Liangjun Su : Citation Profile

Tsinghua University

24

H index

48

i10 index

1794

Citations

RESEARCH PRODUCTION:

95

Articles

64

Papers

1

Books

4

Chapters

RESEARCH ACTIVITY:

   22 years (2003 - 2025). See details.
   Cites by year: 81
   Journals where Liangjun Su has often published
   Relations with other researchers
   Recent citing documents: 225.    Total self citations: 65 (3.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psu241
   Updated: 2025-12-13    RAS profile: 2025-10-28    
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Relations with other researchers

Works with:

Phillips, Peter (9)

Jin, Sainan (7)

Miao, Ke (6)

Yan, Yayi (3)

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 (73)

Okui, Ryo (42)

LINTON, OLIVER (37)

Bai, Jushan (31)

Ullah, Aman (23)

Sun, Yiguo (20)

Li, Degui (18)

Phillips, Peter (18)

Sarafidis, Vasilis (18)

Hong, Yongmiao (18)

Taamouti, Abderrahim (17)

Cites to:

Bai, Jushan (113)

Phillips, Peter (77)

Pesaran, Mohammad (75)

Ng, Serena (50)

Newey, Whitney (48)

Jin, Sainan (47)

Chernozhukov, Victor (44)

Li, Qi (44)

LINTON, OLIVER (44)

Moon, Hyungsik (41)

Weidner, Martin (40)

Main data

Where Liangjun Su has published?

Journals with more than one article published# docs
Journal of Econometrics38
Journal of Business & Economic Statistics12
Econometric Theory12
Econometric Reviews8
Economics Letters8
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
Papers / arXiv.org9
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University8
Boston College Working Papers in Economics / Boston College Department of Economics3
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics2
Working Papers / University of California at Riverside, Department of Economics2
Development Economics Working Papers / East Asian Bureau of Economic Research2

Recent works citing Liangjun Su (2025 and 2024)

YearTitle 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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2025Nuclear Norm Regularized Estimation of Panel Regression Models. (2025). Weidner, Martin ; Moon, Hyungsik. In: Papers. RePEc:arx:papers:1810.10987.

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2025A Distance Covariance-based Estimator. (2024). Tsyawo, Emmanuel ; Soale, Abdul-Nasah. In: Papers. RePEc:arx:papers:2102.07008.

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

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2024Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2025A projection based approach for interactive fixed effects panel data models. (2025). Wang, Weining ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Soberon, Alexandra. In: Papers. RePEc:arx:papers:2201.11482.

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2025Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2023). Vella, Francis ; Gao, Wayne ; Fernandez-Val, Ivan ; Liao, Yuan. In: Papers. RePEc:arx:papers:2202.04154.

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

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

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2025Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). LINTON, OLIVER ; Vogt, Michael ; Walsh, Christopher. In: Papers. RePEc:arx:papers:2206.12152.

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

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2025Distance and Kernel-Based Measures for Global and Local Two-Sample Conditional Distribution Testing. (2025). Yan, Jian ; Li, Zhuoxi ; Zhang, Xianyang. In: Papers. RePEc:arx:papers:2210.08149.

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2025Bootstraps for Dynamic Panel Threshold Models. (2024). Gong, Woosik ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2211.04027.

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

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2024Estimation of Grouped Time-Varying Network Vector Autoregression Models. (2024). Li, Degui ; Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin. In: Papers. RePEc:arx:papers:2303.10117.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2024). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2025Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pigini, Claudia ; Pionati, Alessandro. In: Papers. RePEc:arx:papers:2310.01950.

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2024Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity. (2024). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2310.08063.

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

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

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2024Data-driven Policy Learning for Continuous Treatments. (2024). Fang, Yue ; Xie, Haitian ; Ai, Chunrong. In: Papers. RePEc:arx:papers:2402.02535.

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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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2025Testing for Underpowered Literatures. (2025). Faridani, Stefan. In: Papers. RePEc:arx:papers:2406.13122.

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2025Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046.

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2024Heterogeneous Grouping Structures in Panel Data. (2024). Kapetanios, George ; Chrysikou, Katerina. In: Papers. RePEc:arx:papers:2407.19509.

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2025Change-Point Detection in Time Series Using Mixed Integer Programming. (2024). Radchenko, Peter ; Prokhorov, Artem ; Skrobotov, Anton ; Semenov, Alexander. In: Papers. RePEc:arx:papers:2408.05665.

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2025Continuous difference-in-differences with double/debiased machine learning. (2025). Zhang, Lucas. In: Papers. RePEc:arx:papers:2408.10509.

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2024Performance of Empirical Risk Minimization For Principal Component Regression. (2024). Brownlees, Christian ; Wang, Yaping ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2409.03606.

