Year |
Citation |
Score |
2020 |
Ma S, Lan W, Su L, Tsai C. Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets Journal of Business & Economic Statistics. 38: 214-227. DOI: 10.1080/07350015.2018.1482758 |
0.342 |
|
2020 |
Su L, Wang X. Testing For Structural Changes In Factor Models Via A Nonparametric Regression Econometric Theory. 1-32. DOI: 10.1017/S0266466619000446 |
0.421 |
|
2020 |
Huang W, Jin S, Su L. Identifying Latent Grouped Patterns in Cointegrated Panels Econometric Theory. 36: 410-456. DOI: 10.1017/S0266466619000197 |
0.449 |
|
2020 |
Jin S, Miao K, Su L. On factor models with random missing: EM estimation, inference, and cross validation Journal of Econometrics. 1. DOI: 10.1016/J.Jeconom.2020.08.002 |
0.453 |
|
2020 |
Miao K, Li K, Su L. Panel threshold models with interactive fixed effects Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.05.018 |
0.53 |
|
2020 |
Huang W, Jin S, Phillips PCB, Su L. Nonstationary panel models with latent group structures and cross-section dependence Journal of Econometrics. 1. DOI: 10.1016/J.Jeconom.2020.05.003 |
0.499 |
|
2020 |
Wang W, Su L. Identifying latent group structures in nonlinear panels Journal of Econometrics. 1. DOI: 10.1016/J.Jeconom.2020.04.003 |
0.415 |
|
2020 |
Lu X, Su L. Determining individual or time effects in panel data models Journal of Econometrics. 215: 60-83. DOI: 10.1016/J.Jeconom.2019.07.008 |
0.388 |
|
2020 |
Miao K, Su L, Wang W. Panel threshold regressions with latent group structures Journal of Econometrics. 214: 451-481. DOI: 10.1016/J.Jeconom.2019.07.006 |
0.501 |
|
2019 |
Su L, Xu P, Ju H. Common threshold in quantile regressions with an application to pricing for reputation Econometric Reviews. 38: 1-37. DOI: 10.1080/07474938.2017.1318469 |
0.458 |
|
2019 |
Su L, Ura T, Zhang Y. Non-separable models with high-dimensional data Journal of Econometrics. 212: 646-677. DOI: 10.1016/J.Jeconom.2019.06.004 |
0.477 |
|
2019 |
Feng G, Peng B, Su L, Yang TT. Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice Journal of Econometrics. 212: 607-622. DOI: 10.1016/J.Jeconom.2019.05.018 |
0.378 |
|
2019 |
Wang W, Phillips PCB, Su L. The heterogeneous effects of the minimum wage on employment across states Economics Letters. 174: 179-185. DOI: 10.1016/J.Econlet.2018.11.002 |
0.342 |
|
2018 |
Ma S, Su L. Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks Journal of Econometrics. 207: 1-29. DOI: 10.1016/J.Jeconom.2018.06.019 |
0.435 |
|
2018 |
Su L, Ju G. Identifying latent grouped patterns in panel data models with interactive fixed effects Journal of Econometrics. 206: 554-573. DOI: 10.1016/J.Jeconom.2018.06.014 |
0.427 |
|
2018 |
Wang W, Phillips PCB, Su L. Homogeneity Pursuit in Panel Data Models: Theory and Applications Journal of Applied Econometrics. 33: 797-815. DOI: 10.1002/Jae.2632 |
0.446 |
|
2017 |
Lu X, Su L. Determining the number of groups in latent panel structures with an application to income and democracy Quantitative Economics. 8: 729-760. DOI: 10.3982/Qe517 |
0.451 |
|
2017 |
Su L, Wang X, Jin S. Sieve Estimation of Time-Varying Panel Data Models With Latent Structures Journal of Business & Economic Statistics. 37: 334-349. DOI: 10.1080/07350015.2017.1340299 |
0.403 |
|
2017 |
Su L, Qu X. Specification Test for Spatial Autoregressive Models Journal of Business & Economic Statistics. 35: 572-584. DOI: 10.1080/07350015.2015.1102734 |
0.496 |
|
2017 |
Su L, Wang X. On time-varying factor models: Estimation and testing Journal of Econometrics. 198: 84-101. DOI: 10.1016/J.Jeconom.2016.12.004 |
0.45 |
|
2017 |
Su L, Zheng X. A martingale-difference-divergence-based test for specification Economics Letters. 156: 162-167. DOI: 10.1016/J.Econlet.2017.05.002 |
0.507 |
|
2016 |
Su L, Shi Z, Phillips PCB. Identifying Latent Structures in Panel Data Econometrica. 84: 2215-2264. DOI: 10.3982/Ecta12560 |
0.454 |
|
2016 |
Su L, Yang Z. Asymptotics and bootstrap for random-effects panel data transformation models Econometric Reviews. 1-24. DOI: 10.1080/07474938.2015.1122235 |
0.475 |
|
2016 |
