Liangjun Su : Citation Profile

Are you Liangjun Su?

Tsinghua University

21

H index

43

i10 index

1401

Citations

RESEARCH PRODUCTION:

79

Articles

58

Papers

1

Books

4

Chapters

RESEARCH ACTIVITY:

   20 years (2003 - 2023). See details.
   Cites by year: 70
   Journals where Liangjun Su has often published
   Relations with other researchers
   Recent citing documents: 133.    Total self citations: 56 (3.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psu241
   Updated: 2024-01-16    RAS profile: 2023-08-08    
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Relations with other researchers

Works with:

Phillips, Peter (8)

Jin, Sainan (4)

Westerlund, Joakim (2)

Peng, Bin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Liangjun Su.

Is cited by:

GAO, Jiti (67)

Okui, Ryo (34)

Ullah, Aman (23)

Bai, Jushan (20)

Sun, Yiguo (19)

LINTON, OLIVER (18)

Sarafidis, Vasilis (18)

Baltagi, Badi (16)

Peng, Bin (16)

Henderson, Daniel (16)

Phillips, Peter (15)

Cites to:

Bai, Jushan (90)

Pesaran, Mohammad (65)

Phillips, Peter (64)

Newey, Whitney (47)

Li, Qi (43)

Chernozhukov, Victor (43)

LINTON, OLIVER (42)

Ng, Serena (38)

Jin, Sainan (35)

Moon, Hyungsik (35)

Hansen, Bruce (34)

Main data

Where Liangjun Su has published?

Journals with more than one article published# docs
Journal of Econometrics31
Journal of Business & Economic Statistics9
Econometric Theory9
Economics Letters7
Econometric Reviews6
Journal of Business & Economic Statistics3
Empirical Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Singapore Management University, School of Economics19
Economics and Statistics Working Papers / Singapore Management University, School of Economics13
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University8
Papers / arXiv.org6
Boston College Working Papers in Economics / Boston College Department of Economics3
Working Papers / University of California at Riverside, Department of Economics2
Development Economics Working Papers / East Asian Bureau of Economic Research2
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego2

Recent works citing Liangjun Su (2024 and 2023)

YearTitle of citing document
2023Identity, Communication, and Conflict: An Experiment. (2023). Bhaumik, Sumon ; Fromell, Hanna ; Dimova, Ralitza ; Chowdhury, Subhasish M. In: Economics Working Papers. RePEc:aah:aarhec:2023-02.

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2023EU Decarbonisation: Do EU Electricity Costs Harm Export Competitiveness?. (2023). Pestova, Viktoria ; Steinhauser, Dusan ; Zabojnik, Stanislav. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:63:p:522.

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2023.

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2023Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332.

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2023Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987.

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2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

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2023Inference for Low-Rank Models. (2021). Zhu, Yinchu ; Liao, Yuan ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2107.02602.

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2023Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2023A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

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2023Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2022). Vella, Francis ; Fernandez-Val, Ivan ; Liao, Yuan ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2202.04154.

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2023Finitely Heterogeneous Treatment Effect in Event-study. (2022). Shin, Myungkou. In: Papers. RePEc:arx:papers:2204.02346.

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2023A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2023Detecting Grouped Local Average Treatment Effects and Selecting True Instruments. (2022). Langen, Henrika ; Huber, Martin ; Groh, Rebecca ; Farbmacher, Helmut ; Apfel, Nicolas. In: Papers. RePEc:arx:papers:2207.04481.

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2023Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data. (2022). Kasahara, Hiroyuki ; Hao, YU. In: Papers. RePEc:arx:papers:2210.02824.

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2023Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027.

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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707.

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2023Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714.

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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2023Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap. (2023). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2301.05703.

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2023Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables. (2023). Zhu, KE ; Su, Bing. In: Papers. RePEc:arx:papers:2301.06658.

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2023Approximate Functional Differencing. (2023). Weidner, Martin ; Dhaene, Geert. In: Papers. RePEc:arx:papers:2301.13736.

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2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2023Estimating Time-Varying Networks for High-Dimensional Time Series. (2023). Linton, Oliver ; Chen, Jia. In: Papers. RePEc:arx:papers:2302.02476.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218.

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2023Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications. (2023). Shi, Shuping ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2303.13406.

