SU Liangjun-Tsinghua University School of Economics and Management-SEM Library

Faculty

SU Liangjun

Department of Economics C.V. Starr Chair Professor

Professor

笔丑辞苍别：(86)(10)62789506

贰-尘补颈濒：蝉耻濒箩蔼蝉别尘.迟蝉颈苍驳丑耻补.别诲耻.肠苍

Office：Lihua Building B606

Office Hours：By Appointment

Educational Background

Liangjun Su is C.V. Starr Chair Professor of Economics in the School of Economics and Management, Tsinghua University. He earned his PhD in economics at the University of California, San Diego in 2004 and spent his first four years as assistant and associate professor in the Guanghua School of Management, Peking University before moving to the Singapore Management University (SMU) in 2008. He became a full professor of economics at SMU in July 2012 and one of the first named chair professors of economics at SMU in July 2016. He decided to move back to China and join Tsinghua University in 2020.

Professor Su' s main research interests include econometric theory, nonparametric econometrics, panel data models, factor models, big data analysis, and machine learning. He has published more than 90 papers on top international economics, statistics and informatics journals such as Econometrica, Econometric Theory, IEEE Transactions on Information Theory, Journal of Machine Learning Research, Journal of Applied Econometrics, Journal of Econometrics, Journal of the American Statistical Association, Journal of Business & Economic Statistics, Quantitative Economics and Review of Economics and Statistics. His works have been cited in various textbooks including Li and Racine (2006, Nonparametric Econometrics, Princeton University Press), Hsiao (2014, Analysis of Panel Data, Cambridge University Press), Pesaran (2015, Time Series and Panel Data Econometrics, Oxford University Press), Henderson and Parmeter (2015, Applied Nonparametric Econometrics, Cambridge University Press) and Racine (2019, An Introduction to the Advanced Theory and Practice of Nonparametric Econometrics). He won the Multa Scripsit award from Econometric Theory and was elected as a fellow of Journal of Econometrics in 2014. He is a senior fellow of Rimini Centre for Economic Analysis (RCEA).

Currently, Professor Su is a co-editor for Econometric Theory and an associate editor for Journal of Econometrics, Econometric Reviews, and Journal of Systems Science and Complexity.

Work Experience

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. ??-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. . Review of Economics and Statistics, forthcoming.

8. Fu, Z., S. Gao, L. Su, and X. Wang, 2024. . 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. , Journal of Econometrics, 235(2), 1955-1980.

11. . Journal of Econometrics, 235(2), 720-744.