Li D, Qian J, Su L. Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks Journal of the American Statistical Association. 111: 1804-1819. DOI: 10.1080/01621459.2015.1119696 |
0.501 |
|
2016 |
Lu X, Su L, White H. GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA Econometric Theory. 1-29. DOI: 10.1017/S0266466616000086 |
0.567 |
|
2016 |
Hoderlein S, Su L, White H, Yang TT. Testing for monotonicity in unobservables under unconfoundedness Journal of Econometrics. 193: 183-202. DOI: 10.1016/J.Jeconom.2016.02.015 |
0.673 |
|
2016 |
Su L, Hoshino T. Sieve instrumental variable quantile regression estimation of functional coefficient models Journal of Econometrics. 191: 231-254. DOI: 10.1016/J.Jeconom.2015.10.006 |
0.503 |
|
2016 |
Lu X, Su L. Shrinkage estimation of dynamic panel data models with interactive fixed effects Journal of Econometrics. 190: 148-175. DOI: 10.1016/J.Jeconom.2015.09.005 |
0.418 |
|
2016 |
Qian J, Su L. Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso Journal of Econometrics. 191: 86-109. DOI: 10.1016/J.Jeconom.2015.09.004 |
0.507 |
|
2016 |
Su L, Zhang Y, Wei J. A practical test for strict exogeneity in linear panel data models with fixed effects Economics Letters. 147: 27-31. DOI: 10.1016/J.Econlet.2016.08.012 |
0.499 |
|
2015 |
Su L, Tu Y, Ullah A. Testing Additive Separability of Error Term in Nonparametric Structural Models Econometric Reviews. 34: 1057-1088. DOI: 10.1080/07474938.2014.956621 |
0.452 |
|
2015 |
Li Y, Su L, Xu Y. A Combined Approach to the Inference of Conditional Factor Models Journal of Business & Economic Statistics. 33: 203-220. DOI: 10.1080/07350015.2014.940082 |
0.509 |
|
2015 |
Qian J, Su L. SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES Econometric Theory. DOI: 10.1017/S0266466615000237 |
0.496 |
|
2015 |
Jin S, Su L, Xiao Z. Adaptive Nonparametric Regression With Conditional Heteroskedasticity Econometric Theory. 31: 1153-1191. DOI: 10.1017/S0266466614000450 |
0.46 |
|
2015 |
Lu X, Su L. Jackknife model averaging for quantile regressions Journal of Econometrics. 188: 40-58. DOI: 10.1016/J.Jeconom.2014.11.005 |
0.451 |
|
2015 |
Su L, Yang Z. QML estimation of dynamic panel data models with spatial errors Journal of Econometrics. 185: 230-258. DOI: 10.1016/J.Jeconom.2014.11.002 |
0.468 |
|
2015 |
Lewbel A, Lu X, Su L. Specification testing for transformation models with an application to generalized accelerated failure-time models Journal of Econometrics. 184: 81-96. DOI: 10.1016/J.Jeconom.2014.09.008 |
0.462 |
|
2015 |
Su L, Jin S, Zhang Y. Specification Test for Panel Data Models with Interactive Fixed Effects Journal of Econometrics. 186: 222-244. DOI: 10.1016/J.Jeconom.2014.06.018 |
0.545 |
|
2015 |
Jin S, Su L, Zhang Y. Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models Empirical Economics. 48: 9-36. DOI: 10.1007/S00181-014-0846-2 |
0.423 |
|
2014 |
Racine JS, Su L, Ullah A. The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics Oup Catalogue. DOI: 10.1093/Oxfordhb/9780199857944.001.0001 |
0.476 |
|
2014 |
Jin S, Su L, Ullah A. Robustify Financial Time Series Forecasting with Bagging Econometric Reviews. 33: 575-605. DOI: 10.1080/07474938.2013.825142 |
0.358 |
|
2014 |
Ozabaci D, Henderson DJ, Su L. Additive Nonparametric Regression in the Presence of Endogenous Regressors Journal of Business and Economic Statistics. 32: 555-575. DOI: 10.1080/07350015.2014.917590 |
0.4 |
|
2014 |
Su L, White H. Testing conditional independence via empirical likelihood Journal of Econometrics. 182: 27-44. DOI: 10.1016/J.Jeconom.2014.04.006 |
0.647 |
|
2014 |
Qian J, Su L. Structural change estimation in time series regressions with endogenous variables Economics Letters. 125: 415-421. DOI: 10.1016/J.Econlet.2014.10.021 |
0.474 |
|
2013 |
Jin S, Su L. A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence Econometric Reviews. 32: 469-512. DOI: 10.1080/07474938.2012.690669 |
0.55 |
|
2013 |
Su L, Spindler M. Nonparametric Testing for Asymmetric Information Journal of Business & Economic Statistics. 31: 208-225. DOI: 10.1080/07350015.2012.755127 |
0.398 |
|
2013 |
