Liangjun Su : Citation Profile


Are you Liangjun Su?

Singapore Management University

13

H index

20

i10 index

559

Citations

RESEARCH PRODUCTION:

62

Articles

45

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 34
   Journals where Liangjun Su has often published
   Relations with other researchers
   Recent citing documents: 122.    Total self citations: 36 (6.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu241
   Updated: 2019-09-14    RAS profile: 2019-07-25    
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Relations with other researchers


Works with:

Phillips, Peter (7)

Jin, Sainan (5)

hoderlein, stefan (4)

Henderson, Daniel (3)

Ozabaci, Deniz (2)

Ullah, Aman (2)

Li, Degui (2)

Qian, Junhui (2)

Yang, Zhenlin (2)

Hoshino, Tadao (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 (24)

Malikov, Emir (13)

Henderson, Daniel (13)

Lee, Lung-Fei (13)

Okui, Ryo (12)

Perron, Pierre (12)

Taamouti, Abderrahim (11)

Sun, Yiguo (10)

Yu, Jihai (10)

Parmeter, Christopher (10)

Rombouts, Jeroen (9)

Cites to:

Li, Qi (41)

Pesaran, M (41)

Bai, Jushan (40)

Lee, Lung-Fei (25)

Hansen, Bruce (23)

LINTON, OLIVER (23)

Prucha, Ingmar (21)

Phillips, Peter (21)

Jin, Sainan (17)

Chen, Xiaohong (17)

Fan, Jianqing (16)

Main data


Where Liangjun Su has published?


Journals with more than one article published# docs
Journal of Econometrics18
Econometric Theory8
Journal of Business & Economic Statistics7
Economics Letters7
Econometric Reviews5
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 Economics10
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University5
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 (2019 and 2018)


YearTitle of citing document
2017Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28.

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2018Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects. (2018). Velasco, Carlos ; Ergemen, Yunus Emre . In: CREATES Research Papers. RePEc:aah:create:2018-11.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2018Liquid milk: Cash Constraints and Recurring Savings among Dairy Farmers in Kenya. (2018). Janssens, Wendy ; Kramer, Berber ; Geng, Xin. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273823.

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2018an ex-post econometric analysis of the abolishment of the canadian wheat board. (2018). Serfas, D. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277286.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2018Generalized Random Forests. (2018). Athey, Susan ; Wager, Stefan ; Tibshirani, Julie. In: Papers. RePEc:arx:papers:1610.01271.

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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436.

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

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2019Kernel Estimation for Panel Data with Heterogeneous Dynamics. (2019). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1802.08825.

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2018Does agricultural subsidies foster Italian southern farms? A Spatial Quantile Regression Approach. (2018). Di Gennaro, Daniele ; De Castris, Marusca. In: Papers. RePEc:arx:papers:1803.05659.

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2018Testing for unobserved heterogeneous treatment effects in a nonseparable model with endogenous selection. (2018). Hsu, Yu-Chin ; Xu, Haiqing ; Huang, Ta-Cheng . In: Papers. RePEc:arx:papers:1803.07514.

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2019Panel Data Analysis with Heterogeneous Dynamics. (2019). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1803.09452.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2019State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248.

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2018On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects. (2018). Galvao, Antonio F ; Volgushev, Stanislav. In: Papers. RePEc:arx:papers:1807.11863.

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2018Change Point Estimation in Panel Data with Time-Varying Individual Effects. (2018). Gan, Zhuojiong ; Boldea, Otilia ; Drepper, Bettina. In: Papers. RePEc:arx:papers:1808.03109.

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2019Nuclear Norm Regularized Estimation of Panel Regression Models. (2018). Moon, Hyungsik Roger ; Weidner, Martin. In: Papers. RePEc:arx:papers:1810.10987.

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2018Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2018). Lee, Ying-Ying. In: Papers. RePEc:arx:papers:1811.00157.

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2019Semiparametric correction for endogenous truncation bias with Vox Populi based participation decision. (2019). Kim, Moshe ; Billfeld, Nir . In: Papers. RePEc:arx:papers:1902.06286.

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2019A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2019An Integrated Panel Data Approach to Modelling Economic Growth. (2019). GAO, Jiti ; Peng, Bin ; Feng, Guohua. In: Papers. RePEc:arx:papers:1903.07948.

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2019Post-Selection Inference in Three-Dimensional Panel Data. (2019). Sasaki, Yuya ; Rodrigue, Joel ; Chiang, Harold D. In: Papers. RePEc:arx:papers:1904.00211.

