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Specification testing for transformation models with an application to generalized accelerated failure-time models
Lewbel, Arthur; Lu, Xun; Su, Liangjun - In: Journal of econometrics 184 (2015) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10011326814
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Specification testing for transformation models with an application to generalized accelerated failure-time models
Lewbel, Arthur; Lu, Xun; Su, Liangjun - 2012
Persistent link: https://www.econbiz.de/10009688629
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Nonparametric dynamic panel data models : Kernel estimation and specification testing
Su, Liangjun; Lu, Xun - In: Journal of econometrics 176 (2013) 2, pp. 112-133
Persistent link: https://www.econbiz.de/10009786508
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Jackknife model averaging for quantile regressions
Lu, Xun; Su, Liangjun - In: Journal of econometrics 188 (2015) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
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Determination of different types of fixed effects in three-dimensional panels
Lu, Xun; Miao, Ke; Su, Liangjun - In: Econometric reviews 40 (2021) 9, pp. 867-898
Persistent link: https://www.econbiz.de/10012624543
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Determining individual or time effects in panel data models
Lu, Xun; Su, Liangjun - In: Journal of econometrics 215 (2020) 1, pp. 60-83
Persistent link: https://www.econbiz.de/10012439155
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Granger causality and structural causality in cross-section and panel data
Lu, Xun; Su, Liangjun; White, Halbert - In: Econometric theory 33 (2017) 2, pp. 263-291
Persistent link: https://www.econbiz.de/10011665311
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Shrinkage estimation of dynamic panel data models with interactive fixed effects
Lu, Xun; Su, Liangjun - In: Journal of econometrics 190 (2016) 1, pp. 148-175
Persistent link: https://www.econbiz.de/10011591629
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Determining the number of groups in latent panel structures with an application to income and democracy
Lu, Xun; Su, Liangjun - In: Quantitative economics : QE ; journal of the … 8 (2017) 3, pp. 729-760
We consider a latent group panel structure as recently studied by Su, Shi, and Phillips (2016), where the number of groups is unknown and has to be determined empirically. We propose a testing procedure to determine the number of groups. Our test is a residual-based Lagrange multiplier-type...
Persistent link: https://www.econbiz.de/10011801632
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Determining the number of groups in latent panel structures with an application to income and democracy
Lu, Xun; Su, Liangjun - In: Quantitative economics : QE ; journal of the … 8 (2017) 3, pp. 729-760
Persistent link: https://www.econbiz.de/10011804941