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Standardized LM tests for spatial error dependence in linear or panel regression

Baltagi, Badi H.; Yang, Zhenlin - In: The econometrics journal 16 (2013) 1, pp. 103-134

Persistent link: https://www.econbiz.de/10009722509

Tests of transformation in nonlinear regression

Yang, Zhenlin; Chen, Gamai - In: Economics letters 84 (2004) 3, pp. 391-398

Persistent link: https://www.econbiz.de/10002139549

An explicit variance formula for the Box-Cox functional form estimator

Yang, Zhenlin; Abeysinghe, Tilak - In: Economics letters 76 (2002) 2, pp. 259-265

Persistent link: https://www.econbiz.de/10001690459

A score test for Box-Cox functional form

Yang, Zhenlin; Abeysinghe, Tilak - In: Economics letters 79 (2003) 1, pp. 107-115

Persistent link: https://www.econbiz.de/10001741283

Testing conditional uncorrelatedness

Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 1, pp. 18-29

Persistent link: https://www.econbiz.de/10003805419

Testing structural change in partially linear models

Su, Liangjun; White, Halbert - In: Econometric theory 26 (2010) 6, pp. 1761-1806

Persistent link: https://www.econbiz.de/10008738330

Nonparametric tests for conditional independence

Su, Liangjun - 2004

Persistent link: https://www.econbiz.de/10003387631

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

Conditional independence specification testing for dependent processes with local polynomial quantile regression

Su, Liangjun; White, Halbert - In: Essays in honor of Jerry Hausman, (pp. 355-434). 2012

Persistent link: https://www.econbiz.de/10009709133

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