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2023Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2023Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation. (2023). Liao, Yuan ; Kwon, Hyukjun ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2307.16370.

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2023Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models. (2023). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2308.02364.

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2023Target PCA: Transfer Learning Large Dimensional Panel Data. (2023). Xiong, Ruoxuan ; Pelger, Markus ; Duan, Junting. In: Papers. RePEc:arx:papers:2308.15627.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Optimal Estimation under a Semiparametric Density Ratio Model. (2023). Chen, Jiahua ; Zhang, Archer Gong. In: Papers. RePEc:arx:papers:2309.09103.

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2023Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2310.01950.

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2023Uniform Inference for Nonlinear Endogenous Treatment Effects with High-Dimensional Covariates. (2023). Zhang, Cun-Hui ; Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2310.08063.

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2023A Semiparametric Instrumented Difference-in-Differences Approach to Policy Learning. (2023). Cui, Yifan ; Zhao, Pan. In: Papers. RePEc:arx:papers:2310.09545.

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2023Unobserved Grouped Heteroskedasticity and Fixed Effects. (2023). Rivero, Jorge A. In: Papers. RePEc:arx:papers:2310.14068.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Optimal Categorical Instrumental Variables. (2023). Wiemann, Thomas. In: Papers. RePEc:arx:papers:2311.17021.

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2023Tests for Many Treatment Effects in Regression Discontinuity Panel Data Models. (2023). Keilbar, Georg ; Chen, Likai ; Wang, Weining ; Su, Liangjun. In: Papers. RePEc:arx:papers:2312.01162.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: Discussion Papers. RePEc:bir:birmec:23-02.

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2023Jackknife model averaging for high?dimensional quantile regression. (2023). Zou, Guohua ; You, Kang ; Zhang, Xinyu ; Wang, Miaomiao. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:1:p:178-189.

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2023.

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2023Variable Screening and Model Averaging for Expectile Regressions. (2023). Wang, Siwei ; Tu, Yundong. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:574-598.

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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps99.

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2023Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change. (2023). Chaturvedi, Anoop ; Lacroix, Guy ; Bresson, Georges ; Baltagi, Badi H. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-01.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023The Relationship between Energy Consumption, Carbon Emissions and Economic Growth in ASEAN-5 Countries. (2023). Suleimenovna, Saubetova Bibigul ; Zhanargul, Taskinbaikyzy ; Igilikovna, Omarova Aizhan ; Abubakirova, Aktolkin ; Lyazzat, Kudabayeva. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-29.

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2023Grouped spatial autoregressive model. (2023). Zhang, BO ; Jing, Bingyi ; Hu, Wei ; Huang, Danyang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001815.

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2023Change-point testing for parallel data sets with FDR control. (2023). Wang, Zhaojun ; Zou, Changliang ; Cui, Junfeng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000166.

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2023GMM estimation of partially linear additive spatial autoregressive model. (2023). Chen, Jianbao ; Cheng, Suli. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000233.

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2023Imputed quantile tensor regression for near-sited spatial-temporal data. (2023). Tian, Maozai ; Hardle, Wolfgang Karl ; Liang, Jinwen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000245.

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2023Online missing value imputation for high-dimensional mixed-type data via generalized factor models. (2023). Zhou, Ling ; Luo, Lan ; Liu, Wei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001330.

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2023Liquid milk: Savings, insurance and side-selling in cooperatives. (2023). Kramer, Berber ; Janssens, Wendy ; Geng, Xin. In: Journal of Development Economics. RePEc:eee:deveco:v:165:y:2023:i:c:s0304387823000974.

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2023Do subsidies matter in productivity and profitability changes?. (2023). Lien, Gudbrand ; Kumbhakar, Subal C. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000767.

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2023A consistent nonparametric test for the structure change in quantile regression. (2023). Liu, Weiqiang. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001866.

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2023A bi-integrative analysis of two-dimensional heterogeneous panel data models. (2023). Yan, Xiaodong ; Ren, Yanyan ; Xiao, Zhijie ; Wang, Wei. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002690.

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2023Sparse spatio-temporal autoregressions by profiling and bagging. (2023). Wang, Hansheng ; Guo, Shaojun ; Ma, Yingying. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:132-147.

