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Liangjun Su, Ph.D. - Publications

Affiliations: 
2004 University of California, San Diego, La Jolla, CA 
Area:
General Economics
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70 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Ma S, Lan W, Su L, Tsai C. Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets Journal of Business & Economic Statistics. 38: 214-227. DOI: 10.1080/07350015.2018.1482758  0.342
2020 Su L, Wang X. Testing For Structural Changes In Factor Models Via A Nonparametric Regression Econometric Theory. 1-32. DOI: 10.1017/S0266466619000446  0.421
2020 Huang W, Jin S, Su L. Identifying Latent Grouped Patterns in Cointegrated Panels Econometric Theory. 36: 410-456. DOI: 10.1017/S0266466619000197  0.449
2020 Jin S, Miao K, Su L. On factor models with random missing: EM estimation, inference, and cross validation Journal of Econometrics. 1. DOI: 10.1016/J.Jeconom.2020.08.002  0.453
2020 Miao K, Li K, Su L. Panel threshold models with interactive fixed effects Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.05.018  0.53
2020 Huang W, Jin S, Phillips PCB, Su L. Nonstationary panel models with latent group structures and cross-section dependence Journal of Econometrics. 1. DOI: 10.1016/J.Jeconom.2020.05.003  0.499
2020 Wang W, Su L. Identifying latent group structures in nonlinear panels Journal of Econometrics. 1. DOI: 10.1016/J.Jeconom.2020.04.003  0.415
2020 Lu X, Su L. Determining individual or time effects in panel data models Journal of Econometrics. 215: 60-83. DOI: 10.1016/J.Jeconom.2019.07.008  0.388
2020 Miao K, Su L, Wang W. Panel threshold regressions with latent group structures Journal of Econometrics. 214: 451-481. DOI: 10.1016/J.Jeconom.2019.07.006  0.501
2019 Su L, Xu P, Ju H. Common threshold in quantile regressions with an application to pricing for reputation Econometric Reviews. 38: 1-37. DOI: 10.1080/07474938.2017.1318469  0.458
2019 Su L, Ura T, Zhang Y. Non-separable models with high-dimensional data Journal of Econometrics. 212: 646-677. DOI: 10.1016/J.Jeconom.2019.06.004  0.477
2019 Feng G, Peng B, Su L, Yang TT. Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice Journal of Econometrics. 212: 607-622. DOI: 10.1016/J.Jeconom.2019.05.018  0.378
2019 Wang W, Phillips PCB, Su L. The heterogeneous effects of the minimum wage on employment across states Economics Letters. 174: 179-185. DOI: 10.1016/J.Econlet.2018.11.002  0.342
2018 Ma S, Su L. Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks Journal of Econometrics. 207: 1-29. DOI: 10.1016/J.Jeconom.2018.06.019  0.435
2018 Su L, Ju G. Identifying latent grouped patterns in panel data models with interactive fixed effects Journal of Econometrics. 206: 554-573. DOI: 10.1016/J.Jeconom.2018.06.014  0.427
2018 Wang W, Phillips PCB, Su L. Homogeneity Pursuit in Panel Data Models: Theory and Applications Journal of Applied Econometrics. 33: 797-815. DOI: 10.1002/Jae.2632  0.446
2017 Lu X, Su L. Determining the number of groups in latent panel structures with an application to income and democracy Quantitative Economics. 8: 729-760. DOI: 10.3982/Qe517  0.451
2017 Su L, Wang X, Jin S. Sieve Estimation of Time-Varying Panel Data Models With Latent Structures Journal of Business & Economic Statistics. 37: 334-349. DOI: 10.1080/07350015.2017.1340299  0.403
2017 Su L, Qu X. Specification Test for Spatial Autoregressive Models Journal of Business & Economic Statistics. 35: 572-584. DOI: 10.1080/07350015.2015.1102734  0.496
2017 Su L, Wang X. On time-varying factor models: Estimation and testing Journal of Econometrics. 198: 84-101. DOI: 10.1016/J.Jeconom.2016.12.004  0.45
2017 Su L, Zheng X. A martingale-difference-divergence-based test for specification Economics Letters. 156: 162-167. DOI: 10.1016/J.Econlet.2017.05.002  0.507
2016 Su L, Shi Z, Phillips PCB. Identifying Latent Structures in Panel Data Econometrica. 84: 2215-2264. DOI: 10.3982/Ecta12560  0.454
