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Xun Lu

Personal Details

First Name:Xun
Middle Name:
Last Name:Lu
Suffix:
RePEc Short-ID:plu564
[This author has chosen not to make the email address public]

Affiliation

Department of Economics
Chinese University of Hong Kong

Shatin, Hong Kong
http://www.cuhk.edu.hk/eco/
RePEc:edi:decuhhk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Xun Lu & Liangjun Su, 2025. "Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T," Papers 2508.10302, arXiv.org.
  2. Xun Lu & Ke Miao & Liangjun Su, 2018. "Determination of Different Types of Fixed Effects in Three-Dimensional Panels," Economics and Statistics Working Papers 10-2018, Singapore Management University, School of Economics.
  3. Xun Lu & Liangjun Su & Halbert White, 2016. "Granger Causality and Structural Causality in Cross-Section and Panel Data," Working Papers 04-2016, Singapore Management University, School of Economics.
  4. Xun Lu & Su Liangjun, 2015. "Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects," Working Papers 02-2015, Singapore Management University, School of Economics.
  5. Xun Lu & Liangjun Su, 2014. "Jackknife Model Averaging for Quantile Regressions," Working Papers 11-2014, Singapore Management University, School of Economics.
  6. Arthur Lewbel & Xun Lu & Liangjun Su, 2012. "Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models," Boston College Working Papers in Economics 817, Boston College Department of Economics, revised 01 May 2013.
  7. Halbert White & Karim Chalak & Xun Lu, 2010. "Linking Granger Causality and the Pearl Causal Model with Settable Systems," Boston College Working Papers in Economics 744, Boston College Department of Economics.
  8. Xun Lu & Dietrich Fausten & Russell Smyth, 2006. "Financial Development, Capital Accumulation And Productivity Improvement: Evidence From China," Monash Economics Working Papers 04/06, Monash University, Department of Economics.

Articles

  1. Lu, Xun & Su, Liangjun, 2026. "Mundlak estimators for three-dimensional panel data models," Economics Letters, Elsevier, vol. 262(C).
  2. Lu, Xun & Su, Liangjun & Ba, Yinglong, 2026. "On generalized CCE estimation," Journal of Econometrics, Elsevier, vol. 253(C).
  3. Jin, Sainan & Lu, Xun & Su, Liangjun, 2025. "Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects," Journal of Econometrics, Elsevier, vol. 249(PB).
  4. Yiqiu Cao & Sainan Jin & Xun Lu & Liangjun Su, 2024. "Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(4), pages 1169-1184, October.
  5. Chen, Songnian & Lu, Xun & Wang, Xi, 2023. "Nonparametric Estimation Of Generalized Transformation Models With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 39(2), pages 357-388, April.
  6. Lu, Xun & Su, Liangjun, 2023. "Uniform inference in linear panel data models with two-dimensional heterogeneity," Journal of Econometrics, Elsevier, vol. 235(2), pages 694-719.
  7. Xun Lu & Ke Miao & Liangjun Su, 2021. "Determination of different types of fixed effects in three-dimensional panels," Econometric Reviews, Taylor & Francis Journals, vol. 40(9), pages 867-898, October.
  8. Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
  9. Chen, Songnian & Lu, Xun & Zhou, Xianbo & Zhou, Yahong, 2018. "Nonparametric Identification And Estimation Of Truncated Regression Models With Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 34(3), pages 543-573, June.
  10. Xun Lu & Liangjun Su, 2017. "Determining the number of groups in latent panel structures with an application to income and democracy," Quantitative Economics, Econometric Society, vol. 8(3), pages 729-760, November.
  11. Lu, Xun & Su, Liangjun, 2016. "Shrinkage estimation of dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 190(1), pages 148-175.
  12. Lewbel, Arthur & Lu, Xun & Su, Liangjun, 2015. "Specification testing for transformation models with an application to generalized accelerated failure-time models," Journal of Econometrics, Elsevier, vol. 184(1), pages 81-96.
  13. Xun Lu, 2015. "A Covariate Selection Criterion for Estimation of Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 506-522, October.
  14. Lu, Xun & White, Habert, 2015. "Testing For Treatment Dependence Of Effects Of A Continuous Treatment," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1016-1053, October.
  15. Lu, Xun & Su, Liangjun, 2015. "Jackknife model averaging for quantile regressions," Journal of Econometrics, Elsevier, vol. 188(1), pages 40-58.
  16. Lu, Xun & White, Halbert, 2014. "Robustness checks and robustness tests in applied economics," Journal of Econometrics, Elsevier, vol. 178(P1), pages 194-206.
  17. Lu, Xun & White, Halbert, 2014. "Testing for separability in structural equations," Journal of Econometrics, Elsevier, vol. 182(1), pages 14-26.
  18. Su, Liangjun & Lu, Xun, 2013. "Nonparametric dynamic panel data models: Kernel estimation and specification testing," Journal of Econometrics, Elsevier, vol. 176(2), pages 112-133.
  19. Halbert White & Xun Lu, 2011. "Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1453-1459, November.
  20. Halbert White & Xun Lu, 2010. "Granger Causality and Dynamic Structural Systems," Journal of Financial Econometrics, Oxford University Press, vol. 8(2), pages 193-243, spring.
  21. Xun Lu & Dietrich Fausten & Russell Smyth, 2007. "Financial Development, Capital Accumulation and Productivity Improvement: Evidence from China," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 5(3), pages 227-242.

More information

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (7) 2010-08-21 2013-01-07 2014-08-28 2015-02-22 2016-04-16 2018-07-30 2025-09-01. Author is listed
  2. NEP-SEA: South East Asia (4) 2014-08-28 2015-02-22 2016-04-16 2018-07-30
  3. NEP-DCM: Discrete Choice Models (1) 2025-09-01
  4. NEP-ETS: Econometric Time Series (1) 2010-08-21
  5. NEP-FOR: Forecasting (1) 2014-08-28
  6. NEP-ORE: Operations Research (1) 2014-08-28
  7. NEP-TRA: Transition Economics (1) 2009-07-17

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