Identifying latent structures in panel data L Su, Z Shi, PCB Phillips Econometrica 84 (6), 2215-2264, 2016 | 312 | 2016 |
A nonparametric Hellinger metric test for conditional independence L Su, H White Econometric Theory 24 (4), 829-864, 2008 | 233 | 2008 |
A consistent characteristic function-based test for conditional independence L Su, H White Journal of Econometrics 141 (2), 807-834, 2007 | 191 | 2007 |
QML estimation of dynamic panel data models with spatial errors L Su, Z Yang Journal of Econometrics 185 (1), 230-258, 2015 | 169 | 2015 |
On time-varying factor models: estimation and testing L Su, X Wang Journal of Econometrics 198 (1), 84-101, 2017 | 154 | 2017 |
Profile likelihood estimation of partially linear panel data models with fixed effects L Su, A Ullah Economics Letters 92 (1), 75-81, 2006 | 152 | 2006 |
Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models L Su, S Jin Journal of Econometrics 157 (1), 18-33, 2010 | 151 | 2010 |
Testing homogeneity in panel data models with interactive fixed effects L Su, Q Chen Econometric Theory 29 (6), 1079-1135, 2013 | 135 | 2013 |
Semiparametric GMM estimation of spatial autoregressive models L Su Journal of Econometrics 167 (2), 543-560, 2012 | 131 | 2012 |
Local polynomial estimation of nonparametric simultaneous equations models L Su, A Ullah Journal of Econometrics 144 (1), 193-218, 2008 | 125 | 2008 |
Panel data models with interactive fixed effects and multiple structural breaks D Li, J Qian, L Su Journal of the American Statistical Association 111 (516), 1804-1819, 2016 | 114 | 2016 |
Jackknife model averaging for quantile regressions X Lu, L Su Journal of Econometrics 188 (1), 40-58, 2015 | 114 | 2015 |
Testing conditional independence via empirical likelihood L Su, H White Journal of Econometrics 182 (1), 27-44, 2014 | 109 | 2014 |
Sieve estimation of panel data models with cross section dependence L Su, S Jin Journal of Econometrics 169 (1), 34-47, 2012 | 108 | 2012 |
Shrinkage estimation of common breaks in panel data models via adaptive group fused lasso J Qian, L Su Journal of Econometrics 191 (1), 86-109, 2016 | 104 | 2016 |
Shrinkage estimation of dynamic panel data models with interactive fixed effects X Lu, L Su Journal of Econometrics 190 (1), 148-175, 2016 | 100 | 2016 |
Instrumental variable quantile estimation of spatial autoregressive models L Su, Z Yang | 93 | 2011 |
Sieve estimation of time-varying panel data models with latent structures L Su, X Wang, S Jin Journal of Business & Economic Statistics 37 (2), 334-349, 2019 | 79 | 2019 |
Identifying latent grouped patterns in panel data models with interactive fixed effects L Su, G Ju Journal of Econometrics 206 (2), 554-573, 2018 | 79 | 2018 |
Shrinkage estimation of regression models with multiple structural changes J Qian, L Su Econometric Theory 32 (6), 1376-1433, 2016 | 77 | 2016 |