2016 Su L, Yang Z. Asymptotics and bootstrap for random-effects panel data transformation models Econometric Reviews. 1-24. DOI: 10.1080/07474938.2015.1122235  0.475
2016 Li D, Qian J, Su L. Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks Journal of the American Statistical Association. 111: 1804-1819. DOI: 10.1080/01621459.2015.1119696  0.501
2016 Lu X, Su L, White H. GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA Econometric Theory. 1-29. DOI: 10.1017/S0266466616000086  0.567
2016 Hoderlein S, Su L, White H, Yang TT. Testing for monotonicity in unobservables under unconfoundedness Journal of Econometrics. 193: 183-202. DOI: 10.1016/J.Jeconom.2016.02.015  0.673
2016 Su L, Hoshino T. Sieve instrumental variable quantile regression estimation of functional coefficient models Journal of Econometrics. 191: 231-254. DOI: 10.1016/J.Jeconom.2015.10.006  0.503
2016 Lu X, Su L. Shrinkage estimation of dynamic panel data models with interactive fixed effects Journal of Econometrics. 190: 148-175. DOI: 10.1016/J.Jeconom.2015.09.005  0.418
2016 Qian J, Su L. Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso Journal of Econometrics. 191: 86-109. DOI: 10.1016/J.Jeconom.2015.09.004  0.507
2016 Su L, Zhang Y, Wei J. A practical test for strict exogeneity in linear panel data models with fixed effects Economics Letters. 147: 27-31. DOI: 10.1016/J.Econlet.2016.08.012  0.499
2015 Su L, Tu Y, Ullah A. Testing Additive Separability of Error Term in Nonparametric Structural Models Econometric Reviews. 34: 1057-1088. DOI: 10.1080/07474938.2014.956621  0.452
2015 Li Y, Su L, Xu Y. A Combined Approach to the Inference of Conditional Factor Models Journal of Business & Economic Statistics. 33: 203-220. DOI: 10.1080/07350015.2014.940082  0.509
2015 Qian J, Su L. SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES Econometric Theory. DOI: 10.1017/S0266466615000237  0.496
2015 Jin S, Su L, Xiao Z. Adaptive Nonparametric Regression With Conditional Heteroskedasticity Econometric Theory. 31: 1153-1191. DOI: 10.1017/S0266466614000450  0.46
2015 Lu X, Su L. Jackknife model averaging for quantile regressions Journal of Econometrics. 188: 40-58. DOI: 10.1016/J.Jeconom.2014.11.005  0.451
2015 Su L, Yang Z. QML estimation of dynamic panel data models with spatial errors Journal of Econometrics. 185: 230-258. DOI: 10.1016/J.Jeconom.2014.11.002  0.468
2015 Lewbel A, Lu X, Su L. Specification testing for transformation models with an application to generalized accelerated failure-time models Journal of Econometrics. 184: 81-96. DOI: 10.1016/J.Jeconom.2014.09.008  0.462
2015 Su L, Jin S, Zhang Y. Specification Test for Panel Data Models with Interactive Fixed Effects Journal of Econometrics. 186: 222-244. DOI: 10.1016/J.Jeconom.2014.06.018  0.545
2015 Jin S, Su L, Zhang Y. Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models Empirical Economics. 48: 9-36. DOI: 10.1007/S00181-014-0846-2  0.423
2014 Racine JS, Su L, Ullah A. The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics Oup Catalogue. DOI: 10.1093/Oxfordhb/9780199857944.001.0001  0.476
2014 Jin S, Su L, Ullah A. Robustify Financial Time Series Forecasting with Bagging Econometric Reviews. 33: 575-605. DOI: 10.1080/07474938.2013.825142  0.358
2014 Ozabaci D, Henderson DJ, Su L. Additive Nonparametric Regression in the Presence of Endogenous Regressors Journal of Business and Economic Statistics. 32: 555-575. DOI: 10.1080/07350015.2014.917590  0.4
2014 Su L, White H. Testing conditional independence via empirical likelihood Journal of Econometrics. 182: 27-44. DOI: 10.1016/J.Jeconom.2014.04.006  0.647
2014 Qian J, Su L. Structural change estimation in time series regressions with endogenous variables Economics Letters. 125: 415-421. DOI: 10.1016/J.Econlet.2014.10.021  0.474
2013 Jin S, Su L. A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence Econometric Reviews. 32: 469-512. DOI: 10.1080/07474938.2012.690669  0.55
2013 Su L, Spindler M. Nonparametric Testing for Asymmetric Information Journal of Business & Economic Statistics. 31: 208-225. DOI: 10.1080/07350015.2012.755127  0.398
