Similar Search Results

On time-varying factor models : estimation and testing

Su, Liangjun; Wang, Xia - In: Journal of econometrics 198 (2017) 1, pp. 84-101

Persistent link: https://www.econbiz.de/10011818370

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

Shrinkage estimation of regression models with multiple structural changes

Qian, Junhui; Su, Liangjun - In: Econometric theory 32 (2016) 6, pp. 1376-1433

Persistent link: https://www.econbiz.de/10011661980

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

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

Asymptotics and bootstrap for random-effects panel data transformation models

Su, Liangjun; Yang, Zhenlin - In: Econometric reviews 37 (2018) 6/10, pp. 602-625

Persistent link: https://www.econbiz.de/10012040397

Additive nonparametric regression in the presence of endogenous regressors

Ozabaci, Deniz; Henderson, Daniel J.; Su, Liangjun - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 555-575

Persistent link: https://www.econbiz.de/10010488431

A martingale-difference-divergence-based test for specification

Su, Liangjun; Zheng, Xin - In: Economics letters 156 (2017), pp. 162-167

Persistent link: https://www.econbiz.de/10011822395

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

Inflationsbekämpfung im Reformprozeß

Huang, Yuxiang - In: Ordnungsreform und Entwicklung der chinesischen …, (pp. 65-86). 1996

Persistent link: https://www.econbiz.de/10001320251