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accessRights:"restricted"
type:"book"
~person:"Su, Liangjun"
~subject:"Method of moments"
~subject:"Nonparametric statistics"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Method of moments
Nonparametric statistics
Estimation theory
22
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22
Nichtparametrisches Verfahren
9
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9
Panel study
9
Regression analysis
9
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7
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Su, Liangjun
Linton, Oliver
17
Parmeter, Christopher F.
14
Kumbhakar, Subal
13
Tsionas, Efthymios G.
13
Gao, Jiti
12
Li, Degui
11
Li, Qi
11
Sun, Yiguo
11
Cai, Zongwu
10
Escanciano, Juan Carlos
9
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9
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9
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8
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8
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7
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7
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7
Henderson, Daniel J.
7
Jin, Fei
7
Kim, Kyoo Il
6
Lewbel, Arthur
6
Otsu, Taisuke
6
Phillips, Peter C. B.
6
Robinson, Peter M.
6
Sasaki, Yuya
6
Simar, Léopold
6
Van Keilegom, Ingrid
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Wang, Taining
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Yao, Feng
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6
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5
Fang, Ying
5
Hahn, Jinyong
5
Hoderlein, Stefan
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Journal of econometrics
7
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
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1
Panel threshold models with interactive fixed effects
Miao, Ke
;
Li, Kunpeng
;
Su, Liangjun
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
Saved in:
2
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
3
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
Saved in:
4
Semi-parametric single-index panel data models with interactive fixed effects : theory and practice
Feng, Guohua
;
Peng, Bin
;
Su, Liangjun
;
Yang, Thomas Tao
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 607-622
Persistent link: https://www.econbiz.de/10012304099
Saved in:
5
Non-separable models with high-dimensional data
Su, Liangjun
;
Ura, Takuya
;
Zhang, Yichong
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 646-677
Persistent link: https://www.econbiz.de/10012304129
Saved in:
6
Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun
;
Wang, Xia
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 334-349
Persistent link: https://www.econbiz.de/10012177362
Saved in:
7
Identifying latent grouped patterns in panel data models with interactive fixed effects
Su, Liangjun
;
Ju, Gaosheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 554-573
Persistent link: https://www.econbiz.de/10012110415
Saved in:
8
Sieve instrumental variable quantile regression estimation of functional coefficient models
Su, Liangjun
;
Hoshino, Tadao
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 231-254
Persistent link: https://www.econbiz.de/10011598110
Saved in:
9
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
Qian, Junhui
;
Su, Liangjun
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 86-109
Persistent link: https://www.econbiz.de/10011594639
Saved in:
10
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
Saved in:
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