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Semiparametric GMM estimation of spatial autoregressive models
Su, Liangjun - In: Journal of econometrics 168 (2012) 2, pp. 543-560
Persistent link: https://www.econbiz.de/10009614583
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Specification test for spatial autoregressive models
Su, Liangjun; Qu, Xi - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 572-584
Persistent link: https://www.econbiz.de/10011893804
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Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
Su, Liangjun; Jin, Sainan - In: Journal of econometrics 157 (2010) 1, pp. 18-33
Persistent link: https://www.econbiz.de/10008661871
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More efficient estimation in nonparametric regression with nonparametric autocorrelated errors
Su, Liangjun; Ullah, Aman - In: Econometric theory 22 (2006) 1, pp. 98-126
Persistent link: https://www.econbiz.de/10003272611
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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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Structural change estimation in time series regressions with endogenous variables
Qian, Junhui; Su, Liangjun - In: Economics letters 125 (2014) 3, pp. 415-421
Persistent link: https://www.econbiz.de/10010506531
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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
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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
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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
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Profile GMM Estimation of Panel Data Models with Interactive Fixed Effects
Hong, Shengjie; Su, Liangjun; Jiang, Tao - 2022
This paper studies panel data models with interactive fixed effects where the regressors are allowed to be correlated with the idiosyncratic error terms. We propose a two-step profile GMM estimation procedure to estimate the parameters of interest. In the first step we obtain a preliminary...
Persistent link: https://www.econbiz.de/10014077905