C.V. Starr Chair Professor of Economics, School of Economics and Management, Tsinghua University, July 2020 --

present

Lee Kong Chian Professor of Economics, Singapore Management University, July 2016 – June 2020

Professor, School of Economics, Singapore Management University, July 2012 - June 2016

Associate Professor, School of Economics, Singapore Management University, July 2008 - June 2012

Associate Professor, Guanghua School of Management, Peking University, August 2007 -June 2008

Assistant Professor, Guanghua School of Management, Peking University, August 2004 - July 2007

VISITING POSITION

Visiting Scholar, Department of Economics, University of Washington, Seattle, March-June 2016

Research Visiting Scholar, School of Economics and Finance, University of Hong Kong, April-May 2014

Visiting Associate Professor, School of Mathematical Sciences, University of Adelaide, July 2011

Visiting Scholar, School of Economics, Singapore Management University, May-July 2006

Econometrics I

Advanced Econometrics I

Panel Data Analysis

Nonparametric Econometrics

Econometric theory

Nonparametric econometrics 

Panel data models 

Big data analysis 

Machine Learning

Financial econometrics 

Spatial econometrics

JOURNAL PUBLICATIONS (in English)

1. Jin, S., X. Lu, and L. Su, 2026. Two-Way Mean Group Estimation of Heterogeneous Panels with Fixed T. Econometric Journal, conditionally accepted.

2. Zhang, M. and L. Su, 2026. CCE Estimation of Heterogeneous Panel Quantile Regression Models with Relatively Small T. Journal of Business & Economic Statistics, forthcoming.

3. Lu, X., S. Jin, and L. Su, 2026. Three-Dimensional Factor Models with Global and Local Factors. Econometric Theory, 42(3), forthcoming.

4. Su, W., F. Wang and Y. Wang, 2026. Estimation and Inference for Unbalanced Panel Data Models with Interactive Fixed Effects, Journal of Econometrics, 255, 106222.

5. Lu, X. and L. Su, 2026. Mundlak Estimators for Three-Dimensional Panel Data Models. Economics Letters, 262, 112842.

6. Gao, S., Z. Fu, L. Su and X. Wang, 2026. High Dimensional Conditional Factor Models. Journal of Econometrics, 254(2), 106203.

7. Chen, Y., Miao, K. and L. Su, 2026. High Dimensional Discrete Choice Model with Interactive Fixed Effects Applied to Causal Inference. Journal of Applied Econometrics, 41(1), 108-126.

8. Cai, Z., X. Liu and L. Su, 2026. A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network, Journal of Business & Economic Statistics, 44(1), 162-176.

9. Huang, W., L. Su and Y. Wang, 2026. Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity. Journal of Business & Economic Statistics, 44(1), 134-147.

10. Lu, X., L. Su, and Y. Ba 2026. On Generalized CCE Estimation, Journal of Econometrics, 253(1), 106183.

11. Su, L., S. Jin, and X. Wang, 2025. Sieve Estimation of State-Varying Factor Models. Journal of Econometrics, 251, 106064.

12. Peng, B., L. Su and Y. Yan, 2025. A Robust Residual-based Test for Structural Changes in Factor Models, Journal of Econometrics, 251, 106042.

13. Cao, Y. and L. Su, 2025. Test for Serial Correlation in Dynamic Panel Data Models with Interactive Fixed Effects. Econometric Reviews, 44(7), 992-1036.

14. Fu, Z., L. Su, and X. Wang, 2025. Distinguishing Time-varying Factor Models. Journal of Business & Economic Statistics, 43(3), 508-519.

15. Su, L. and F. Wang, 2025. Inference for Large Dimensional Factor Models with General Missing Data Patterns. Journal of Econometrics, 250, 106022.

16. Bian, Y. and L. Su, 2025. A Note on Factor Models with Latent Group Structures. Economics Letters, 252,  112357.

17. Wang, X., Jin, S., Li, Y., J. Qian, and L. Su, 2025. On Time-Varying Panel Data Models with Time-Varying Interactive Fixed Effects. Journal of Econometrics, 249(2), 105960.

18. Jin, S., X. Lu, and L. Su, 2025. Three-Dimensional Heterogeneous Panel Data Models with Multi-level Interactive Fixed Effects. Journal of Econometrics, 249(2), 105957.

19. Hong, S., L. Su, and Y. Wang, 2025. Inference in Partially Identified Panel Data Models with Interactive Fixed Effects, Econometric Theory 41(3), 489-550.

20. Peng, B., L. Su, J. Westerlund, and Y. Yang, 2025. Interactive Effects Panel Data Models with General Factors and Regressors, Econometric Theory 41(2), 472-488.

