JOURNAL PUBLICATIONS (in English)

1. Cao, Y., S. Jin, X. Lu, and L. Su, 2024. Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects. Journal of Business & Economic Statistics, forthcoming.

2. Hong, S., L. Su, and Y. Wang, 2024. Inference in Partially Identified Panel Data Models with Interactive Fixed Effects, Econometric Theory, forthcoming.

3. Peng, B., L. Su, J. Westerlund, and Y. Yang, 2024. Interactive Effects Panel Data Models with General Factors and Regressors, Econometric Theory, forthcoming.

4. Shi, Z., L. Su and T. Xie, 2024. ℓ₂-relaxation: With Applications to Forecast Combinations and Portfolio Analysis. Review of Economics and Statistics, forthcoming.

5. Fu, Z., S. Gao, L. Su, and X. Wang, 2024. Testing for Strict Stationarity via Discrete Fourier Transform. Econometric Theory, forthcoming.

6. Fu, Z., Y. L. Su, X. Wang, 2024. Time-Varying FAVAR Model：Estimation and Inference, Journal of Business & Economic Statistics 42(2), forthcoming.

7. Shi, Z., L. Su and T. Xie, 2024. ℓ₂-relaxation: With Applications to Forecast Combinations and Portfolio Analysis. Review of Economics and Statistics, forthcoming.

8. Fu, Z., S. Gao, L. Su, and X. Wang, 2024. Testing for Strict Stationarity via Discrete Fourier Transform. Econometric Theory, forthcoming.

9. Wang, Y., P. C.B. Phillips, and L. Su, 2024. Panel Data Models with Time-Varying Latent Group Structures. Journal of Econometrics, 240(1), 105685.

10. Su, L. W. Wang, and X. Xu, 2023. Identifying Dynamic Spatial Panels with Latent Group Structures, Journal of Econometrics, 235(2), 1955-1980.

11. Fu, Z., Y. Hong, L. Su, X. Wang, 2023. Specification Tests for Time-Varying Models. Journal of Econometrics, 235(2), 720-744.

12. Hong, S., L. Su and T. Jiang, 2023. Profile GMM Estimation of Panel Data Models with Interactive Fixed Effects. Journal of Econometrics, 235(2), 927-948.

13. Lu, X. and L. Su, 2023. Uniform Inference in Linear Panel Data Models with Two-dimensional Heterogeneity, Journal of Econometrics, 235(2), 694-719.

14. Huang, W., L. Su, and Y. Zhuang, 2023. Detecting Unobserved Heterogeneity in Efficient Prices via Classifer-Lasso, Journal of Business & Economic Statistics, 41(2), 509-522.

15. Miao, K, P.C.B. Phillips, and L. Su, 2023. High-Dimensional VARs with Common Factors, Journal of Econometrics, 233(1), 155-183.

16. Ma, S., L. Su, and Y. Zhang, 2022. Detecting Latent Communities in Network Formation Models. Journal of Machine Learning Research 23, 1-61.

17. Ma, S., L. Su, and Y. Zhang, 2021. Determining the Number of Communities in Stochastic Block Models, Journal of Machine Learning Research, 22(69), 1-63. (paper)

18. Jin, S., K. Miao and L. Su, 2021. On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation,Journal of Econometrics222, 745-777.

19. Miao, K, K. Li, and L. Su, 2021. “Panel Threshold Regressions with Interactive Fixed Effects,”Journal of Econometrics 219, 137-170.

20. Huang, W., S. Jin, P. C.B. Phillips, and L. Su, 2021. “Nonstationary Panels with Latent Group Structures and Cross-Section Dependence,”Journal of Econometrics 221, 198-222.

21. Lu, X., K. Miao, and L. Su, 2021. “Specification of Fixed Effects in Three-Dimensional Panels,”Econometric Reviews40, 867-898.

22. Su, L. and X. Wang, 2020. “Testing for Structural Changes in Factor Models via a Nonparametric Regression,”Econometric Theory 36, 1127-1158.

23. Wang, W., and L. Su, 2020. “Identifying Latent Group Structures in Nonlinear Panels,”Journal of Econometrics 220, 272-295.

24. Huang, W., S. Jin, and L. Su, 2020. “Panel Cointegration with Latent Group Structures and an Application to the PPP Theory,”Econometric Theory36, 410-456.

25. Lu, X. and L. Su, 2020. “Determining Individual or Time Fixed Effects in Panel Data Models,”Journal of Econometrics215, 60-83.