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2023A spatial panel quantile model with unobserved heterogeneity. (2023). Lu, Lina ; Li, Kunpeng ; Ando, Tomohiro. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:191-213.

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2023Estimation of spatial sample selection models: A partial maximum likelihood approach. (2023). Iek, Pavel ; Rabovi, Renata. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:214-243.

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2023Nonparametric comparison of epidemic time trends: The case of COVID-19. (2023). Vogt, Michael ; Khismatullina, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:87-108.

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2023Multi-dimensional latent group structures with heterogeneous distributions. (2023). Wang, Wendun ; Chen, Heng ; Leng, Xuan. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:1-21.

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2023Factor-based imputation of missing values and covariances in panel data of large dimensions. (2023). Bai, Jushan ; Ng, Serena ; Cahan, Ercument. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:113-131.

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2023Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154.

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2023Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:209-236.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2023Identifying latent factors based on high-frequency data. (2023). Zhang, Chuanhai ; Xu, Wen ; Sun, Yucheng. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:251-270.

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2023Large dimensional latent factor modeling with missing observations and applications to causal inference. (2023). Pelger, Markus ; Xiong, Ruoxuan. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:271-301.

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2023Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331.

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2023Estimation of panel group structure models with structural breaks in group memberships and coefficients. (2023). Okui, Ryo ; Wang, Wendun ; Lumsdaine, Robin L. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:45-65.

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2023Shrinkage estimation of network spillovers with factor structured errors. (2023). Martellosio, Federico ; Higgins, Ayden. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:66-87.

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2023Estimation and inference for policy relevant treatment effects. (2023). Sasaki, Yuya ; Ura, Takuya. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:394-450.

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2023Model averaging prediction by K-fold cross-validation. (2023). Liu, Chu-An ; Zhang, Xinyu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:280-301.

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2023Semiparametric partially linear varying coefficient modal regression. (2023). Wang, Tao ; Yao, Weixin ; Ullah, Aman. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1001-1026.

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2023Community network auto-regression for high-dimensional time series. (2023). Zhu, Xuening ; Fan, Jianqing ; Chen, Elynn Y. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1239-1256.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023Estimation and identification of latent group structures in panel data. (2023). Mehrabani, Ali. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1464-1482.

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2023Binary response models for heterogeneous panel data with interactive fixed effects. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Liu, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1654-1679.

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2023Wild bootstrap inference for penalized quantile regression for longitudinal data. (2023). Parker, Thomas ; Lamarche, Carlos. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1799-1826.

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2023Shrinkage estimation of multiple threshold factor models. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1876-1892.

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2023Social threshold regression. (2023). Sun, Yiguo ; Kourtellos, Andros ; Konstantinidi, Antri. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2057-2081.

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2023Threshold regression with nonparametric sample splitting. (2023). Lee, Yoonseok ; Wang, Yulong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:816-842.

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2023Identification and inference of network formation games with misclassified links. (2023). Ura, Takuya ; Candelaria, Luis E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:862-891.

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2023The GMM estimation of semiparametric spatial stochastic frontier models. (2023). Kumbhakar, Subal C ; Zhao, Shunan ; Hou, Zhezhi. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1450-1464.

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2023A two-stage credit scoring model based on random forest: Evidence from Chinese small firms. (2023). Ballester, Laura ; Shen, Long ; Zhou, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002715.

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2023Complete subset averaging methods in corporate bond return prediction. (2023). Jia, Zhimin ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001010.

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2023Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection. (2023). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:144-169.

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2023Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220.

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2023Price comovement and market segmentation of Chinese A- and H-shares: Evidence from a panel latent-factor model. (2023). Tse, Yiu-Kuen ; Huang, Wenxin ; Dong, Yingjie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001978.

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2023Conditional independence testing via weighted partial copulas. (2023). Portier, Franois ; Elgui, Kevin ; Bianchi, Pascal. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22001117.

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2023Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space. (2023). Tony, Hon Keung ; Gao, Wei ; Zhang, Wei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x2200135x.

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2023Robust projected principal component analysis for large-dimensional semiparametric factor modeling. (2023). Ling, Nengxiang ; Yang, Shuquan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000015.

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2023Stock market volatility prediction: Evidence from a new bagging model. (2023). Huang, Dengshi ; Xu, Weiju ; Bu, Jinfeng ; Luo, Qin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:445-456.

