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A simple test for multivariate conditional symmetry
Su, Liangjun - In: Economics letters 93 (2006) 3, pp. 374-378
Persistent link: https://www.econbiz.de/10003398835
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A consistent characteristic-function-based test for conditional independence
Su, Liangjun; White, Halbert - 2003
Persistent link: https://www.econbiz.de/10001778136
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Testing conditional independence via empirical likelihood
Su, Liangjun; White, Halbert - 2003
Persistent link: https://www.econbiz.de/10002118431
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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
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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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Conditional independence specification testing for dependent processes with local polynomial quantile regression
Su, Liangjun; White, Halbert - In: Essays in honor of Jerry Hausman, (pp. 355-434). 2012
Persistent link: https://www.econbiz.de/10009709133
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A nonparametric poolability test for panel data models with cross section dependence
Jin, Sainan; Su, Liangjun - In: Econometric reviews 32 (2013) 1/4, pp. 469-512
Persistent link: https://www.econbiz.de/10009717780
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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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Nonparametric testing for anomaly effects in empirical asset pricing models
Jin, Sainan; Su, Liangjun; Zhang, Yonghui - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 9-36
Persistent link: https://www.econbiz.de/10011285985
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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