26. Miao, K., L. Su, and W. Wang, 2020. “Panel Threshold Regression with Latent Group Structures,”Journal of Econometrics 214, 451-481.

27. Su, L., W. Wang, and Y. Zhang, 2020. “Strong Consistency of Spectral Clustering for Stochastic Block Models,”IEEE Transactions on Information Theory66, 324-338.

28. Ma, S., W. Lan, L. Su, and C-L Tsai, 2020. “Testing Alphas in Conditional Time-Varying Factor Models with High Dimensional Assets,”Journal of Business & Economic Statistics38, 214-227.

29. Su, L., T. Ura, and Y. Zhang, 2019. “Non-separable Models with High-dimensional Data,”Journal of Econometrics212, 646-677.

30. Feng, G., B. Peng, L. Su, and T.T. Yang, 2019. “Semiparametric Single-Index Panel Data Models with Interactive Fixed Effects: Theory and Practice,”Journal of Econometrics212, 607-622.

31. Su, L., X. Wang, and S. Jin, 2019. “Sieve Estimation of Time-Varying Panel Data Models with Latent Structures,”Journal of Business & Economic Statistics37, 334-349.

32. Su, L. and P. Xu, 2019. “Common Threshold in Quantile Regressions with an Application to Pricing for Reputation,”Econometric Reviews38, 417-450.

33. Fan, Y., M. He, L. Su, and A. Zhou, 2019. “Smoothed Q-learning Estimators in Dynamic Regimes,”Scandinavian Journal of Statistics46, 446-469.

34. Wang, W., P. C.B. Phillips, and L. Su, 2019. “The Heterogeneous Effects of the Minimum Wage on Employment Across States,”Economics Letters174, 179-185.

35. Wang, W., P. C.B. Phillips, and L. Su, 2018. “Homogeneity Pursuit in Panel Data Models: Theory and Applications,”Journal of Applied Econometrics33, 797-815.

36. Ma, S., and L. Su, 2018. “Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks,”Journal of Econometrics207, 1-29.

37. Su, L. and G. Ju, 2018. “Identifying Latent Grouped Patterns in Panel Data Models with Interactive Fixed Effects,”Journal of Econometrics206, 554-573.

38. Su, L.and Z. Yang, 2018.“Asymptotics and Bootstrap for Random-Effects Panel Data Transformation Models,”Econometric Reviews37, 602-625.

39. Lu, X., and L. Su, 2017. “Determining the Number of Groups in Latent Panel Structures with an Application to Income and Democracy,”Quantitative Economics8, 729-760.

40. Su, L., and X. Qu, 2017. “Specification Test for Spatial Autoregressive Models,”Journal of Business & Economic Statistics35, 572-584.

41. Su, L. and X. Zheng, 2017. “A Martingale-Difference-Divergence-Based Test for Specification,”Economics Letters156, 162-167.

42. Su, L., and X. Wang, 2017. “On Time-varying Factor Models: Estimation and Testing,”Journal of Econometrics198, 84-101.(Corrigendum)

43. Lu, X., L. Su, and H. White, 2017. “Granger Causality and Structural Causality in Cross-Section and Panel Data,”Econometric Theory33, 263-291.

44. Li, D., J. Qian, and L. Su, 2016. “Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks,”Journal of the American Statistical Association111, 1804-1819.

45. Su, L., Y. Zhang, and J. Wei, 2016, “A Practical Test for Strict Exogeneity in Linear Panel Data Models with Fixed Effects,”Economics Letters147, 27-31.

46. Su, L., Z. Shi, and P. C. B. Phillips, 2016. “Identifying Latent Structures in Panel Data,”Econometrica84, 2215-2264.

47. Qian, J. and L. Su, 2016. “Shrinkage Estimation of Regression Models with Multiple Structural Changes,”Econometric Theory32, 1376-1433.

48. Hoderlein, S., L. Su, H. White, and T. Yang, 2016. “Testing for Monotonicity in Unobservables under Unconfoundednesss,”Journal of Econometrics193, 183-202.

49. Su, L. and T. Hoshino, 2016. “Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models,”Journal of Econometrics191, 231-254.

50. Su, L., and Y. Zhang, 2016. “Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects,”Advances in Econometrics 36, 137-204.

51. Qian, J., and L. Su, 2016. “Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso,”Journal of Econometrics191, 86–109.

52. Lu, X. and L. Su, 2016. “Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects,”Journal of Econometrics190, 148-175.

53. Jin, S., L. Su,and Z. Xiao, 2015. “Adaptive Nonparametric Regression with Conditional Heteroskedasticity,”Econometric Theory31, 1153-1191.