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2023New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392.

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2023Shrinkage estimation of semi-parametric spatial autoregressive panel data model with fixed effects. (2023). Zhuang, Xiaoyang ; Liu, YU. In: Statistics & Probability Letters. RePEc:eee:stapro:v:194:y:2023:i:c:s0167715222002590.

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2023Rethinking social change: Does the permanent and transitory effects of electricity and solid fuel use predict health outcome in Africa?. (2023). Shobande, Olatunji A. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522006904.

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2023An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia. (2023). Hensher, David A ; Zeng, Jingjing ; Li, Zheng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:169:y:2023:i:c:s0965856423000149.

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More than 100 citations found, this list is not complete...

Works by Liangjun Su:

YearTitleTypeCited
2021Detecting Latent Communities in Network Formation Models In: Papers.
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2020Detecting Latent Communities in Network Formation Models.(2020) In: Economics and Statistics Working Papers.
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2022L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis In: Papers.
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2021Interactive Effects Panel Data Models with General Factors and Regressors In: Papers.
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2021Interactive Effects Panel Data Models with General Factors and Regressors.(2021) In: Monash Econometrics and Business Statistics Working Papers.
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2023A One-Covariate-at-a-Time Method for Nonparametric Additive Models In: Papers.
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2022Low-rank Panel Quantile Regression: Estimation and Inference In: Papers.
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2023Panel Data Models with Time-Varying Latent Group Structures In: Papers.
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2023Panel Data Models with Time-Varying Latent Group Structures.(2023) In: Cowles Foundation Discussion Papers.
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2009Testing Conditional Uncorrelatedness In: Journal of Business & Economic Statistics.
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2010Semiparametric Estimator of Time Series Conditional Variance In: Journal of Business & Economic Statistics.
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2011Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model In: Journal of Business & Economic Statistics.
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2011Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model.(2011) In: Journal of Business & Economic Statistics.
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2019A smoothed Q?learning algorithm for estimating optimal dynamic treatment regimes In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article0
2013Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper13
2015Specification testing for transformation models with an application to generalized accelerated failure-time models.(2015) In: Journal of Econometrics.
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2016Testing Monotonicity in Unobservables with Panel Data In: Boston College Working Papers in Economics.
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2015Testing for Monotonicity in Unobservables under Unconfoundedness In: Boston College Working Papers in Economics.
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2016Testing for monotonicity in unobservables under unconfoundedness.(2016) In: Journal of Econometrics.
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2003Testing Conditional Independence Via Empirical Likelihood In: University of California at San Diego, Economics Working Paper Series.
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2014Testing conditional independence via empirical likelihood.(2014) In: Journal of Econometrics.
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2003A Consistent Characteristic-Function-Based Test for Conditional Independence In: University of California at San Diego, Economics Working Paper Series.
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2007A consistent characteristic function-based test for conditional independence.(2007) In: Journal of Econometrics.
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2005A Bootstrap Test for Conditional Symmetry In: Annals of Economics and Finance.
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2006MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS In: Econometric Theory.
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2008A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE In: Econometric Theory.
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2010TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS In: Econometric Theory.
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2013A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY In: Econometric Theory.
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2013TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS In: Econometric Theory.
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2015ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY In: Econometric Theory.
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2016SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES In: Econometric Theory.
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2014Shrinkage Estimation of Regression Models with Multiple Structural Changes.(2014) In: Working Papers.
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2020IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS In: Econometric Theory.
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2018Identifying Latent Grouped Patterns in Cointegrated Panels.(2018) In: Economics and Statistics Working Papers.
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2020TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION In: Econometric Theory.
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2009Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor In: Cowles Foundation Discussion Papers.
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2009A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression In: Cowles Foundation Discussion Papers.
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2011Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects In: Cowles Foundation Discussion Papers.
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2012Testing for common trends in semi?parametric panel data models with fixed effects.(2012) In: Econometrics Journal.
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2014Identifying Latent Structures in Panel Data In: Cowles Foundation Discussion Papers.
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2014Identifying Latent Structures in Panel Data.(2014) In: Working Papers.
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2016Identifying Latent Structures in Panel Data.(2016) In: Econometrica.
