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A consistent characteristic function-based test for conditional independence
Su, Liangjun; White, Halbert - In: Journal of econometrics 141 (2007) 2, pp. 807-834
Persistent link: https://www.econbiz.de/10007859769
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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
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A consistent characteristic function-based test for conditional independence
Su, Liangjun; White, Halbert - In: Journal of econometrics 141 (2007) 2, pp. 807-834
Persistent link: https://www.econbiz.de/10003571354
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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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Semiparametric GMM estimation of spatial autoregressive models
Su, Liangjun - In: Journal of econometrics 168 (2012) 2, pp. 543-560
Persistent link: https://www.econbiz.de/10009614583
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Regularity conditions for Cox's test of non-nested hypotheses
White, Halbert - In: Journal of econometrics 19 (1982) 2/3, pp. 301-318
Persistent link: https://www.econbiz.de/10003000608
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Time-series estimation of the effects of natural experiments
White, Halbert - In: Journal of econometrics 135 (2006) 1/2, pp. 527-566
Persistent link: https://www.econbiz.de/10003376113
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Nonparametric dynamic panel data models: Kernel estimation and specification testing
Su, Liangjun; Lu, Xun - In: Journal of econometrics 176 (2013) 2, pp. 112-133
Persistent link: https://www.econbiz.de/10010152650
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Sieve estimation of panel data models with cross section dependence
Su, Liangjun; Jin, Sainan - In: Journal of econometrics 169 (2012) 1, pp. 34-48
Persistent link: https://www.econbiz.de/10009979010
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Semiparametric GMM estimation of spatial autoregressive models
Su, Liangjun - In: Journal of econometrics 167 (2012) 2, pp. 543-561
Persistent link: https://www.econbiz.de/10009833987