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2024Bootstrap Adaptive Lasso Solution Path Unit Root Tests. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2409.07859.

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2024Improving Estimation of Portfolio Risk Using New Statistical Factors. (2024). Tsay, Ruey ; Chen, Rong ; Guerard, John ; Liu, Xialu. In: Papers. RePEc:arx:papers:2409.17182.

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2024Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe. In: Papers. RePEc:arx:papers:2409.19287.

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2024Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets. (2024). Yang, Yanrong ; Wu, Ruike ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2410.01826.

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2024A new GARCH model with a deterministic time-varying intercept. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Back, Alexander ; Ahlgren, Niklas. In: Papers. RePEc:arx:papers:2410.03239.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2025Lee Bounds with a Continuous Treatment in Sample Selection. (2025). Liu, Chu-An ; Lee, Ying-Ying. In: Papers. RePEc:arx:papers:2411.04312.

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2024On Asymptotic Optimality of Least Squares Model Averaging When True Model Is Included. (2024). Zhang, Xinyu ; Xu, Wenchao. In: Papers. RePEc:arx:papers:2411.09258.

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

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2025Testing 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). GAO, Jiti ; Peng, Bin ; Liu, Fei ; 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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2025Functional Network Autoregressive Models for Panel Data. (2025). Ando, Tomohiro ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2502.13431.

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2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Song, Yong ; Li, Kunpeng. In: Papers. RePEc:arx:papers:2503.00772.

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2025Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models. (2025). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Papers. RePEc:arx:papers:2503.06645.

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2025Sino-US S and T Frictions and Transnational Knowledge Flows: Evidence from machine learning and cross-national patent data. (2025). Xu, Yan ; Ge, Jinfeng ; Zhang, Nan ; Yang, Yanqing. In: Papers. RePEc:arx:papers:2503.21822.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data. (2025). Shi, Zhentao ; Xie, Haitian. In: Papers. RePEc:arx:papers:2505.22388.

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2025(In)stability in the Dynamics of the Cross-Country Distribution of Income Per Capita. (2025). Johnson, Paul ; Fiaschi, Davide. In: Papers. RePEc:arx:papers:2506.06755.

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2025Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity. (2025). Hao, YU ; Kasahara, Hiroyuki. In: Papers. RePEc:arx:papers:2506.09666.

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2025Inference on panel data models with a generalized factor structure. (2025). Rodriguez-Poo, Juan M ; Soberon, Alexandra ; Sperlich, Stefan. In: Papers. RePEc:arx:papers:2506.10690.

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2025A New and Efficient Debiased Estimation of General Treatment Models by Balanced Neural Networks Weighting. (2025). Zhang, Zheng ; Wu, Zeqi ; Wang, Meilin ; Huang, Wei. In: Papers. RePEc:arx:papers:2507.04044.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025A general randomized test for Alpha. (2025). Vallarino, Pierluigi ; Sarno, Lucio ; Trapani, Lorenzo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2507.17599.

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2025Interactive, Grouped and Non-separable Fixed Effects: A Practitioners Guide to the New Panel Data Econometrics. (2025). Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2507.19099.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2025A Relaxation Approach to Synthetic Control. (2025). Zheng, Yapeng ; Shi, Zhentao ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2508.01793.

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2025K-Means Panel Data Clustering in the Presence of Small Groups. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2508.15408.

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2025Large-dimensional Factor Analysis with Weighted PCA. (2025). Yuan, Ming ; Lyu, Zhongyuan. In: Papers. RePEc:arx:papers:2508.15675.

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2025Distribution-valued Causal Machine Learning: Implications of Credit on Spending Patterns. (2025). Wu, QI ; Li, Yijun ; Leung, Cheuk Hang. In: Papers. RePEc:arx:papers:2509.03063.

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2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

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2024Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Lu, Jason ; Smetanina, Katja. In: CeMMAP working papers. RePEc:azt:cemmap:21/24.

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2024Robust estimation and inference in panels with interactive fixed effects. (2024). Zeleneev, Andrei ; Armstrong, Timothy B ; Weidner, Martin. In: CeMMAP working papers. RePEc:azt:cemmap:28/24.

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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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2025Nonlinear Dynamics of Militarization and Income Inequality Nexus in Post-Socialist Eastern Europe: A Panel Kink Regression Analysis (1990–2023). (2025). Kyriakos, Emmanouilidis ; Ourania, Dimitraki. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:31:y:2025:i:3:p:323-335:n:1004.

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2024A three-way dynamic panel threshold regression model for change point detection in bioimpedance data. (2024). Di Lascio, F. Marta L. ; 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). LINTON, OLIVER ; Walsh, C ; Vogt, M ; Raucker, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Rcker, M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2429.

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2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Xu, R ; Fan, Q. In: Janeway Institute Working Papers. RePEc:cam:camjip:2524.

