Liangjun Su

Singapore Management University - School of Economics

90 Stamford Road

178903

Singapore

  • Singapore Management University - School of Economics

SCHOLARLY PAPERS

4

DOWNLOADS

410

TOTAL CITATIONS
Rank 27,079

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Top 27,079

in Total Papers Citations

20

Scholarly Papers (4)

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1.

A Combined Approach to the Inference of Conditional Factor Models

Downloads 125 (354,377)

A Combined Approach to the Inference of Conditional Factor Models

Number of pages: 56 Posted: 20 Dec 2012
Yan Li, Liangjun Su and Yuewu Xu
Temple University - Fox School of Business and Management, Singapore Management University - School of Economics and Fordham University - Gabelli School of Business
Downloads 125 (459,080)

Abstract:

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2.

A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression

Cowles Foundation Discussion Paper No. 1704
Number of pages: 32 Posted: 05 Jun 2009
Peter C. B. Phillips and Liangjun Su
University of Auckland Business School and Singapore Management University - School of Economics
Downloads 104 (524,473)

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bias-correction, endogeneity, Kernel regression, L_{2} regression, location shift, nonparametric IV, nonstationarity, paradox, spatial regression, structural estimation

3.

Nonparametric Structural Estimation Via Continuous Location Shifts in an Endogenous Regressor

Cowles Foundation Discussion Paper No. 1702
Number of pages: 43 Posted: 04 Jun 2009
Peter C. B. Phillips and Liangjun Su
University of Auckland Business School and Singapore Management University - School of Economics
Downloads 95 (557,507)
Citation 2

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fixed effects, kernel regression, location shift, mixing, nonparametric IV, nonstationarity, panel model, structural estimation

4.

Identifying Latent Structures in Panel Data

Cowles Foundation Discussion Paper No. 1965
Number of pages: 77 Posted: 03 Dec 2014
Liangjun Su, Zhentao Shi and Peter C. B. Phillips
Singapore Management University - School of Economics, Department of Economics, the Chinese University of Hong Kong and University of Auckland Business School
Downloads 86 (592,762)
Citation 18

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Classification, Cluster analysis, Convergence club, Dynamic panel, Group Lasso, High dimensionality, Oracle property, Panel structure model, Parameter heterogeneity, Penalized least squares, Penalized GMM