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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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Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
Qian, Junhui; Su, Liangjun - In: Journal of econometrics 191 (2016) 1, pp. 86-109
Persistent link: https://www.econbiz.de/10011594639
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High-dimensional VARs with common factors
Miao, Ke; Phillips, Peter C. B.; Su, Liangjun - In: Journal of econometrics 233 (2023) 1, pp. 155-183
Persistent link: https://www.econbiz.de/10014340976
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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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Testing additive separability of error term in nonparametric structural models
Su, Liangjun; Tu, Yundong; Ullah, Aman - In: Econometric reviews 34 (2015) 6/10, pp. 1057-1088
Persistent link: https://www.econbiz.de/10011483450
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Jackknife model averaging for quantile regressions
Lu, Xun; Su, Liangjun - In: Journal of econometrics 188 (2015) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
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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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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
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Testing for monotonicity in unobservables under unconfoundedness
Hoderlein, Stefan; Su, Liangjun; White, Halbert; Yang, … - In: Journal of econometrics 193 (2016) 1, pp. 183-202
Persistent link: https://www.econbiz.de/10011704789
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A practical test for strict exogeneity in linear panel data models with fixed effects
Su, Liangjun; Zhang, Yonghui; Wei, Jie - In: Economics letters 147 (2016), pp. 27-31
Persistent link: https://www.econbiz.de/10011619338