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Adaptive nonparametric regression with conditional heteroskedasticity

Jin, Sainan; Su, Liangjun; Xiao, Zhijie - In: Econometric theory 31 (2015) 6, pp. 1153-1191

Persistent link: https://www.econbiz.de/10011545532

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

A parodox of inconsistent parametric and consistent nonparametric regression

Phillips, Peter C. B.; Su, Liangjun - 2009

Persistent link: https://www.econbiz.de/10003842086

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

Nonparametric regression estimation with general parametric error covariance : a more efficient two-step estimator

Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 1009-1024

Persistent link: https://www.econbiz.de/10010188619

Additive nonparametric regression in the presence of endogenous regressors

Ozabaci, Deniz; Henderson, Daniel J.; Su, Liangjun - 2014

In this paper we consider nonparametric estimation of a structural equation model under full additivity constraint. We propose estimators for both the conditional mean and gradient which are consistent, asymptotically normal, oracle efficient and free from the curse of dimensionality. Monte...

Persistent link: https://www.econbiz.de/10010350365