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This paper has nother version. Agregated cites: 112		article
2016Homogeneity Pursuit in Panel Data Models: Theory and Applications In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper22
2018Homogeneity pursuit in panel data models: Theory and application.(2018) In: Journal of Applied Econometrics.
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2020High-Dimensional VARs with Common Factors In: Cowles Foundation Discussion Papers.
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2023High-dimensional VARs with common factors.(2023) In: Journal of Econometrics.
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2022Unified Factor Model Estimation and Inference under Short and Long Memory In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Instrumental Variable Quantile Estimation of Spatial Autoregressive Models In: Development Economics Working Papers.
[Full Text][Citation analysis]		paper16
2007Instrumental Variable Quantile Estimation of Spatial Autoregressive Models.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 16		paper
2008Asymptotics and Bootstrap for Transformed Panel Data Regressions In: Development Economics Working Papers.
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2009Asymptotics and Bootstrap for Transformed Panel Data Regressions.(2009) In: Working Papers.
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2006The Rise in House Prices in China: Bubbles or Fundamentals? In: Economics Bulletin.
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2011Non‐parametric regression under location shifts In: Econometrics Journal.
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2014Structural change estimation in time series regressions with endogenous variables In: Economics Letters.
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2016A practical test for strict exogeneity in linear panel data models with fixed effects In: Economics Letters.
[Full Text][Citation analysis]		article9
2017A martingale-difference-divergence-based test for specification In: Economics Letters.
[Full Text][Citation analysis]		article4
2019The heterogeneous effects of the minimum wage on employment across states In: Economics Letters.
[Full Text][Citation analysis]		article16
2018The Heterogeneous Effects of the Minimum Wage on Employment Across States.(2018) In: Economics and Statistics Working Papers.
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This paper has nother version. Agregated cites: 16		paper
2006Profile likelihood estimation of partially linear panel data models with fixed effects In: Economics Letters.
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2006A simple test for multivariate conditional symmetry In: Economics Letters.
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2007More efficient estimation of nonparametric panel data models with random effects In: Economics Letters.
[Full Text][Citation analysis]		article11
2008Local polynomial estimation of nonparametric simultaneous equations models In: Journal of Econometrics.
[Full Text][Citation analysis]		article42
2010Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models In: Journal of Econometrics.
[Full Text][Citation analysis]		article48
2012Semiparametric GMM estimation of spatial autoregressive models In: Journal of Econometrics.
[Full Text][Citation analysis]		article43
2012Sieve estimation of panel data models with cross section dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article51
2013Nonparametric dynamic panel data models: Kernel estimation and specification testing In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2015QML estimation of dynamic panel data models with spatial errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article55
2015Specification test for panel data models with interactive fixed effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
2014Specification Test for Panel Data Models with Interactive Fixed Effects.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 20		paper
2015Jackknife model averaging for quantile regressions In: Journal of Econometrics.
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2014Jackknife Model Averaging for Quantile Regressions.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 33		paper
2016Shrinkage estimation of dynamic panel data models with interactive fixed effects In: Journal of Econometrics.
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2015Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 70		paper
2016Sieve instrumental variable quantile regression estimation of functional coefficient models In: Journal of Econometrics.
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2015Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2016Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2017On time-varying factor models: Estimation and testing In: Journal of Econometrics.
[Full Text][Citation analysis]		article40
2018Identifying latent grouped patterns in panel data models with interactive fixed effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
2018Estimation of large dimensional factor models with an unknown number of breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
2019Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice In: Journal of Econometrics.
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2019Non-separable models with high-dimensional data In: Journal of Econometrics.
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2017Non-separable Models with High-dimensional Data.(2017) In: Economics and Statistics Working Papers.
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2020Panel threshold regressions with latent group structures In: Journal of Econometrics.
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2019Panel threshold regressions with latent group structures.(2019) In: Economics and Statistics Working Papers.
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2020Determining individual or time effects in panel data models In: Journal of Econometrics.
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2020Panel threshold models with interactive fixed effects In: Journal of Econometrics.
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2021Identifying latent group structures in nonlinear panels In: Journal of Econometrics.
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2017Identifying Latent Group Structures in Nonlinear Panels.(2017) In: Economics and Statistics Working Papers.
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2021Nonstationary panel models with latent group structures and cross-section dependence In: Journal of Econometrics.
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2020Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence.(2020) In: Economics and Statistics Working Papers.
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2021On factor models with random missing: EM estimation, inference, and cross validation In: Journal of Econometrics.
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2019On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation.(2019) In: Economics and Statistics Working Papers.
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This paper has nother version. Agregated cites: 21		paper
2023Identifying latent group structures in spatial dynamic panels In: Journal of Econometrics.
