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A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2013
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
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2
More efficient estimation in nonparametric regression with nonparametric autocorrelated errors
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
22
(
2006
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10003272611
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3
Adaptive nonparametric regression with conditional heteroskedasticity
Jin, Sainan
;
Su, Liangjun
;
Xiao, Zhijie
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1153-1191
Persistent link: https://www.econbiz.de/10011545532
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4
Shrinkage estimation of regression models with multiple structural changes
Qian, Junhui
;
Su, Liangjun
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1376-1433
Persistent link: https://www.econbiz.de/10011661980
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5
Granger causality and structural causality in cross-section and panel data
Lu, Xun
;
Su, Liangjun
;
White, Halbert
- In:
Econometric theory
33
(
2017
)
2
,
pp. 263-291
Persistent link: https://www.econbiz.de/10011665311
Saved in:
6
Identifying latent grouped patterns in cointegrated panels
Huang, Wenxin
;
Jin, Sainan
;
Su, Liangjun
- In:
Econometric theory
36
(
2020
)
3
,
pp. 410-456
Persistent link: https://www.econbiz.de/10012240719
Saved in:
7
Testing structural change in partially linear models
Su, Liangjun
;
White, Halbert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1761-1806
Persistent link: https://www.econbiz.de/10008738330
Saved in:
8
Testing homogeneity in panel data models with interactive fixed effects
Su, Liangjun
;
Chen, Qihui
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1079-1135
Persistent link: https://www.econbiz.de/10010343735
Saved in:
9
A nonparametric Hellinger metric test for conditional independence
Su, Liangjun
;
White, Halbert
- In:
Econometric theory
24
(
2008
)
4
,
pp. 829-864
Persistent link: https://www.econbiz.de/10003736836
Saved in:
10
Testing for structural changes in factor models via a nonparametric regression
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1127-1158
Persistent link: https://www.econbiz.de/10012404092
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