Liangjun Su, Ph.D.

Affiliations: 
2004 University of California, San Diego, La Jolla, CA 
Area:
General Economics
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"Liangjun Su"

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Halbert 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
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