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Testing for Monotonicity in Unobservables Under Unconfoundedness

Hoderlein, Stefan - 2014

Monotonicity in a scalar unobservable is a now common assumption when modeling heterogeneity in structural models. Among other things, it allows one to recover the underlying structural function from certain conditional quantiles of observables. Nevertheless, monotonicity is a strong assumption...

Persistent link: https://www.econbiz.de/10013052726

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

A bootstrap test for conditional symmetry

Su, Liangjun; Jin, Sainan - In: Annals of economics and finance 6 (2005) 2, pp. 251-261

Persistent link: https://www.econbiz.de/10003314991

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

Asymptotics and bootstrap for random-effects panel data transformation models

Su, Liangjun; Yang, Zhenlin - In: Econometric reviews 37 (2018) 6/10, pp. 602-625

Persistent link: https://www.econbiz.de/10012040397

A one-covariate-at-a-time multiple testing approach to variable selection in additive models

Su, Liangjun; Yang, Thomas Tao; Zhang, Yonghui; Zhou, … - In: Econometric reviews 43 (2024) 9, pp. 671-712

Persistent link: https://www.econbiz.de/10015050636

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