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2019Tail risk interdependence. (2019). Polanski, Arnold ; Chiu, Ching-Wai ; Stoja, Evarist. In: Bank of England working papers. RePEc:boe:boeewp:0815.

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2019Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticit. (2019). Linton, O ; Xiao, Z. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1907.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Arghyrou, Michael ; Gadea, Maria Dolores. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, Maria Dolores ; Arghyrou, Michael G. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2018A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2018). Yamagata, Takashi ; Hayakawa, Kazuhiko ; Nagata, Shuichi . In: ISER Discussion Paper. RePEc:dpr:wpaper:1037.

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2019A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2019). Yamagata, Takashi ; Nagata, Shuichi ; Hayakawa, Kazuhiko ; Cui, Guowei. In: ISER Discussion Paper. RePEc:dpr:wpaper:1037r.

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2018Water for electricity in India: A multi-model study of future challenges and linkages to climate change mitigation. (2018). Parikh, Kirit S ; Srinivasan, Shweta ; Liu, BO ; Koti, Poonam Nagar ; Kanudia, Amit ; Hejazi, Mohamad ; Evans, Meredydd ; Clarke, Leon ; Mathur, Ritu ; Ghosh, Probal Pratap ; Sharma, Kabir ; Chaturvedi, Vaibhav ; Ali, Mohammed Sahil ; Kholod, Nazar. In: Applied Energy. RePEc:eee:appene:v:210:y:2018:i:c:p:673-684.

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2018Pairwise distance-based tests for conditional symmetry. (2018). Niu, Cuizhen ; Zhu, Lixing ; Li, Yong ; Guo, XU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:145-162.

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2019Markov Chain Monte Carlo estimation of spatial dynamic panel models for large samples. (2019). Chih, Yao-Yu ; Lesage, James P ; Vance, Colin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:138:y:2019:i:c:p:107-125.

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2018Agricultural reforms and production in China: Changes in provincial production function and productivity in 1978–2015. (2018). Gong, Binlei. In: Journal of Development Economics. RePEc:eee:deveco:v:132:y:2018:i:c:p:18-31.

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2019Growth in a time of external imbalances. (2019). Tamarit, Cecilio ; Peiró-Palomino, Jesús ; Camarero, Mariam ; Peiro-Palomino, Jesus . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:262-275.

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2018What do panel data say on inequality and GDP? New evidence at US state-level. (2018). Costantini, Mauro ; Paradiso, Antonio. In: Economics Letters. RePEc:eee:ecolet:v:168:y:2018:i:c:p:115-117.

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2019Regime switching panel data models with interactive fixed effects. (2019). GAO, Jiti ; Yan, Yayi ; Cheng, Tingting. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:47-51.

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2018Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267.

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2018Nonparametric fixed effects model for panel data with locally stationary regressors. (2018). Pei, Youquan ; You, Jinhong ; Huang, Tao. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:286-305.

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2018Spatial weights matrix selection and model averaging for spatial autoregressive models. (2018). Zhang, Xinyu ; Yu, Jihai. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:1-18.

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2018Nonparametric specification testing via the trinity of tests. (2018). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:169-185.

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2018Threshold regression with endogeneity. (2018). Phillips, Peter ; PEter, ; Yu, Ping . In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:50-68.

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2018Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects. (2018). Malikov, Emir ; Sun, Yiguo. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:359-378.

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2018Weighted-average least squares estimation of generalized linear models. (2018). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan R. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:1-17.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:66-85.

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2018Testing against constant factor loading matrix with large panel high-frequency data. (2018). Kong, Xin-Bing ; Liu, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:301-319.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:187-225.

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2018A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes. (2018). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:258-278.

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2018Panel models with interactive effects. (2018). Hsiao, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:645-673.

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2018Additive nonparametric models with time variable and both stationary and nonstationary regressors. (2018). LINTON, OLIVER ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:212-236.

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2019Banded spatio-temporal autoregressions. (2019). Gao, Zhaoxing ; Yao, Qiwei ; Wang, Hansheng ; Ma, Yingying . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:211-230.

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2019Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables. (2019). Khalil, Umair ; Yildiz, Nee ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:346-366.

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2019Weak σ-convergence: Theory and applications. (2019). Sul, Donggyu ; Kong, Jianning. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:185-207.

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2019Identification and estimation of linear social interaction models. (2019). Ho, Hon. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:434-458.

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2019A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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2019Testing for heteroscedasticity in high-dimensional regressions. (2019). Li, Zhaoyuan ; Yao, Jianfeng. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:122-139.

