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Semiparametric estimator of time series conditional variance
Mishra, Santosh; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 256-274
Persistent link: https://www.econbiz.de/10008736224
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Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
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Testing conditional uncorrelatedness
Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10003805419
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Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun; Murtazashvili, Irina; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
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A combined approach to the inference of conditional factor models
Li, Yan; Su, Liangjun; Xu, Yuewu - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 203-220
Persistent link: https://www.econbiz.de/10011390015
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Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun; Wang, Xia; Jin, Sainan - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 334-349
Persistent link: https://www.econbiz.de/10012177362
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Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie; Lan, Wei; Su, Liangjun; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
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Specification test for spatial autoregressive models
Su, Liangjun; Qu, Xi - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 572-584
Persistent link: https://www.econbiz.de/10011893804
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Nonparametric testing for asymmetric information
Su, Liangjun; Spindler, Martin - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 208-225
Persistent link: https://www.econbiz.de/10009754004
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Additive nonparametric regression in the presence of endogenous regressors
Ozabaci, Deniz; Henderson, Daniel J.; Su, Liangjun - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 555-575
Persistent link: https://www.econbiz.de/10010488431