Su L, Murtazashvili I, Ullah A. Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling Journal of Business and Economic Statistics. 31: 184-207. DOI: 10.1080/07350015.2012.754314 |
0.498 |
|
2013 |
Su L, Chen Q. Testing Homogeneity In Panel Data Models With Interactive Fixed Effects Econometric Theory. 29: 1079-1135. DOI: 10.1017/S0266466613000017 |
0.528 |
|
2013 |
Su L, Ullah A. A Nonparametric Goodness-Of-Fit-Based Test For Conditional Heteroskedasticity Econometric Theory. 29: 187-212. DOI: 10.1017/S0266466612000278 |
0.492 |
|
2013 |
Su L, Lu X. Nonparametric dynamic panel data models: Kernel estimation and specification testing Journal of Econometrics. 176: 112-133. DOI: 10.1016/J.Jeconom.2013.04.020 |
0.557 |
|
2013 |
Su L, Ullah A, Wang Y. Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator Empirical Economics. 45: 1009-1024. DOI: 10.1007/S00181-012-0641-X |
0.448 |
|
2012 |
Zhang Y, Su L, Phillips PCB. Testing for common trends in semi-parametric panel data models with fixed effects Econometrics Journal. 15: 56-100. DOI: 10.1111/J.1368-423X.2011.00361.X |
0.541 |
|
2012 |
Su L, Jin S. Sieve estimation of panel data models with cross section dependence Journal of Econometrics. 169: 34-47. DOI: 10.1016/J.Jeconom.2012.01.006 |
0.491 |
|
2012 |
Su L. Semiparametric GMM estimation of spatial autoregressive models Journal of Econometrics. 167: 543-560. DOI: 10.1016/J.Jeconom.2011.09.034 |
0.468 |
|
2011 |
Long X, Su L, Ullah A. Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Journal of Business & Economic Statistics. 29: 109-125. DOI: 10.1198/Jbes.2009.07057 |
0.502 |
|
2011 |
Phillips PCB, Su L. Non-parametric regression under location shifts Econometrics Journal. 14: 457-486. DOI: 10.1111/J.1368-423X.2011.00344.X |
0.462 |
|
2010 |
Mishra S, Su L, Ullah A. Semiparametric Estimator of Time Series Conditional Variance Journal of Business & Economic Statistics. 28: 256-274. DOI: 10.1198/Jbes.2009.08118 |
0.46 |
|
2010 |
Su L, White H. TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS Econometric Theory. 26: 1761-1806. DOI: 10.1017/S0266466609990788 |
0.652 |
|
2010 |
Su L, Jin S. Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models Journal of Econometrics. 157: 18-33. DOI: 10.1016/J.Jeconom.2009.10.033 |
0.451 |
|
2009 |
Su L, Ullah A. Testing Conditional Uncorrelatedness Journal of Business & Economic Statistics. 27: 18-29. DOI: 10.1198/Jbes.2009.0002 |
0.504 |
|
2008 |
Su L, Xiao Z. Testing structural change in time-series nonparametric regression models Statistics and Its Interface. 1: 347-366. DOI: 10.4310/Sii.2008.V1.N2.A12 |
0.507 |
|
2008 |
Su L, White H. A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE Econometric Theory. 24: 829-864. DOI: 10.1017/S0266466608080341 |
0.619 |
|
2008 |
Su L, Xiao Z. Testing for parameter stability in quantile regression models Statistics & Probability Letters. 78: 2768-2775. DOI: 10.1016/J.Spl.2008.03.018 |
0.534 |
|
2008 |
Su L, Ullah A. Local polynomial estimation of nonparametric simultaneous equations models Journal of Econometrics. 144: 193-218. DOI: 10.1016/J.Jeconom.2008.01.002 |
0.464 |
|
2007 |
Jin S, Su L. Forecasting the car penetration rate (CPR) in China: a nonparametric approach Applied Economics. 39: 2189-2195. DOI: 10.1080/00036840600749631 |
0.301 |
|
2007 |
Su L, White H. A consistent characteristic function-based test for conditional independence Journal of Econometrics. 141: 807-834. DOI: 10.1016/J.Jeconom.2006.11.006 |
0.637 |
|
2007 |
Su L, Ullah A. More efficient estimation of nonparametric panel data models with random effects Economics Letters. 96: 375-380. DOI: 10.1016/J.Econlet.2007.02.018 |
0.46 |
|
2006 |
Su L. A simple test for multivariate conditional symmetry Economics Letters. 93: 374-378. DOI: 10.1016/J.Econlet.2006.06.013 |
0.438 |
|
2006 |
Su L, Ullah A. Profile likelihood estimation of partially linear panel data models with fixed effects Economics Letters. 92: 75-81. DOI: 10.1016/J.Econlet.2006.01.019 |
0.484 |
|
2005 |
Su L, Ullah A. MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS Econometric Theory. 22. DOI: 10.1017/S026646660606004X |
0.469 |
|
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