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2019Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model. (2019). Sun, Yanqing ; Huang, Jianhua Z ; Zhang, Yuanqing. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:140-155.

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2018Estimation of an unbalanced panel data Tobit model with interactive effects. (2018). Ye, Xiaoqing ; Wu, Xiangjun ; Xu, Juan. In: Journal of choice modelling. RePEc:eee:eejocm:v:28:y:2018:i:c:p:108-123.

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2018The determinants of retail trading activity in emerging markets: A cross-market analysis. (2018). Alderighi, Stefano. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:152-167.

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2019Finance and synchronization. (2019). Saleheen, Jumana ; Imbs, Jean ; Cesa-Bianchi, Ambrogio. In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:74-87.

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2018Improving time series forecasting: An approach combining bootstrap aggregation, clusters and exponential smoothing. (2018). Dantas, Tiago Mendes ; Cyrino, Fernando Luiz. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:748-761.

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2019The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:39-60.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2019Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. (2019). Horvath, Lajos ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:138-165.

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2019Nonparametric estimation of the marginal effect in fixed-effect panel data models. (2019). , Amanullah ; Amanullah, ; Mukherjee, Debasri ; Lee, Yoonseok. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:53-67.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018Simple tests for endogeneity of spatial weights matrices. (2018). Bera, Anil K ; Tapinar, Suleyman ; Doan, Osman. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:69:y:2018:i:c:p:130-142.

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2018A spatial panel data model with time varying endogenous weights matrices and common factors. (2018). Lee, Lung-Fei ; Shi, Wei. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:72:y:2018:i:c:p:6-34.

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2019Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index. (2019). Fernandez-Diaz, Jose M ; Morley, Bruce. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:174-194.

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2018Relative improvements in road mobility as compared to improvements in road accessibility and urban growth: A panel data analysis. (2018). Ng, Choy Peng ; Kulanthayan, S ; Jakarni, Fauzan Mohd ; Law, Teik Hua. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:117:y:2018:i:c:p:292-301.

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2018Assessing the nonlinearity of the calorie-income relationship: An estimation strategy – With new insights on nutritional transition in Vietnam. (2018). THOMAS-AGNAN, Christine ; Simioni, Michel ; Thi, Huong Trinh. In: World Development. RePEc:eee:wdevel:v:110:y:2018:i:c:p:192-204.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Fryzlewicz, Piotr ; Cho, Haeran ; Barigozzi, Matteo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:88110.

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2018The determinants of cross-border portfolio equity flows: new evidence from emerging markets. (2018). Alderighi, Stefano ; Varanasi, Padmasai ; Cleary, Siobhan. In: Economics Discussion Papers. RePEc:esx:essedp:23310.

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2018A BAYESIAN INFERENCE OF MULTIPLE STRUCTURAL BREAKS IN MEAN AND ERROR VARIANCE IN PANEL AR (1) MODEL. (2018). Kumar, Jitendra ; Shangodoyin, Dahud Kehinde ; Agiwal, Varun. In: Statistics in Transition New Series. RePEc:exl:29stat:v:19:y:2018:i:1:p:7-23.

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2019The Effect of Local Government Debt on Regional Economic Growth in China: A Nonlinear Relationship Approach. (2019). Boadu, Francis ; Lei, AO ; Tian, Yixiang ; Zhao, Rubo ; Ren, ZE. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3065-:d:235807.

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2019Machine Learning for Forecasting Excess Stock Returns – The Five-Year-View. (2019). Kyriakou, Ioannis ; Scholz, Michael ; Nielsen, Jens Perch ; Mousavi, Parastoo. In: Graz Economics Papers. RePEc:grz:wpaper:2019-06.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hae:wpaper:2019-4.

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2017Non-parametric news impact curve: a variational approach. (2017). Garcin, Matthieu ; Goulet, Clement . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01244292.

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2019Another look into the factor model black box: factors interpretation and structural (in)stability. (2019). Despois, Thomas ; Doz, Catherine. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02235543.

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2019Dynamic Factor Models. (2019). Doz, Catherine ; Fuleky, Peter. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202.

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2018Confidence Set for Group Membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Working Papers in Economics. RePEc:hhs:gunwpe:0727.

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2018Inference on a semiparametric model with global power law and local nonparametric trends. (2018). LINTON, OLIVER ; GAO, Jiti ; Peng, Bin. In: CeMMAP working papers. RePEc:ifs:cemmap:05/18.

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2018An Introduction to Nonparametric Regression for Labor Economists. (2018). Henderson, Daniel ; Souto, Anne-Charlotte. In: IZA Discussion Papers. RePEc:iza:izadps:dp11914.

