Liangjun Su : Citation Profile

Tsinghua University

23

H index

45

i10 index

1596

Citations

RESEARCH PRODUCTION:

85

Articles

61

Papers

1

Books

4

Chapters

RESEARCH ACTIVITY:

   22 years (2003 - 2025). See details.
   Cites by year: 72
   Journals where Liangjun Su has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 60 (3.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu241
   Updated: 2025-03-08    RAS profile: 2024-10-27    
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Relations with other researchers

Works with:

Phillips, Peter (9)

Jin, Sainan (4)

Zhou, Qiankun (2)

Westerlund, Joakim (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)

LINTON, OLIVER (37)

Okui, Ryo (34)

Bai, Jushan (24)

Ullah, Aman (23)

Sun, Yiguo (20)

Sarafidis, Vasilis (18)

Li, Degui (18)

Phillips, Peter (17)

Taamouti, Abderrahim (17)

Peng, Bin (16)

Cites to:

Bai, Jushan (97)

Phillips, Peter (70)

Pesaran, Mohammad (67)

Newey, Whitney (47)

Chernozhukov, Victor (44)

Li, Qi (44)

LINTON, OLIVER (42)

Ng, Serena (42)

Jin, Sainan (39)

Moon, Hyungsik (36)

Weidner, Martin (35)

Main data

Production by document typepaperbookchapterarticle2003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202501020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 23Most cited documents12345678910111213141516171819202122232425050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Liangjun Su has published?

Journals with more than one article published# docs
Journal of Econometrics33
Journal of Business & Economic Statistics11
Econometric Theory10
Econometric Reviews7
Economics Letters7
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.org8
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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Critical Raw Materials Index - CRMI. (2024). Hasse, Jean-Baptiste ; Nobletz, Capucine. In: AMSE Working Papers. RePEc:aim:wpaimx:2428.

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2024A Distance Covariance-based Estimator. (2021). Soale, Abdul-Nasah ; Tsyawo, Emmanuel Selorm. In: Papers. RePEc:arx:papers:2102.07008.

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2024Multiply Robust Causal Mediation Analysis with Continuous Treatments. (2021). Xu, Yizhen ; Sani, Numair ; Ghassami, Amiremad ; Shpitser, Ilya. In: Papers. RePEc:arx:papers:2105.09254.

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2024Efficiently 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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2024Finitely Heterogeneous Treatment Effect in Event-study. (2022). Shin, Myungkou. In: Papers. RePEc:arx:papers:2204.02346.

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2025Semiparametric Single-Index Estimation for Average Treatment Effects. (2022). Oka, Tatsushi ; Gao, Jiti ; Huang, Difang. In: Papers. RePEc:arx:papers:2206.08503.

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2024CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects. (2022). Linton, Oliver ; Walsh, Christopher ; Vogt, Michael. In: Papers. RePEc:arx:papers:2206.12152.

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2024The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2024Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027.

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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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2024Inference 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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2024Does 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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2024Uniform 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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2024Optimal Categorical Instrumental Variables. (2023). Wiemann, Thomas. In: Papers. RePEc:arx:papers:2311.17021.

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

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2024Context-dependent Causality (the Non-Nonotonic Case). (2024). Kim, Moshe ; Billfeld, Nir. In: Papers. RePEc:arx:papers:2404.05021.

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2024Asymptotic Properties of the Distributional Synthetic Controls. (2024). Zhang, Xinyu. In: Papers. RePEc:arx:papers:2405.00953.

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2025Endogenous Heteroskedasticity in Linear Models. (2025). Montes-Rojas, Gabriel ; Galvao, Antonio ; Alejo, Javier ; Martinez-Iriarte, Julian. In: Papers. RePEc:arx:papers:2412.02767.

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2024Testing linearity of spatial interaction functions \`a la Ramsey. (2024). Lee, Jungyoon ; Rossi, Francesca ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2412.14778.

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2025Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments. (2025). Chen, Yen-Chi ; Zhang, Yikun. In: Papers. RePEc:arx:papers:2501.06969.

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2025Recovering latent linkage structures and spillover effects with structural breaks in panel data models. (2025). Okui, Ryo ; Wang, Wendun ; Sun, Yutao. In: Papers. RePEc:arx:papers:2501.09517.

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2025Panel Data Estimation and Inference: Homogeneity versus Heterogeneity. (2025). Peng, Bin ; Liu, Fei ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2502.03019.