54. Lu, X. and L. Su, 2015. “Jackknife Model Averaging for Quantile Regressions,”Journal of Econometrics188, 40-58.

55. Li, Y., L. Su, and Y. Xu, 2015. “A Combined Approach to the Inference of Conditional Factor Models,”Journal of Business & Economic Statistics33, 203-220.

56. Su, L., S. Jin, and Y. Zhang, 2015. “Specification Test for Panel Data Models with Interactive Fixed Effects,”Journal of Econometrics186, 222-244.

57. Jin, S., L. Su, and Y. Zhang, 2015. “Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models,”Empirical Economics48, 9-36.

58. Su, L., Y. Tu, and A. Ullah, 2015. “Testing Additive Separability of Error Term in Nonparametric Structural Models,”Econometric Reviews34, 1056-1087.

59. Su, L.and Z. Yang, 2015. “QML Estimation of Dynamic Panel Data Models with Spatial Errors,”Journal of Econometrics185, 230-258.

60. Lewbel, A., X. Lu, and L. Su, 2015. “Specification Testing for Transformation Models with Applications to Generalized Accelerated Failure-time Models,”Journal of Econometrics184, 81-96.

61. Qian, J. and L. Su, 2014. “Structural Change Estimation in Time Series Regressions with Endogenous Variables,”Economics Letters125, 415-421.

62. Ozabaci, D., Henderson, D., and L. Su, 2014. “Additive Nonparametric Regression in the Presence of Endogeneity,”Journal of Business & Economic Statistics32, 555-575.

63. Su, L. and H. White, 2014. “Testing Conditional Independence via Empirical Likelihood,”Journal of Econometrics182,27-44.

64. Jin, S., L. Su, and A. Ullah, 2014. “Robustify Financial Time Series Forecasting with Bagging,”Econometric Reviews33, 575-605.

65. Su, L. and Q. Chen, 2013. “Testing Homogeneity in Panel Data Models with Interactive Fixed Effects,”Econometric Theory29, 1079-1135.

66. Su, L., A. Ullah, and Y. Wang, 2013. “Nonparametric Regression Estimation with General Parametric Error Covariance: A More Efficient Two-step Estimator,”Empirical Economics45, 1009-1024.

67. Su, L., and X. Lu, 2013. “Nonparametric Dynamic Panel Data Models: Kernel Estimation and Specification Testing,”Journal of Econometrics176, 112-133.

68. Su, L. and M. Spindler, 2013. “Nonparametric Testing for Asymmetric Information,”Journal of Business & Economic Statistics31(2), 208-225.

69. Su, L.,I.Murtazashvili,and A. Ullah, 2013. “Local Linear GMM Estimation of Functional Coefficient IV Models with Application to the Estimation of Rate of Return to Schooling,”Journal of Business & Economic Statistics31(2), 184-207.

70. Su, L.and A. Ullah, 2013. “A Nonparametric Goodness-of-fit-based Test for Conditional Heteroskedasticity,”Econometric Theory29, 187-212.

71. Jin, S. andL. Su, 2013. “Nonparametric Tests for Poolability in Panel Data Models with Cross Section Dependence,”Econometric Reviews32, 469-512.

72. Su, L. and H. White, 2012. “Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression,”Advances in Econometrics29, 355-434.

73. Su, L. and S. Jin, 2012. “Sieve Estimation of Panel Data Models with Cross Section Dependence,”Journal of Econometrics169, 34-47.

74. Zhang, Y.,L. Suand P. C. B. Phillips, 2012. “Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects,”The Econometrics Journal15, 56-100.

75. Su, L., 2012. “Semiparametric GMM Estimation of Spatial Autoregressive Models,”Journal of Econometrics167, 543-560.

76. P. C. B. Phillips and L. Su, 2011. “Nonparametric Regression under Location Shifts,” The Econometrics Journal14, 457-486.

77. Long, X., L. Su, and A. Ullah, 2011. “Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model,”Journal of Business & Economic Statistics29, 109-125.

78. Su, L. and H. White, 2010. “Testing Structural Change in Partially Linear Models,”Econometric Theory26, 1761-1806.

79. Su, L. and S. Jin, 2010. “Profile Quasi-maximum Likelihood Estimation of Spatial Autoregressive Models,”Journal of Econometrics157, 18-33.

80. Mishra, S., L. Su, and A. Ullah, 2010. “Semiparametric Estimator of Time Series Conditional Variance,”Journal of Business & Economic Statistics28, 256-274.