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2019Labor Demand Shocks at Birth and Cognitive Achievement during Childhood. (2019). Regmi, Krishna ; Henderson, Daniel J. In: IZA Discussion Papers. RePEc:iza:izadps:dp12521.

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2018Aspects of Governance and $$\hbox {CO}_2$$ CO 2 Emissions: A Non-linear Panel Data Analysis. (2018). Tarverdi, Yashar. In: Environmental & Resource Economics. RePEc:kap:enreec:v:69:y:2018:i:1:d:10.1007_s10640-016-0071-x.

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2018Heterogeneous spillovers among Spanish provinces: a generalized spatial stochastic frontier model. (2018). Álvarez, Inmaculada ; Orea, Luis ; Gude, Alberto. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0540-z.

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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers. RePEc:lan:wpaper:257939806.

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2019Structural Changes in Heterogeneous Panels with Endogenous Regressors. (2019). Feng, Qu ; Kao, Chihwa ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:214.

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2018Nonparametric Estimation and Inference for Panel Data Models. (2018). Racine, Jeffrey ; Parmeter, Christopher. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-02.

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2018Regime switching panel data models with interative fixed effects. (2018). GAO, Jiti ; Yan, Yayi ; Cheng, Tingting. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-21.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-3.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018.

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2018Forecasting Indias Economic Growth: A Time-Varying Parameter Regression Approach.. (2018). Bhattacharya, Rudrani ; Mundle, Sudipto ; Chakravarti, Parma. In: Working Papers. RePEc:npf:wpaper:18/238.

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2018Specification Testing in Random Coefficient Models. (2018). hoderlein, stefan ; Breunig, Christoph. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:77.

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2019Testing for information asymmetry in the mortgage servicing market. (2019). Dionne, Georges ; Jedidi, Helmi. In: Working Papers. RePEc:ris:crcrmw:2019_001.

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2018A penalized spline estimator for fixed effects panel data models. (2018). Putz, Peter ; Kneib, Thomas. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:102:y:2018:i:2:d:10.1007_s10182-017-0296-1.

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

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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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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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2003A Consistent Characteristic-Function-Based Test for Conditional Independence In: University of California at San Diego, Economics Working Paper Series.
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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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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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2016Homogeneity Pursuit in Panel Data Models: Theory and Applications In: Cowles Foundation Discussion Papers.
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2018Homogeneity pursuit in panel data models: Theory and application.(2018) In: Journal of Applied Econometrics.
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2007Instrumental Variable Quantile Estimation of Spatial Autoregressive Models In: Development Economics Working Papers.
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2006The Rise in House Prices in China: Bubbles or Fundamentals? In: Economics Bulletin.
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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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2010Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models In: Journal of Econometrics.
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2012Semiparametric GMM estimation of spatial autoregressive models In: Journal of Econometrics.
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2012Sieve estimation of panel data models with cross section dependence In: Journal of Econometrics.
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2013Nonparametric dynamic panel data models: Kernel estimation and specification testing In: Journal of Econometrics.
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2014Specification Test for Panel Data Models with Interactive Fixed Effects.(2014) In: Working Papers.
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2016Shrinkage estimation of dynamic panel data models with interactive fixed effects In: Journal of Econometrics.
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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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2016Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso In: Journal of Econometrics.
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2017On time-varying factor models: Estimation and testing In: Journal of Econometrics.
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2018Identifying latent grouped patterns in panel data models with interactive fixed effects In: Journal of Econometrics.
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2018Estimation of large dimensional factor models with an unknown number of breaks In: Journal of Econometrics.
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2008Testing for parameter stability in quantile regression models In: Statistics & Probability Letters.
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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.
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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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2017Non-separable Models with High-dimensional Data In: Economics and Statistics Working Papers.
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2017Strong Consistency of Spectral Clustering for Stochastic Block Models In: Economics and Statistics Working Papers.
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2017Identifying Latent Group Structures in Nonlinear Panels 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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2018Determination of Different Types of Fixed Effects in Three-Dimensional Panels In: Economics and Statistics Working Papers.
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2018Identifying Latent Grouped Patterns in Cointegrated Panels In: Economics and Statistics Working Papers.
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2019On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation In: Economics and Statistics Working Papers.
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2019Panel threshold regressions with latent group structures In: Economics and Statistics Working Papers.
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2019Inference in partially identified panel data models with interactive fixed effects 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.
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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.
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2019Sieve Estimation of Time-Varying Panel Data Models With Latent Structures 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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