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Nonparametric and semiparametric panel econometric models : estimation and testing

Su, Liangjun; Ullah, Aman - In: Handbook of empirical economics and finance, (pp. 455-497). 2011

Persistent link: https://www.econbiz.de/10009130109

Functional coefficient estimation with both categorical and continuous data

Su, Liangjun; Chen, Ye; Ullah, Aman - In: Nonparametric econometric methods, (pp. 131-167). 2010

Persistent link: https://www.econbiz.de/10010216409

Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling

Su, Liangjun; Murtazashvili, Irina; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 184-207

Persistent link: https://www.econbiz.de/10009754005

Nonparametric regression estimation with general parametric error covariance : a more efficient two-step estimator

Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 1009-1024

Persistent link: https://www.econbiz.de/10010188619

Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model

Long, Xiangdong; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 109-125

Persistent link: https://www.econbiz.de/10009159106

Profile likelihood estimation of partially linear panel data models with fixed effects

Su, Liangjun; Ullah, Aman - In: Economics letters 92 (2006) 1, pp. 75-81

Persistent link: https://www.econbiz.de/10003336513

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

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

More efficient estimation of nonparametric panel data models with random effects

Su, Liangjun; Ullah, Aman - In: Economics letters 96 (2007) 3, pp. 375-380

Persistent link: https://www.econbiz.de/10003504680

Additive Nonparametric Regression in the Presence of Endogenous Regressors

Ozabaci, Deniz - 2014

In this paper we consider nonparametric estimation of a structural equation model under full additivity constraint. We propose estimators for both the conditional mean and gradient which are consistent, asymptotically normal, oracle efficient and free from the curse of dimensionality. Monte...

Persistent link: https://www.econbiz.de/10013054589