81. Su, L.,Y. Chen, and A. Ullah, 2009. “Functional Coefficient Estimation with Both Categorical and Continuous Data,”Advances in Econometrics25, 131-167.

82. Su, L. and A. Ullah, 2009. “Testing Conditional Uncorrelatedness,”Journal of Business & Economic Statistics27, 18-29.

83. Su, L. and Z. Xiao, 2008. “Testing Structural Change in Time-Series Nonparametric Regression Models,”Statistics and Its Interface1, 347-366.

84. Su, L. and Z. Xiao, 2008. “Testing for Parameter Stability in Quantile Regression Models,”Statistics & Probability Letters78, 2768-2775.

85. Su, L. and A. Ullah, 2008. “Nonparametric Prewhitening Estimators for Conditional Quantiles,”Statistica Sinica18,1131-1152.

86. Su, L. and A. Ullah, 2008. “Local Polynomial Estimation of Nonparametric Simultaneous Equations Models,”Journal of Econometrics144, 193-218.

87. Su, L., and H. White, 2008. “Nonparametric Hellinger Metric Test for Conditional Independence,”Econometric Theory24, 829-864.

88. Su, L. and A. Ullah, 2007. “More Efficient Estimation of Nonparametric Panel Data Models with Random Effects,”Economics Letters96, 375-380.

89. Su, L. and H. White, 2007. “AConsistent Characteristic Function-Based Test for Conditional Independence,”Journal of Econometrics141, 807-834.

90. Jin, S. and Su, L., 2007. “Forecasting the Car Penetration Rate (CPR) in China: a Nonparametric Approach,”Applied Economics39, 2189-2195.

91. Su, L., 2007. “Business Output and Business Experience -- Evidence from China's Non-governmental Businesses,”Applied Economics Letters14, 227-231.

92. Su, L., 2006. “A Simple Test for Multivariate Conditional Symmetry,”Economics Letters93, 374-378.

93. Su, L. and A. Ullah, 2006. “Profile Likelihood Estimation of Partially Linear Panel Data Models with Fixed Effects,”Economics Letters92, 75-81.

94. Hu, J., L. Su, S. Jin, and W. Jiang, 2006. “The Rise in House Prices in China: Bubbles or Fundamentals?”Economics Bulletin3(7), 1-8.

95. Su, L. and A. Ullah, 2006. “More Efficient Estimation in Nonparametric Regression with Nonparametric Autocorrelated Errors,”Econometric Theory22, 98-126.

96. Su, L. and S. Jin, 2005. “A Bootstrap Test for Conditional Symmetry,”Annals of Economics and Finance6, 251-261.

SURVEY ARTICLES OR BOOK CHAPTERS (In English)

1. Bao, Y., Y. Fan,L. Su, and V. Zinde-Walsh, 2016. A Selective Review of Aman Ullah’s Contributions to Econometrics. In G. González-Rivera, R. C. Hill, and T.-H. Lee (eds),Advances in Econometrics 36, pp. 3-43.

2. Su, L., Y. Zhang, 2014. Variable Selection in Nonparametric and Semiparametric Regression Models. In J. Racine, L. Su, A. Ullah (eds),The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics, pp. 249-307. New York: Oxford University Press.

3. Su, L., A. Ullah, S. Mishra and Y. Wang, 2012. Nonparametric and Semiparametric Volatility Models: Specification, Estimation, and Testing, in L. Bauwens, C. Hafner, and S. Laurent (eds),Volatility Models and Their Applications, pp. 269-291. John Wiley & Sons, New York.

4. Su, L.and A. Ullah, 2011. Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing, in A. Ullah and D. E. A. Giles (eds),Handbook of Empirical Economics and Finance, pp. 455-497. Taylor & Francis Group, New York.

OTHER JOURNAL PUBLICATIONS (In Chinese)

1. Qu, X., and L. Su. Estimating Spatial Econometric Models of Complex FDI, Journal of Quantitative and Technical Economics, 2009(2).

2. He, Y., and L. Su. Older is wiser? --Evidence from a Semiparametric Study of Competitive Power and Experience in China’s Non-governmental Enterprises, South China Journal of Economics, 2008(5).

3. Jiang, W., S. Jin, L. Su, and J. Hu. Bottle-necks to Build an Innovative Country: from the Risk Management Perspective, Management World, 2008(3).

4. Su, L. and Y. Wang. A Comparison Study on the Spatial Dependence of Economic Growth in Yangtze River Delta and Pearl River Delta, Journal of Quantitative and Technical Economics, 2007 (12).