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2023Uniform inference in linear panel data models with two-dimensional heterogeneity In: Journal of Econometrics.
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2023Specification tests for time-varying coefficient models In: Journal of Econometrics.
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2023Profile GMM estimation of panel data models with interactive fixed effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2008Testing for parameter stability in quantile regression models In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article15
2009Functional coefficient estimation with both categorical and continuous data In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter1
2012Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter1
2016A Selective Review of Aman Ullah’s Contributions to Econometrics In: Advances in Econometrics.
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2016Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter13
2014Additive Nonparametric Regression in the Presence of Endogenous Regressors In: IZA Discussion Papers.
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2014Additive Nonparametric Regression in the Presence of Endogenous Regressors.(2014) In: Journal of Business & Economic Statistics.
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2017M-Estimation of a Nonparametric Threshold Regression Model In: Working Papers.
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2014The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics In: OUP Catalogue.
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2017Strong Consistency of Spectral Clustering for Stochastic Block Models In: Economics and Statistics Working Papers.
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2018Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets In: Economics and Statistics Working Papers.
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2020Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets.(2020) In: Journal of Business & Economic Statistics.
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2018Determination of Different Types of Fixed Effects in Three-Dimensional Panels In: Economics and Statistics Working Papers.
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2021Determination of different types of fixed effects in three-dimensional panels*.(2021) In: Econometric Reviews.
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2019Inference in partially identi?ed panel data models with interactive fixed e?ects In: Economics and Statistics Working Papers.
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2020Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101] In: Economics and Statistics Working Papers.
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2016Common Threshold in Quantile Regressions with an Application to Pricing for Reputation In: Working Papers.
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2016Testing for Monotonicity in Unobservables under Unconfoundedness In: Working Papers.
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2016Granger Causality and Structural Causality in Cross-Section and Panel Data In: Working Papers.
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2016Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks In: Working Papers.
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2015Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects In: Working Papers.
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2015Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso In: Working Papers.
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2015On Time-Varying Factor Models: Estimation and Testing In: Working Papers.
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2014Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models In: Working Papers.
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2015Nonparametric testing for anomaly effects in empirical asset pricing models.(2015) In: Empirical Economics.
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2014A Combined Approach to the Inference of Conditional Factor Models In: Working Papers.
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2015A Combined Approach to the Inference of Conditional Factor Models.(2015) In: Journal of Business & Economic Statistics.
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2015Specification Test for Spatial Autoregressive Models In: Working Papers.
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2015Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks In: Working Papers.
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2013Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator In: Empirical Economics.
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2007Business output and business experience — Evidence from Chinas nongovernmental businesses In: Applied Economics Letters.
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2007Forecasting the car penetration rate (CPR) in China: a nonparametric approach In: Applied Economics.
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2013A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence In: Econometric Reviews.
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2014Robustify Financial Time Series Forecasting with Bagging In: Econometric Reviews.
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2015Testing Additive Separability of Error Term in Nonparametric Structural Models In: Econometric Reviews.
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2018Asymptotics and bootstrap for random-effects panel data transformation models In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2019Common threshold in quantile regressions with an application to pricing for reputation In: Econometric Reviews.
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2016Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks In: Journal of the American Statistical Association.
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2013Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling In: Journal of Business & Economic Statistics.
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2013Nonparametric Testing for Asymmetric Information In: Journal of Business & Economic Statistics.
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2017Specification Test for Spatial Autoregressive Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article6
2019Sieve Estimation of Time-Varying Panel Data Models With Latent Structures In: Journal of Business & Economic Statistics.
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2023Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso In: Journal of Business & Economic Statistics.
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2009Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications In: Working Papers.
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2009Functional Coefficient Estimation with Both Categorical and Continuous Data In: Working Papers.
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2017Determining the number of groups in latent panel structures with an application to income and democracy In: Quantitative Economics.
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