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GMM estimation of a spatial au...
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Estimation theory
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Su, Liangjun
Phillips, Peter C. B.
358
Pesaran, M. Hashem
227
Gao, Jiti
186
Linton, Oliver
176
Härdle, Wolfgang
153
Newey, Whitney K.
153
Andrews, Donald W. K.
147
Baltagi, Badi H.
144
Chernozhukov, Victor
141
McAleer, Michael
133
Kapetanios, George
126
Lütkepohl, Helmut
126
Chen, Xiaohong
121
Gouriéroux, Christian
112
Lee, Lung-fei
112
Heckman, James J.
108
Tsionas, Efthymios G.
103
Otsu, Taisuke
102
Teräsvirta, Timo
102
Franses, Philip Hans
101
Swanson, Norman R.
101
Lechner, Michael
98
Kumbhakar, Subal
96
Robinson, Peter M.
96
Imbens, Guido
93
Sentana, Enrique
93
Simar, Léopold
93
Dette, Holger
92
White, Halbert
91
Afonso, António
89
Koopman, Siem Jan
89
Sun, Yixiao
89
Windmeijer, Frank
87
Nielsen, Morten Ørregaard
85
Smith, Richard J.
85
Dufour, Jean-Marie
82
Li, Qi
81
Ullah, Aman
81
Wooldridge, Jeffrey M.
81
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Cowles Foundation for Research in Economics, Yale University
1
East Asian Bureau of Economic Research (EABER)
1
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1
School of Economics, Singapore Management University
1
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Journal of econometrics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric theory
7
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5
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Essays in honor of Jerry Hausman
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ECONIS (ZBW)
76
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EconStor
1
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
QML estimation of dynamic panel data models with spatial errors
Su, Liangjun
;
Yang, Zhenlin
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 230-258
Persistent link: https://www.econbiz.de/10011339865
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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