12. Hong, S., L. Su and T. Jiang, 2023. . Journal of Econometrics, 235(2), 927-948.

13. Lu, X. and L. Su, 2023. , Journal of Econometrics, 235(2), 694-719.

14. Huang, W., L. Su, and Y. Zhuang, 2023. , Journal of Business & Economic Statistics, 41(2), 509-522.

15. Miao, K, P.C.B. Phillips, and L. Su, 2023. , Journal of Econometrics, 233(1), 155-183.

16. Ma, S., L. Su, and Y. Zhang, 2022. . Journal of Machine Learning Research 23, 1-61.

17. Ma, S., L. Su, and Y. Zhang, 2021. , Journal of Machine Learning Research, 22(69), 1-63. ()

18. Jin, S., K. Miao and L. Su, 2021. ,Journal of Econometrics222, 745-777.

19. Miao, K, K. Li, and L. Su, 2021. “,”Journal of Econometrics 219, 137-170.

20. Huang, W., S. Jin, P. C.B. Phillips, and L. Su, 2021. “,”Journal of Econometrics 221, 198-222.

21. Lu, X., K. Miao, and L. Su, 2021. “,”Econometric Reviews40, 867-898.

22. Su, L. and X. Wang, 2020. “,”Econometric Theory 36, 1127-1158.

23. Wang, W., and L. Su, 2020. “,”Journal of Econometrics 220, 272-295.

24. Huang, W., S. Jin, and L. Su, 2020. “,”Econometric Theory36, 410-456.

25. Lu, X. and L. Su, 2020. “,”Journal of Econometrics215, 60-83.

26. Miao, K., L. Su, and W. Wang, 2020. “,”Journal of Econometrics 214, 451-481.

27. Su, L., W. Wang, and Y. Zhang, 2020. “,”IEEE Transactions on Information Theory66, 324-338.

28. Ma, S., W. Lan, L. Su, and C-L Tsai, 2020. “,”Journal of Business & Economic Statistics38, 214-227.

29. Su, L., T. Ura, and Y. Zhang, 2019. “,”Journal of Econometrics212, 646-677.

30. Feng, G., B. Peng, L. Su, and T.T. Yang, 2019. “,”Journal of Econometrics212, 607-622.

31. Su, L., X. Wang, and S. Jin, 2019. “,”Journal of Business & Economic Statistics37, 334-349.

32. Su, L. and P. Xu, 2019. “,”Econometric Reviews38, 417-450.

33. Fan, Y., M. He, L. Su, and A. Zhou, 2019. “,”Scandinavian Journal of Statistics46, 446-469.

34. Wang, W., P. C.B. Phillips, and L. Su, 2019. “,”Economics Letters174, 179-185.

35. Wang, W., P. C.B. Phillips, and L. Su, 2018. “,”Journal of Applied Econometrics33, 797-815.

36. Ma, S., and L. Su, 2018. “,”Journal of Econometrics207, 1-29.

37. Su, L. and G. Ju, 2018. “,”Journal of Econometrics206, 554-573.

38. Su, L.and Z. Yang, 2018.“,”Econometric Reviews37, 602-625.

39. Lu, X., and L. Su, 2017. “,”Quantitative Economics8, 729-760.

40. Su, L., and X. Qu, 2017. “,”Journal of Business & Economic Statistics35, 572-584.

41. Su, L. and X. Zheng, 2017. “,”Economics Letters156, 162-167.

42. Su, L., and X. Wang, 2017. “,”Journal of Econometrics198, 84-101.()

43. Lu, X., L. Su, and H. White, 2017. “,”Econometric Theory33, 263-291.

44. Li, D., J. Qian, and L. Su, 2016. “,”Journal of the American Statistical Association111, 1804-1819.

45. Su, L., Y. Zhang, and J. Wei, 2016, “,”Economics Letters147, 27-31.

46. Su, L., Z. Shi, and P. C. B. Phillips, 2016. “,”Econometrica84, 2215-2264.

47. Qian, J. and L. Su, 2016. “,”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. “,”Journal of Econometrics191, 231-254.

50. Su, L., and Y. Zhang, 2016. “,”Advances in Econometrics 36, 137-204.

51. Qian, J., and L. Su, 2016. “,”Journal of Econometrics191, 86–109.

52. Lu, X. and L. Su, 2016. “,”Journal of Econometrics190, 148-175.

53. Jin, S., L. Su,and Z. Xiao, 2015. “,”Econometric Theory31, 1153-1191.

54. Lu, X. and L. Su, 2015. “,”Journal of Econometrics188, 40-58.

55. Li, Y., L. Su, and Y. Xu, 2015. “,”Journal of Business & Economic Statistics33, 203-220.

56. Su, L., S. Jin, and Y. Zhang, 2015. “,”Journal of Econometrics186, 222-244.

57. Jin, S., L. Su, and Y. Zhang, 2015. “,”Empirical Economics48, 9-36.

58. Su, L., Y. Tu, and A. Ullah, 2015. “,”Econometric Reviews34, 1056-1087.

59. Su, L.and Z. Yang, 2015. “,”Journal of Econometrics185, 230-258.

60. Lewbel, A., X. Lu, and L. Su, 2015. “,”Journal of Econometrics184, 81-96.

61. Qian, J. and L. Su, 2014. “,”Economics Letters125, 415-421.

62. Ozabaci, D., Henderson, D., and L. Su, 2014. “,”Journal of Business & Economic Statistics32, 555-575.

63. Su, L. and H. White, 2014. “,”Journal of Econometrics182,27-44.

64. Jin, S., L. Su, and A. Ullah, 2014. “,”Econometric Reviews33, 575-605.

65. Su, L. and Q. Chen, 2013. “,”Econometric Theory29, 1079-1135.

66. Su, L., A. Ullah, and Y. Wang, 2013. “,”Empirical Economics45, 1009-1024.

67. Su, L., and X. Lu, 2013. “,”Journal of Econometrics176, 112-133.

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

69. Su, L.,I.Murtazashvili,and A. Ullah, 2013. “,”Journal of Business & Economic Statistics31(2), 184-207.

70. Su, L.and A. Ullah, 2013. “,”Econometric Theory29, 187-212.

71. Jin, S. andL. Su, 2013. “,”Econometric Reviews32, 469-512.

72. Su, L. and H. White, 2012. “,”Advances in Econometrics29, 355-434.

73. Su, L. and S. Jin, 2012. “,”Journal of Econometrics169, 34-47.

74. Zhang, Y.,L. Suand P. C. B. Phillips, 2012. “,”The Econometrics Journal15, 56-100.

75. Su, L., 2012. “,”Journal of Econometrics167, 543-560.

76. P. C. B. Phillips and L. Su, 2011. “,” The Econometrics Journal14, 457-486.

77. Long, X., L. Su, and A. Ullah, 2011. “,”Journal of Business & Economic Statistics29, 109-125.

78. Su, L. and H. White, 2010. “,”Econometric Theory26, 1761-1806.

79. Su, L. and S. Jin, 2010. “,”Journal of Econometrics157, 18-33.

80. Mishra, S., L. Su, and A. Ullah, 2010. “,”Journal of Business & Economic Statistics28, 256-274.

81. Su, L.,Y. Chen, and A. Ullah, 2009. “,”Advances in Econometrics25, 131-167.

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

83. Su, L. and Z. Xiao, 2008. “,”Statistics and Its Interface1, 347-366.

84. Su, L. and Z. Xiao, 2008. “,”Statistics & Probability Letters78, 2768-2775.

85. Su, L. and A. Ullah, 2008. “,”Statistica Sinica18,1131-1152.

86. Su, L. and A. Ullah, 2008. “,”Journal of Econometrics144, 193-218.

87. Su, L., and H. White, 2008. “,”Econometric Theory24, 829-864.

88. Su, L. and A. Ullah, 2007. “,”Economics Letters96, 375-380.

89. Su, L. and H. White, 2007. “,”Journal of Econometrics141, 807-834.

90. Jin, S. and Su, L., 2007. “,”Applied Economics39, 2189-2195.

91. Su, L., 2007. “,”Applied Economics Letters14, 227-231.

92. Su, L., 2006. “,”Economics Letters93, 374-378.

93. Su, L. and A. Ullah, 2006. “,”Economics Letters92, 75-81.

94. Hu, J., L. Su, S. Jin, and W. Jiang, 2006. “?”Economics Bulletin3(7), 1-8.

95. Su, L. and A. Ullah, 2006. “,”Econometric Theory22, 98-126.

96. Su, L. and S. Jin, 2005. “,”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.”

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Educational Background

Work Experience