21. Shi, Z., L. Su and T. Xie, 2025. ℓ₂-relaxation: With Applications to Forecast Combination and Portfolio Analysis. Review of Economics and Statistics 107(2), 523-538.

22. 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 42(4), 1169-1184.

23. Su, L., T. T. Yang, Y. Zhang, and Q. Zhou, 2024. A One Covariate at One Time Multiple Testing Approach to Variable Selection in Nonparametric Additive Models, Econometric Reviews 43(9), 671-712.

24. Fu, Z., Y. L. Su, X. Wang, 2024. Estimation and Inference on Time-varying FAVAR models, Journal of Business & Economic Statistics 42(2), 533-547.

25. Fu, Z., S. Gao, L. Su, and X. Wang, 2024. Testing for Strict Stationarity via Discrete Fourier Transform. Econometric Theory 40(3), 511-557.

26. Ke, S., P.C.B. Phillips, and L. Su, 2024. Robust Inference of Panel Data Models with Interactive Fixed Effects under Long Memory: A Frequency Domain Approach, Journal of Econometrics, 241(2), 105761.

27. 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.

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

29. 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.

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

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

32. 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.

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

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

35. Su, L., I. Murtazashvili, and A. Ullah 2022, Corrigendum to “Local Linear GMM Estimation of Functional Coefficient IV Models with an Application to Estimating the Rate of Return to Schooling” [Journal of Business & Economic Statistics 31(2) (2013), 184-207], Journal of Business & Economic Statistics, 40(1), 467.

36. Su, X., K. Miao, and L. Su, 2021. “Determination of Different Types of Fixed Effects in Three-dimensional Panels,”, Econometric Reviews 40, 867-898.

37. 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.

38. Jin, S., K. Miao and L. Su, 2021. “On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation,” Journal of Econometrics 222, 745-777.

39. 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.

40. Wang, W., and L. Su, 2021. “Identifying Latent Group Structures in Nonlinear Panels,” Journal of Econometrics 220， 272-295.

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

42. Miao, K, K. Li, and L. Su, 2020. “Panel Threshold Models with Interactive Fixed Effects,” Journal of Econometrics, 219, 137-170.

43. Huang, W., S. Jin, and L. Su, 2020. “Identifying Latent Grouped Patterns in Cointegrated Panel,” Econometric Theory 36, 410-456.

44. Lu, X. and L. Su, 2020. “Determining Individual or Time Fixed Effects in Panel Data Models,” Journal of Econometrics 215, 60-83.

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

46. Su, L., W. Wang, and Y. Zhang, 2020. “Strong Consistency of Spectral Clustering for Stochastic Block Models,” IEEE Transactions on Information Theory 66, 324-338.

47. 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 Statistics 38, 214-227.

48. Su, L., T. Ura, and Y. Zhang, 2019. “Non-separable Models with High-dimensional Data,” Journal of Econometrics 212, 646-677.

49. 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 Econometrics 212, 607-622.

50. Su, L., X. Wang, and S. Jin, 2019. “Sieve Estimation of Time-Varying Panel Data Model with Latent Structures,” Journal of Business & Economic Statistics 37, 334-349.

51. Su, L. and P. Xu, 2019. “Common Threshold in Quantile Regressions with an Application to Pricing for Reputation,” Econometric Reviews 38, 417-450.

52. Fan, Y., M. He, L. Su, and A. Zhou, 2019. “A Smoothed Q-learning Algorithm for Estimating Optimal Dynamic Treatment Regimes,” Scandinavian Journal of Statistics 46, 446-469.

53. Wang, W., P. C.B. Phillips, and L. Su, 2019. “The Heterogeneous Effects of the Minimum Wage on Employment Across States,” Economics Letters 174, 179-185.

54. Wang, W., P. C.B. Phillips, and L. Su, 2018. “Homogeneity Pursuit in Panel Data Models: Theory and Applications,” Journal of Applied Econometrics 33, 797-815.

55. Ma, S., and L. Su, 2018. “Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks,” Journal of Econometrics 207, 1-29.

56. Su, L. and G. Ju, 2018. “Identifying Latent Grouped Patterns in Panel Data Models with Interactive Fixed Effects,” Journal of Econometrics 206, 554-573.

57. Su, L. and Z. Yang, 2018. “Asymptotics and Bootstrap for Random-Effects Panel Data Transformation Models,” Econometric Reviews 37, 602-625.

58. Lu, X., and L. Su, 2017. “Determining the Number of Groups in Latent Panel Structures with an Application to Income and Democracy,” Quantitative Economics 8, 729-760.

59. Su, L., and X. Qu, 2017. “Specification Test for Spatial Autoregressive Models,” Journal of Business & Economic Statistics 35, 572-584.

