, H White
Journal of Econometrics 182 (1), 27-44, 2014
1082014
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
1042016
Shrinkage estimation of dynamic panel data models with interactive fixed effects
X Lu, L Su
Journal of Econometrics 190 (1), 148-175, 2016
1022016
Instrumental variable quantile estimation of spatial autoregressive models
L Su, Z Yang
942011
Sieve estimation of time-varying panel data models with latent structures
L Su, X Wang, S Jin
Journal of Business & Economic Statistics 37 (2), 334-349, 2019
812019
Identifying latent grouped patterns in panel data models with interactive fixed effects
L Su, G Ju
Journal of Econometrics 206 (2), 554-573, 2018
772018
Shrinkage estimation of regression models with multiple structural changes
J Qian, L Su
Econometric Theory 32 (6), 1376-1433, 2016
752016
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