Liangjun Su, Ph.D.
Affiliations: | 2004 | University of California, San Diego, La Jolla, CA |
Area:
General EconomicsGoogle:
"Liangjun Su"Parents
Sign in to add mentorHalbert White | grad student | 2004 | UCSD | |
(Nonparametric tests for conditional independence.) |
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Publications
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Ma S, Lan W, Su L, et al. (2020) Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets Journal of Business & Economic Statistics. 38: 214-227 |
Su L, Wang X. (2020) Testing For Structural Changes In Factor Models Via A Nonparametric Regression Econometric Theory. 1-32 |
Huang W, Jin S, Su L. (2020) Identifying Latent Grouped Patterns in Cointegrated Panels Econometric Theory. 36: 410-456 |
Jin S, Miao K, Su L. (2020) On factor models with random missing: EM estimation, inference, and cross validation Journal of Econometrics. 1 |
Miao K, Li K, Su L. (2020) Panel threshold models with interactive fixed effects Journal of Econometrics |
Huang W, Jin S, Phillips PCB, et al. (2020) Nonstationary panel models with latent group structures and cross-section dependence Journal of Econometrics. 1 |
Wang W, Su L. (2020) Identifying latent group structures in nonlinear panels Journal of Econometrics. 1 |
Lu X, Su L. (2020) Determining individual or time effects in panel data models Journal of Econometrics. 215: 60-83 |
Miao K, Su L, Wang W. (2020) Panel threshold regressions with latent group structures Journal of Econometrics. 214: 451-481 |
Su L, Xu P, Ju H. (2019) Common threshold in quantile regressions with an application to pricing for reputation Econometric Reviews. 38: 1-37 |