Information about:
Liangjun Su

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Email: [This author has chosen not to make the email address public]
Homepage: http://www.mysmu.edu/faculty/ljsu/
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Affiliation

Working papers

1. Peter C.B. Phillips & Liangjun Su, 2009. "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers 1702, Cowles Foundation, Yale University. [Downloadable!]

2. Xiangdong Long & Liangjun Su & Aman Ullah, 2009. "Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications," Working Papers 200908, University of California at Riverside, Department of Economics, revised Jul 2009. [Downloadable!]

3. Ye Chen & Liangjun Su & Aman Ullah, 2009. "Functional Coefficient Estimation with Both Categorical and Continuous Data," Working Papers 200909, University of California at Riverside, Department of Economics, revised Jun 2009. [Downloadable!]

4. Peter C.B. Phillips & Liangjun Su, 2009. "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," Cowles Foundation Discussion Papers 1704, Cowles Foundation, Yale University. [Downloadable!]

5. Liangjun Su & Zhenlin Yang, 2008. "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Working Papers 03-2009, Singapore Management University, School of Economics. [Downloadable!]

6. Zhenlin Yang & Liangjun Su, 2007. "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers 05-2007, Singapore Management University, School of Economics. [Downloadable!]

7. Liangjun Su & Halbert White, 2004. "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series 2003-14, Department of Economics, UC San Diego. [Downloadable!]

8. Liangjun Su & Halbert White, 2003. "A Consistent Characteristic-Fuction-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series 2003-11, Department of Economics, UC San Diego. [Downloadable!]
   Published as:
   • Su, Liangjun & White, Halbert, 2007. "A consistent characteristic function-based test for conditional independence," Journal of Econometrics, Elsevier, vol. 141(2), pages 807-834, December. [Downloadable!] (restricted)

1. Su, Liangjun & Ullah, Aman, 2009. "Testing Conditional Uncorrelatedness," Journal of Business & Economic Statistics, American Statistical Association, vol. 27, pages 18-29. [Downloadable!] (restricted)

2. Su, Liangjun & Ullah, Aman, 2008. "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, vol. 144(1), pages 193-218, May. [Downloadable!] (restricted)

3. Su, Liangjun & White, Halbert, 2008. "A Nonparametric Hellinger Metric Test For Conditional Independence," Econometric Theory, Cambridge University Press, vol. 24(04), pages 829-864, August. [Downloadable!]

4. Su, Liangjun & Xiao, Zhijie, 2008. "Testing for parameter stability in quantile regression models," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2768-2775, November. [Downloadable!] (restricted)

5. Liangjun Su, 2007. "Business output and business experience - Evidence from China's nongovernmental businesses," Applied Economics Letters, Taylor and Francis Journals, vol. 14(3), pages 227-231. [Downloadable!] (restricted)

6. Su, Liangjun & White, Halbert, 2007. "A consistent characteristic function-based test for conditional independence," Journal of Econometrics, Elsevier, vol. 141(2), pages 807-834, December. [Downloadable!] (restricted)
   Other versions:
   • Liangjun Su & Halbert White, 2003. "A Consistent Characteristic-Fuction-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series 2003-11, Department of Economics, UC San Diego. [Downloadable!]

7. Sainan Jin & Liangjun Su, 2007. "Forecasting the car penetration rate (CPR) in China: a nonparametric approach," Applied Economics, Taylor and Francis Journals, vol. 39(17), pages 2189-2195. [Downloadable!] (restricted)

8. Su, Liangjun & Ullah, Aman, 2007. "More efficient estimation of nonparametric panel data models with random effects," Economics Letters, Elsevier, vol. 96(3), pages 375-380, September. [Downloadable!] (restricted)

9. Su, Liangjun & Ullah, Aman, 2006. "Profile likelihood estimation of partially linear panel data models with fixed effects," Economics Letters, Elsevier, vol. 92(1), pages 75-81, July. [Downloadable!] (restricted)

10. Su, Liangjun, 2006. "A simple test for multivariate conditional symmetry," Economics Letters, Elsevier, vol. 93(3), pages 374-378, December. [Downloadable!] (restricted)

11. Su, Liangjun & Ullah, Aman, 2006. "More Efficient Estimation In Nonparametric Regression With Nonparametric Autocorrelated Errors," Econometric Theory, Cambridge University Press, vol. 22(01), pages 98-126, February. [Downloadable!]

12. Jianying Hu & Liangjun Su & Sainan Jin & Wanjun Jiang, 2006. "The Rise in House Prices in China: Bubbles or Fundamentals?," Economics Bulletin, Economics Bulletin, vol. 3(7), pages 1-8. [Downloadable!]

13. RePEc:cup:etheor:v:22:y:2005:i:01:p:98-126_06 is not listed on IDEAS

1. NEP-ECM: Econometrics (5) 2003-10-28 2003-10-28 2009-06-17 2009-06-17 2009-06-17 Author is listed
2. NEP-ETS: Econometric Time Series (4) 2003-10-28 2003-10-28 2009-06-17 2009-06-17 Author is listed
3. NEP-GEO: Economic Geography (1) 2009-06-17
4. NEP-SEA: South East Asia (2) 2009-06-17 2009-06-17 Author is listed
5. NEP-URE: Urban & Real Estate Economics (1) 2009-06-17

This page was last updated on 2009-12-21.