Liangjun Su

发表

Identifying latent group structures in nonlinear panels

Wuyi Wang, Liangjun Su, Liangjun Su, 2020, Journal of Econometrics.

Advanced Mathematical Statistics

Liangjun Su, 2007 .

Nonparametric threshold regression: Estimation and inference

Christopher F. Parmeter, Daniel J. Henderson, Liangjun Su, 2015 .

Detecting latent communities in network formation models

Shujie Ma, Liangjun Su, Yichong Zhang, 2020 .

Identifying latent grouped patterns in panel data models with interactive fixed effects

Liangjun Su, Gaosheng Ju, Liangjun Su, 2018, Journal of Econometrics.

Strong Consistency of Spectral Clustering for Stochastic Block Models

Wuyi Wang, Liangjun Su, Yichong Zhang, 2017, IEEE Transactions on Information Theory.

Determination of different types of fixed effects in three-dimensional panels*

Xun Lu, Liangjun Su, Ke Miao, 2021, Econometric Reviews.

Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model

Aman Ullah, Liangjun Su, A. Ullah, 2009 .

Estimation of large dimensional factor models with an unknown number of breaks

Shujie Ma, Liangjun Su, Liangjun Su, 2018, Journal of Econometrics.

A simple test for multivariate conditional symmetry

Liangjun Su, 2006 .

Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso

Junhui Qian, Liangjun Su, Liangjun Su, 2014 .

QML estimation of dynamic panel data models with spatial errors

Zhenlin Yang, Liangjun Su, Liangjun Su, 2015 .

Semiparametric Estimator of Time Series Conditional Variance

Aman Ullah, Liangjun Su, A. Ullah, 2010 .

Testing for Common Trends in Semi�?Parametric Panel Data Models with Fixed Effects

Yonghui Zhang, Peter C. B. Phillips, Liangjun Su, 2011 .

Robustify Financial Time Series Forecasting with Bagging

Aman Ullah, Liangjun Su, Sainan Jin, 2014 .

Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets

Chih-Ling Tsai, Shujie Ma, Liangjun Su, 2018, Journal of Business & Economic Statistics.

Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects

Zhang Yonghui, Liangjun Su, Peter C. B. Phillips, 2011 .

Variable Selection in Nonparametric and Semiparametric Regression Models

Yonghui Zhang, Liangjun Su, Liangjun Su, 2014 .

SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES

Junhui Qian, Liangjun Su, Liangjun Su, 2015, Econometric Theory.

TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS

Liangjun Su, Qihui Chen, Liangjun Su, 2013, Econometric Theory.

Non-separable models with high-dimensional data

Takuya Ura, Liangjun Su, Yichong Zhang, 2017, Journal of Econometrics.

Local polynomial estimation of nonparametric simultaneous equations models

Aman Ullah, Liangjun Su, A. Ullah, 2008 .

On Time-Varying Factor Models: Estimation and Inference ∗

Liangjun Su, Liangjun Su, Xia Wang, 2015 .

A semiparametric stochastic volatility model

Neil Shephard, Yong Li, Yiu Kuen Tse, 2012 .

On factor models with random missing: EM estimation, inference, and cross validation

Liangjun Su, Ke Miao, Sainan Jin, 2020 .

Instrumental Variable Quantile Estimation of Spatial Autoregressive Models

Zhenlin Yang, Liangjun Su, Liangjun Su, 2007 .

Nonparametric dynamic panel data models: Kernel estimation and specification testing

Xun Lu, Liangjun Su, Liangjun Su, 2013 .

A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence

Liangjun Su, Sainan Jin, Liangjun Su, 2013 .

Testing structural change in time-series nonparametric regression models

Zhijie Xiao, Liangjun Su, Zhijie Xiao, 2008 .

Jackknife Model Averaging for Quantile Regressions

Xun Lu, Liangjun Su, Liangjun Su, 2014 .

Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects

Yonghui Zhang, Liangjun Su, Liangjun Su, 2015 .

Testing Conditional Uncorrelatedness

Aman Ullah, Liangjun Su, A. Ullah, 2009 .

Semiparametric GMM estimation of spatial autoregressive models

Liangjun Su, Liangjun Su, 2012 .

On Time-Varying Factor Models: Estimation and Testing ∗

Liangjun Su, Liangjun Su, Xia Wang, 2017 .

Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice

Bin Peng, Liangjun Su, Guohua Feng, 2019, Journal of Econometrics.

Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models

Liangjun Su, Sainan Jin, Liangjun Su, 2010 .

Nonparametric Dynamic Panel Data Models with Interactive Fixed Effects: Sieve Estimation and Specification Testing ∗

Yonghui Zhang, Liangjun Su, Liangjun Su, 2013 .

Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso

Junhui Qian, Liangjun Su, Liangjun Su, 2014 .

M-Estimation of a Nonparametric Threshold Regression Model

Christopher F. Parmeter, Daniel J. Henderson, Liangjun Su, 2017 .

TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS

Liangjun Su, H. White, Liangjun Su, 2010, Econometric Theory.

Semiparametric Single-Index Panel Data Models with Interactive Fixed Effects: Theory and Practice

Bin Peng, Liangjun Su, Guohua Feng, 2016 .

Sieve estimation of panel data models with cross section dependence

Liangjun Su, Sainan Jin, Liangjun Su, 2012 .