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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
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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
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Non-parametric regression under location shifts
Phillips, Peter C. B.; Su, Liangjun - In: The econometrics journal 14 (2011) 3, pp. 457-486
Persistent link: https://www.econbiz.de/10009382495
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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
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A combined approach to the inference of conditional factor models
Li, Yan; Su, Liangjun; Xu, Yuewu - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 203-220
Persistent link: https://www.econbiz.de/10011390015
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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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Specification testing for transformation models with an application to generalized accelerated failure-time models
Lewbel, Arthur; Lu, Xun; Su, Liangjun - In: Journal of econometrics 184 (2015) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10011326814
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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
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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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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