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Liangjun Su · Study
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Author
Liangjun Su
13 works
· latest 2018
· 2 institutions
cluster: provisional
ORCID 0000-0002-0565-6928
Works
13 shown
Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
Journal of Business and Economic Statistics
·
2018
·
4 authors
·
Open access
38
citations
On time-varying factor models: Estimation and testing
Journal of Econometrics
·
2017
·
2 authors
·
Open access
180
citations
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks
Journal of the American Statistical Association
·
2015
·
2 authors
110
citations
Shrinkage estimation of dynamic panel data models with interactive fixed effects
Journal of Econometrics
·
2015
·
2 authors
92
citations
QML estimation of dynamic panel data models with spatial errors
Journal of Econometrics
·
2014
·
2 authors
·
Open access
134
citations
Support Vector Machines with Evolutionary Model Selection for Default Prediction
Oxford University Press eBooks
·
2014
·
5 authors
·
chapter
33
citations
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
Econometric Theory
·
2013
·
2 authors
·
Open access
127
citations
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
Econometric Theory
·
2012
·
2 authors
35
citations
Sieve estimation of panel data models with cross section dependence
Journal of Econometrics
·
2012
·
2 authors
·
Open access
101
citations
Semiparametric GMM estimation of spatial autoregressive models
Journal of Econometrics
·
2011
·
1 author
·
Open access
146
citations
Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
Journal of Business and Economic Statistics
·
2010
·
3 authors
·
Open access
59
citations
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
Journal of Econometrics
·
2009
·
2 authors
172
citations
Profile likelihood estimation of partially linear panel data models with fixed effects
Economics Letters
·
2006
·
2 authors
·
Open access
133
citations