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On time-varying factor models : estimation and testing
Su, Liangjun; Wang, Xia - In: Journal of econometrics 198 (2017) 1, pp. 84-101
Persistent link: https://www.econbiz.de/10011818370
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Unified factor model estimation and inference under short and long memory
Ke, Shuyao; Phillips, Peter C. B.; Su, Liangjun - 2022
Persistent link: https://www.econbiz.de/10013464260
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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/10009786508
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Jackknife model averaging for quantile regressions
Lu, Xun; Su, Liangjun - In: Journal of econometrics 188 (2015) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
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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