5. Su, L. and B. Sun. Analysis of Factors that Influence the Tuition for Higher Education and its Spatial Dependence, Mathematical Statistics and Management, 2006 (4).

6. Hu, J., L. Su, S. Jin, and W. Jiang. Early-Warning Modeling Analysis for the Real Estate in Beijing, Statistical Research, 2006(5).

7. Su, L. and Y. He. Does Kuznets Puzzle Exist in China? Evidence from a Panel Study in China. Economics Science, 2006(2).

8. Su, L., Y. He and S. Jin. A Panel Cointegration Study of the Relationship between Income and Consumption in China, World Economy,2006(5).

9. Hu, J., L. Su, S. Jin, and W. Jiang. The Rise in House Prices in China: Bubbles or Fundamentals? Statistical Research, 2006(1).

10. Jin, S. and L. Su. Forecasting the CPR in China, Statistics and Decision, 2006(2).

11. Jin, S. and L. Su. The Newest Development of Econometrics and Its Applications in China, Journal of Quantitative and Technical Economics, 2005(9).

12. Su, L., Y. He and S. Jin. Does Temporary Income Really Affect Consumption?—Evidence from a Rural Panel Study in China, Management World, 2005(7).

13. Su, L., and Y. Huang. Study on the Causes of Disparity between the Economic Development Level of Southern and Northern Jiangsu, Mathematical Statistics and Management, 1999 (1), 19-24.

14. Li, Q. and L. Su. Analysis on the Social Impacts of the Merger & Acquisition of State-owned Enterprises by Foreign Capital, Management Theory & Practice, 1997(2), pp. 1-4.

15. Huang, Y., F. Zhang, and L. Su. Anti-inflation during the Reform in China, Management Theory & Practice, 1996(1), pp. 1-7.

PAPERS UNDER REVIEW OR REVISION (in English)

1. Jin, S., X. Lu, and L. Su, 2024. Three-Dimensional Heterogeneous Panel Data Models with Multi-level Interactive Fixed Effects. Revision requested from Journal of Econometrics.

2. Wang, X., Jin, S., Li, Y., J. Qian, and L. Su, 2024. On Time-Varying Panels with Time-Varying Interactive Fixed Effects. Revision requested.

3. Huang, W., L. Su and Y. Wang, 2024. Detecting Hidden Bubbles in the U.S. Stock Market: A Uniform Panel Autoregressive Approach. Revision requested.

4. Fu, Z., L. Su, and X. Wang, 2023. Distinguishing Time-varying Factor Models. Journal of Business & Economic Statistics, resubmitted.

5. Ke, S., P.C.B. Phillips, and L. Su, 2023. Panel Factor Models with Long Memory. Journal of Econometrics, resubmitted.

6. Su, L., T. T. Yang, Y. Zhang, and Q. Zhou, 2023. A One Covariate at One Time Multiple Testing Approach to Variable Selection in Nonparametric Additive Models, Resubmitted.

7. Su, L. and F. Wang, 2024. Inference for Large Dimensional Factor Models with General Missing Data Patterns. Submitted.

8. Su, L. and F. Wang, 2024. Newton Raphson Method for Matrix Completion. Submitted.

9. Cao, Y. and L. Su, 2024. Test for Serial Correlation in Dynamic Panel Data Models with Interactive Fixed Effects. Submitted.

10. Ke, S., S. Jin, and L. Su, 2024. Time-Varying Regression with Long Memory. Submitted.

11. Chen, L., G. Keibar, L. Su, and W. Wang, 2023. Many Regression Discontinuity Estimators for Panel Data, Submitted.

12. Miao, K., L. Su and F. Wang, 2023. On Alternating Least Squares for Factor Models. Submitted.

13. Jin, S., X. Lu, and L. Su, 2023. Three-Dimensional Factor Models with Global and Local Factors. Submitted.

14. Lu, X., K. Miao and L. Su, 2023. Estimation of Heterogeneous Panel Data Models with an Application to Program Evaluation. Submitted.

15. Wang, Y., L. Su, and Y. Zhang, 2022. Panel Quantile Regression Models with Low-rank Structures, Submitted.

16. Su, L and X. Wang, 2020. Corrigendum to "On Time-varying Factor Models: Estimation and Testing" [J. Econometrics 198 (2017) 84-101, not for publication].

17. Su, L. and Y. Zhang, 2017. “Nonparametric Dynamic Panel Data Models with Interactive Fixed Effects: Sieve Estimation and Specification Testing.”

18. Su, L., Hoderlein, S., and H. White, 2015. “Testing Monotonicity in Unobservables with Panel Data.”