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2025Inference on varying coefficients in spatial autoregressions. (2025). Srisuma, Sorawoot ; Qu, XI ; Gupta, Abhimanyu ; Zhang, Jiajun. In: Papers. RePEc:arx:papers:2502.03084.

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2025Grouped fixed effects regularization for binary choice models. (2025). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2502.06446.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2024.

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2024Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients. (2024). Parrella, Maria Lucia ; Niglio, Marcella ; Giordano, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:771-799.

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2024A Semi‐parametric Panel Data Model with Common Factors and Spatial Dependence. (2024). Rodriguezpoo, Juan M ; Musolesi, Antonio ; Soberon, Alexandra. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:905-927.

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2024Nonparametric Instrumental Regression with Two-Way Fixed Effects. (2024). Enrico, De Monte. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:13:y:2024:i:1:p:49-66:n:5.

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2024A three-way dynamic panel threshold regression model for change point detection in bioimpedance data. (2024). Perazzini, Selene ; Marta, F. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps104.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Raucker, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467.

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2024.

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2024Testing the parametric form of the conditional variance in regressions based on distance covariance. (2024). Tan, Falong ; Li, Haiqi ; Hu, Yue. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:189:y:2024:i:c:s0167947323001627.

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2025Community influence analysis in social networks. (2025). Zhang, Qingzhao ; Tsai, Chih-Ling ; Lan, Wei ; Fang, Kuangnan ; Chen, Yuanxing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:202:y:2025:i:c:s016794732400121x.

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2024Market price determination: Interpreting quote order imbalance under zero-profit equilibrium. (2024). Long, Xingchen ; Wu, Liang ; Yan, Jingzhou. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000646.

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2024Functional coefficient cointegration models with Box–Cox transformation. (2024). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004986.

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2024Quantile estimation of heterogenous panel quantile model with group structure. (2024). Ren, Yanyan ; Wang, Wenyue ; Li, Donglin. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002829.

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2024High-dimensional low-rank tensor autoregressive time series modeling. (2024). Li, Guodong ; Zheng, Yao ; Wang, DI. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002609.

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2024Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity. (2024). Zhu, Qianqian ; Li, Wenyu ; Feng, Xingdong. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002750.

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2024Rank-based max-sum tests for mutual independence of high-dimensional random vectors. (2024). Feng, Long ; Liu, Binghui ; Wang, Hongfei ; Ma, Yanyuan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002944.

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2024Estimation and variable selection for high-dimensional spatial dynamic panel data models. (2024). Wu, Yuehua ; Jin, Baisuo ; Hou, LI. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003214.

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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024A Multi-Kink quantile regression model with common structure for panel data analysis. (2024). Zhong, Wei ; Zhang, Wenyang ; Wan, Chuang ; Sun, Yan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001178.

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2024Time-varying minimum variance portfolio. (2024). Fan, Qingliang (Michael) ; Zhong, Wei ; Yang, Yanrong ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646.

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2024A post-screening diagnostic study for ultrahigh dimensional data. (2024). Zhu, Liping ; Zhou, Yeqing ; Zhang, Yaowu. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001877.

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2024Likelihood approach to dynamic panel models with interactive effects. (2024). Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003524.

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2024Inference for low-rank completion without sample splitting with application to treatment effect estimation. (2024). Liao, Yuan ; Kwon, Hyukjun ; Choi, Jungjun. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000289.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024Testing unconditional and conditional independence via mutual information. (2024). Zhu, Liping ; Zhang, Zheng ; Sun, Li-Hsien ; Ai, Chunrong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407622001609.

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2024Spectral clustering with variance information for group structure estimation in panel data. (2024). Volgushev, Stanislav ; Yu, LU. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000551.

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2024On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; Dong, Chaohua ; Cheng, Tingting ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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2024Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:57-72.

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2024Coordinated reduction effect of pollutant discharge fees on enterprises pollutant and carbon emissions in China. (2024). Li, Jiaman ; Dong, Jiajia ; Liu, Guixian. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004158.

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2024Closing the clean cooking gap: Which policies and institutional qualities matter?. (2024). , Siti ; Bin, Abdul Rais ; Shittu, Ibrahim. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005499.

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2024Avoiding jumps in the rotation matrix of time-varying factor models. (2024). Cheung, Ying Lun. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008997.

