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Nonparametric and semiparametr...
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Estimation theory
135
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75
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72
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50
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Ullah, Aman
264
Su, Liangjun
205
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40
Jin, Sainan
33
Ullah, A.
31
Phillips, Peter C. B.
30
Lu, Xun
20
White, Halbert
20
Lee, Tae-hwy
17
Wang, Yun
14
Zhang, Yonghui
14
Long, Xiangdong
11
Zinde-Walsh, Victoria
11
Henderson, Daniel J.
10
Ozabaci, Deniz
7
Raj, Baldev
7
Srivastava, V.K.
7
Wang, Wuyi
7
Yang, Zhenlin
7
Appelbaum, Elie
6
Maasoumi, Esfandiar
6
Miao, Ke
6
Mishra, Santosh
6
Mundra, Kusum
6
Parsaeian, Shahnaz
6
Qian, Junhui
6
Shi, Zhentao
6
Srivastava, V. K.
6
Srivastava, Virendra K.
6
Tu, Yundong
6
Huang, Wenxin
5
Lee, Tae-Hwy
5
Lewbel, Arthur
5
Rilstone, Paul
5
Singh, Radhey S.
5
Vinod, Hrishikesh D.
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5
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5
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4
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4
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47
Economics letters
26
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25
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21
Econometric theory
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
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14
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12
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12
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10
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8
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8
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8
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7
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7
Journal of quantitative economics : official journal of the Indian Econometric Society
7
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6
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3
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3
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3
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3
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3
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Development Economics Working Papers
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ECONIS (ZBW)
273
RePEc
145
OLC EcoSci
55
EconStor
4
USB Cologne (EcoSocSci)
3
Other ZBW resources
1
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31
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:
32
Shrinkage estimation of dynamic panel data models with interactive fixed effects
Lu, Xun
;
Su, Liangjun
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 148-175
Persistent link: https://www.econbiz.de/10011591629
Saved in:
33
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
Saved in:
34
Structural change estimation in time series regressions with endogenous variables
Qian, Junhui
;
Su, Liangjun
- In:
Economics letters
125
(
2014
)
3
,
pp. 415-421
Persistent link: https://www.econbiz.de/10010506531
Saved in:
35
QML estimation of dynamic panel data models with spatial errors
Su, Liangjun
;
Yang, Zhenlin
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 230-258
Persistent link: https://www.econbiz.de/10011339865
Saved in:
36
Nonparametric testing for anomaly effects in empirical asset pricing models
Jin, Sainan
;
Su, Liangjun
;
Zhang, Yonghui
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 9-36
Persistent link: https://www.econbiz.de/10011285985
Saved in:
37
Identifying latent structures in panel data
Su, Liangjun
;
Shi, Zhentao
;
Phillips, Peter C. B.
-
2014
Persistent link: https://www.econbiz.de/10010464135
Saved in:
38
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
Saved in:
39
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
Saved in:
40
Common threshold in quantile regressions with an application to pricing for reputation
Su, Liangjun
;
Pai Xu
- In:
Econometric reviews
38
(
2019
)
4
,
pp. 417-450
Persistent link: https://www.econbiz.de/10012181309
Saved in:
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