Liangjun Su

7 articles listing Liangjun Su in Journal of Econometrics, Econometrics Journal, indexed by Paperzzz from Crossref and OSF.

1. Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T Econometrics Journal
2. Estimation and inference for unbalanced panel data models with interactive fixed effects Journal of Econometrics
3. High-dimensional conditional factor model Journal of Econometrics
4. On generalized CCE estimation Journal of Econometrics
5. Sieve estimation of state-varying factor models Journal of Econometrics
6. A robust residual-based test for structural changes in factor models Journal of Econometrics
7. Inference for large dimensional factor models under general missing data patterns Journal of Econometrics