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2024Private bank deposits and macro/fiscal risk in the euro-area. (2024). Kontonikas, Alexandros ; Gadea, Maria-Dolores ; Arghyrou, Michael G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936.

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2024Test of conditional independence in factor models via Hilbert–Schmidt independence criterion. (2024). Cheng, Qing ; Xu, Kai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000878.

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2025Consistent tests for semiparametric conditional independence. (2025). Dai, Shengtao ; Song, Xiaojun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002220.

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2024Stein-like Common Correlated Effects Estimation under Structural Breaks. (2024). Parsaeian, Shahnaz. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:2:p:11-:d:1378087.

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2024.

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2024.

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2024.

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2024.

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2024Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market. (2024). Dionne, Georges ; Jedidi, Helmi. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:12:p:192-:d:1533390.

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2024Transforming Agriculture: Empirical Insights into How the Digital Economy Elevates Agricultural Productivity in China. (2024). Xu, Hao ; Ding, Kai ; Wang, Peilin. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10225-:d:1527035.

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2024Spatial Heterogeneity and Clustering of County-Level Carbon Emissions in China. (2024). Wang, Min ; Ma, Yunbei. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10524-:d:1533687.

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2024SIMILARITY OF STRUCTURAL CHANGES: THE CASE OF UNIVERSITY ENROLLMENT RATES. (2024). Telezhkina, Marina S ; Maksimov, Andrey G. In: HSE Working papers. RePEc:hig:wpaper:271/ec/2024.

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2024Perceived shocks and impulse responses. (2024). Smetanina, Katja ; Lu, Jason ; Giacomini, Raffaella. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp21/24.

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2024Frontiers: A Simple Forward Difference-in-Differences Method. (2024). Li, Kathleen T. In: Marketing Science. RePEc:inm:ormksc:v:43:y:2024:i:2:p:267-279.

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2024Doing More with Less: Overcoming Ineffective Long-Term Targeting Using Short-Term Signals. (2024). Huang, Ta-Wei ; Ascarza, Eva. In: Marketing Science. RePEc:inm:ormksc:v:43:y:2024:i:4:p:863-884.

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

Works by Liangjun Su:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021Detecting Latent Communities in Network Formation Models In: Papers.
[Full Text][Citation analysis]		paper3
2020Detecting Latent Communities in Network Formation Models.(2020) In: Economics and Statistics Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2022L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis In: Papers.
[Full Text][Citation analysis]		paper1
2021Interactive Effects Panel Data Models with General Factors and Regressors In: Papers.
[Full Text][Citation analysis]		paper2
2021Interactive Effects Panel Data Models with General Factors and Regressors.(2021) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2024A One-Covariate-at-a-Time Method for Nonparametric Additive Models In: Papers.
[Full Text][Citation analysis]		paper0
2022Low-rank Panel Quantile Regression: Estimation and Inference In: Papers.
[Full Text][Citation analysis]		paper0
2023Panel Data Models with Time-Varying Latent Group Structures In: Papers.
[Full Text][Citation analysis]		paper2
2023Panel Data Models with Time-Varying Latent Group Structures.(2023) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2024Panel data models with time-varying latent group structures.(2024) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2025Inference on many jumps in nonparametric panel regression models In: Papers.
[Full Text][Citation analysis]		paper0
2025A Robust Residual-Based Test for Structural Changes in Factor Models In: Papers.
[Full Text][Citation analysis]		paper0
2009Testing Conditional Uncorrelatedness In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article3
2010Semiparametric Estimator of Time Series Conditional Variance In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article17
2011Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article40
2011Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 40		article
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]		paper15
2015Specification testing for transformation models with an application to generalized accelerated failure-time models.(2015) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 15		article
2016Testing Monotonicity in Unobservables with Panel Data In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2015Testing for Monotonicity in Unobservables under Unconfoundedness In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper5
2016Testing for monotonicity in unobservables under unconfoundedness.(2016) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 5		article
2003Testing Conditional Independence Via Empirical Likelihood In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper26
2014Testing conditional independence via empirical likelihood.(2014) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 26		article
2003A Consistent Characteristic-Function-Based Test for Conditional Independence In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper48
2007A consistent characteristic function-based test for conditional independence.(2007) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 48		article
2005A Bootstrap Test for Conditional Symmetry In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article1
2006MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS In: Econometric Theory.
[Full Text][Citation analysis]		article13
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