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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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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
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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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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
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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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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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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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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
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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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Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao; Gao, Shang; Su, Liangjun; Wang, Xia - In: Econometric theory 40 (2024) 3, pp. 511-557
Persistent link: https://www.econbiz.de/10015055106