2013 Su L, Murtazashvili I, Ullah A. Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling Journal of Business and Economic Statistics. 31: 184-207. DOI: 10.1080/07350015.2012.754314  0.498
2013 Su L, Chen Q. Testing Homogeneity In Panel Data Models With Interactive Fixed Effects Econometric Theory. 29: 1079-1135. DOI: 10.1017/S0266466613000017  0.528
2013 Su L, Ullah A. A Nonparametric Goodness-Of-Fit-Based Test For Conditional Heteroskedasticity Econometric Theory. 29: 187-212. DOI: 10.1017/S0266466612000278  0.492
2013 Su L, Lu X. Nonparametric dynamic panel data models: Kernel estimation and specification testing Journal of Econometrics. 176: 112-133. DOI: 10.1016/J.Jeconom.2013.04.020  0.557
2013 Su L, Ullah A, Wang Y. Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator Empirical Economics. 45: 1009-1024. DOI: 10.1007/S00181-012-0641-X  0.448
2012 Zhang Y, Su L, Phillips PCB. Testing for common trends in semi-parametric panel data models with fixed effects Econometrics Journal. 15: 56-100. DOI: 10.1111/J.1368-423X.2011.00361.X  0.541
2012 Su L, Jin S. Sieve estimation of panel data models with cross section dependence Journal of Econometrics. 169: 34-47. DOI: 10.1016/J.Jeconom.2012.01.006  0.491
2012 Su L. Semiparametric GMM estimation of spatial autoregressive models Journal of Econometrics. 167: 543-560. DOI: 10.1016/J.Jeconom.2011.09.034  0.468
2011 Long X, Su L, Ullah A. Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Journal of Business & Economic Statistics. 29: 109-125. DOI: 10.1198/Jbes.2009.07057  0.502
2011 Phillips PCB, Su L. Non-parametric regression under location shifts Econometrics Journal. 14: 457-486. DOI: 10.1111/J.1368-423X.2011.00344.X  0.462
2010 Mishra S, Su L, Ullah A. Semiparametric Estimator of Time Series Conditional Variance Journal of Business & Economic Statistics. 28: 256-274. DOI: 10.1198/Jbes.2009.08118  0.46
2010 Su L, White H. TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS Econometric Theory. 26: 1761-1806. DOI: 10.1017/S0266466609990788  0.652
2010 Su L, Jin S. Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models Journal of Econometrics. 157: 18-33. DOI: 10.1016/J.Jeconom.2009.10.033  0.451
2009 Su L, Ullah A. Testing Conditional Uncorrelatedness Journal of Business & Economic Statistics. 27: 18-29. DOI: 10.1198/Jbes.2009.0002  0.504
2008 Su L, Xiao Z. Testing structural change in time-series nonparametric regression models Statistics and Its Interface. 1: 347-366. DOI: 10.4310/Sii.2008.V1.N2.A12  0.507
2008 Su L, White H. A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE Econometric Theory. 24: 829-864. DOI: 10.1017/S0266466608080341  0.619
2008 Su L, Xiao Z. Testing for parameter stability in quantile regression models Statistics & Probability Letters. 78: 2768-2775. DOI: 10.1016/J.Spl.2008.03.018  0.534
2008 Su L, Ullah A. Local polynomial estimation of nonparametric simultaneous equations models Journal of Econometrics. 144: 193-218. DOI: 10.1016/J.Jeconom.2008.01.002  0.464
2007 Jin S, Su L. Forecasting the car penetration rate (CPR) in China: a nonparametric approach Applied Economics. 39: 2189-2195. DOI: 10.1080/00036840600749631  0.301
2007 Su L, White H. A consistent characteristic function-based test for conditional independence Journal of Econometrics. 141: 807-834. DOI: 10.1016/J.Jeconom.2006.11.006  0.637
2007 Su L, Ullah A. More efficient estimation of nonparametric panel data models with random effects Economics Letters. 96: 375-380. DOI: 10.1016/J.Econlet.2007.02.018  0.46
2006 Su L. A simple test for multivariate conditional symmetry Economics Letters. 93: 374-378. DOI: 10.1016/J.Econlet.2006.06.013  0.438
2006 Su L, Ullah A. Profile likelihood estimation of partially linear panel data models with fixed effects Economics Letters. 92: 75-81. DOI: 10.1016/J.Econlet.2006.01.019  0.484
2005 Su L, Ullah A. MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS Econometric Theory. 22. DOI: 10.1017/S026646660606004X  0.469
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