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2024Analyzing the Effectiveness of a System of Equation Model in Comparison to Single Equation Models for Predicting General Price Level in Cambodia. (2024). Barnett, Casey ; Flores, Edman ; Lim, Siphat. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-05-16.

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2024Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. (2024). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008158.

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2025Quantifying change: The impact of digital financial inclusion across income quantiles in China. (2025). Zhu, Huanjun. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000574.

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2024Testing the parametric form of the conditional variance in regressions based on distance covariance. (2024). Hu, Yue ; Li, Haiqi ; Tan, Falong. 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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2025Subgroup learning for multiple mixed-type outcomes with block-structured covariates. (2025). Tang, LU ; Zhao, Xun ; Zhou, Ling ; Zhang, Weijia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:204:y:2025:i:c:s0167947324001890.

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2025GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence. (2025). Pan, Hao ; Yang, Jing ; Lu, Fang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:205:y:2025:i:c:s016794732400197x.

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

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2025Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

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2025Penalized quadratic inference functions estimation of fixed effects partially linear varying coefficient spatial error model. (2025). Li, Fen ; Chen, Jianbao. In: Economic Modelling. RePEc:eee:ecmode:v:146:y:2025:i:c:s0264999325000173.

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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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2024Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching. (2024). Zhang, Xinyu ; Zhong, Wei ; Shi, Pengfei. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001629.

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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). Zheng, Yao ; Li, Guodong ; 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). Feng, Xingdong ; Li, Wenyu ; Zhu, Qianqian. 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). Ma, Yanyuan ; Feng, Long ; Wang, Hongfei ; Liu, Binghui. 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 ; Hou, LI ; Jin, Baisuo. 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 ; Han, XU ; Duan, Jiangtao. 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). Sun, Yan ; Zhang, Wenyang ; Zhong, Wei ; Wan, Chuang. 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) ; Yang, Yanrong ; Zhong, Wei ; 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). Zhou, Yeqing ; Zhang, Yaowu ; Zhu, Liping. 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 ; Choi, Jungjun ; Kwon, Hyukjun. 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). Hong, Yongmiao ; Chen, Qitong ; Li, Haiqi. 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). Zhang, Zheng ; Zhu, Liping ; 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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More than 100 citations found, this list is not complete...

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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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2025INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS.(2025) In: Econometric Theory.
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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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2024A 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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2024Panel data models with time-varying latent group structures.(2024) In: Journal of Econometrics.
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2025Inference on many jumps in nonparametric panel regression models In: Papers.
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2025A Robust Residual-Based Test for Structural Changes in Factor Models In: Papers.
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2025A robust residual-based test for structural changes in factor models.(2025) In: Journal of Econometrics.
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2024A Robust Residual-Based Test for Structural Changes in Factor Models.(2024) In: Monash Econometrics and Business Statistics Working Papers.
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2025Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T In: 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.
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2013Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models In: Boston College Working Papers in Economics.
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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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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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2024TESTING FOR STRICT STATIONARITY VIA THE DISCRETE FOURIER TRANSFORM In: Econometric Theory.
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2025INFERENCE IN PARTIALLY IDENTIFIED PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS 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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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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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.
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2007Instrumental Variable Quantile Estimation of Spatial Autoregressive Models In: Development Economics Working Papers.
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2007Instrumental Variable Quantile Estimation of Spatial Autoregressive Models.(2007) In: Working Papers.
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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.
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2017A martingale-difference-divergence-based test for specification In: Economics Letters.
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2019The heterogeneous effects of the minimum wage on employment across states In: Economics Letters.
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2018The Heterogeneous Effects of the Minimum Wage on Employment Across States.(2018) In: Economics and Statistics Working Papers.
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2025A note on factor models with latent group structures In: Economics Letters.
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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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2007More efficient estimation of nonparametric panel data models with random effects In: Economics Letters.
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2008Local polynomial estimation of nonparametric simultaneous equations models In: Journal of Econometrics.
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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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2015QML estimation of dynamic panel data models with spatial errors In: Journal of Econometrics.
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2015Specification test for panel data models with interactive fixed effects 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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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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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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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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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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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.
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2024Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach In: Journal of Econometrics.
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2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects In: Journal of Econometrics.
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2025Sieve estimation of state-varying factor models In: Journal of Econometrics.
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2008Testing for parameter stability in quantile regression models In: Statistics & Probability Letters.
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2009Functional coefficient estimation with both categorical and continuous data In: Advances in Econometrics.
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2012Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression In: Advances in Econometrics.
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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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2024A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2025Time-varying Factor-augmented Forecasting Models with Variable Selection In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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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 identified panel data models with interactive fixed effects 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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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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2025Distinguishing Time-Varying Factor Models 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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