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Testing monotonicity in unobservables with panel data

Su, Liangjun; Hoderlein, Stefan; White, Halbert - 2013

Persistent link: https://www.econbiz.de/10011508488

Homogeneity pursuit in panel data models : theory and applications

Wang, Wuyi; Phillips, Peter C. B.; Su, Liangjun - 2016

Persistent link: https://www.econbiz.de/10011647488

Granger causality and structural causality in cross-section and panel data

Lu, Xun; Su, Liangjun; White, Halbert - In: Econometric theory 33 (2017) 2, pp. 263-291

Persistent link: https://www.econbiz.de/10011665311

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

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

Determining the number of groups in latent panel structures with an application to income and democracy

Lu, Xun; Su, Liangjun - In: Quantitative economics : QE ; journal of the … 8 (2017) 3, pp. 729-760

We consider a latent group panel structure as recently studied by Su, Shi, and Phillips (2016), where the number of groups is unknown and has to be determined empirically. We propose a testing procedure to determine the number of groups. Our test is a residual-based Lagrange multiplier-type...

Persistent link: https://www.econbiz.de/10011801632