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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

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

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

Identifying latent structures in panel data

Su, Liangjun; Shi, Zhentao; Phillips, Peter C. B. - 2014

Persistent link: https://www.econbiz.de/10010464135

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

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

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

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

Identifying latent structures in panel data

Su, Liangjun; Shi, Zhentao; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 6, pp. 2215-2264

Persistent link: https://www.econbiz.de/10011791226

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