60. Su, L. and X. Zheng, 2017. “A Martingale-Difference-Divergence-Based Test for Specification,” Economics Letters 156, 162-167.

61. Su, L., and X. Wang, 2017. “On Time-varying Factor Models: Estimation and Testing,” Journal of Econometrics 198, 84-101.

62. Lu, X., L. Su, and H. White, 2017. “Granger Causality and Structural Causality in Cross-Section and Panel Data,” Econometric Theory 33, 263-291.

63. Li, D., J. Qian, and L. Su, 2016. “Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks,” Journal of the American Statistical Association 111, 1804-1819.

64. Su, L., Y. Zhang, and J. Wei, 2016, “A Practical Test for Strict Exogeneity in Linear Panel Data Models with Fixed Effects,” Economics Letters 147, 27-31.

65. Su, L., Z. Shi, and P. C. B. Phillips, 2016. “Identifying Latent Structures in Panel Data,” Econometrica 84, 2215-2264.

66. Qian, J. and L. Su, 2016. “Shrinkage Estimation of Regression Models with Multiple Structural Changes,” Econometric Theory 32, 1376-1433.

67. Hoderlein, S., L. Su, H. White, and T. Yang, 2016. “Testing for Monotonicity in Unobservables under Unconfoundednesss,” Journal of Econometrics 193, 183-202.

68. Su, L. and T. Hoshino, 2016. “Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models,” Journal of Econometrics 191, 231-254.

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

70. Qian, J., and L. Su, 2016. “Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso,” Journal of Econometrics 191, 86–109.

71. Lu, X. and L. Su, 2016. “Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects,” Journal of Econometrics 190, 148-175.

72. Jin, S., L. Su, and Z. Xiao, 2015. “Adaptive Nonparametric Regression with Conditional Heteroskedasticity,” Econometric Theory 31, 1153-1191.

73. Lu, X. and L. Su, 2015. “Jackknife Model Averaging for Quantile Regressions,” Journal of Econometrics 188, 40-58.

74. Li, Y., L. Su, and Y. Xu, 2015. “A Combined Approach to the Inference of Conditional Factor Models,” Journal of Business & Economic Statistics 33, 203-220.

75. Su, L., S. Jin, and Y. Zhang, 2015. “Specification Test for Panel Data Models with Interactive Fixed Effects,” Journal of Econometrics 186, 222-244.

76. Jin, S., L. Su, and Y. Zhang, 2015. “Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models,” Empirical Economics 48, 9-36.

77. Su, L., Y. Tu, and A. Ullah, 2015. “Testing Additive Separability of Error Term in Nonparametric Structural Models,” Econometric Reviews 34, 1056-1087.

78. Su, L. and Z. Yang, 2015. “QML Estimation of Dynamic Panel Data Models with Spatial Errors,” Journal of Econometrics 185, 230-258.

79. Lewbel, A., X. Lu, and L. Su, 2015. “Specification Testing for Transformation Models with Applications to Generalized Accelerated Failure-time Models,” Journal of Econometrics 184, 81-96.

80. Qian, J. and L. Su, 2014. “Structural Change Estimation in Time Series Regressions with Endogenous Variables,” Economics Letters 125, 415-421.

81. Ozabaci, D., Henderson, D., and L. Su, 2014. “Additive Nonparametric Regression in the Presence of Endogeneity,” Journal of Business & Economic Statistics 32, 555-575.

82. Su, L. and H. White, 2014. “Testing Conditional Independence via Empirical Likelihood,” Journal of Econometrics 182, 27-44.

83. Jin, S., L. Su, and A. Ullah, 2014. “Robustify Financial Time Series Forecasting with Bagging,” Econometric Reviews 33, 575-605.

84. Su, L. and Q. Chen, 2013.  “Testing Homogeneity in Panel Data Models with Interactive Fixed Effects,” Econometric Theory 29, 1079-1135.

85. Su, L., A. Ullah, and Y. Wang, 2013. “Nonparametric Regression Estimation with General Parametric Error Covariance: A More Efficient Two-step Estimator,” Empirical Economics 45, 1009-1024.

86. Su, L., and X. Lu, 2013. “Nonparametric Dynamic Panel Data Models: Kernel Estimation and Specification Testing,” Journal of Econometrics 176, 112-133.

87. Su, L. and M. Spindler, 2013. “Nonparametric Testing for Asymmetric Information,” Journal of Business & Economic Statistics 31(2), 208-225.

88. 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 Statistics 31(2), 184-207.

89. Su, L. and A. Ullah, 2013. “A Nonparametric Goodness-of-fit-based Test for Conditional Heteroskedasticity,” Econometric Theory 29, 187-212.

90. Jin, S. and L. Su, 2013. “Nonparametric Tests for Poolability in Panel Data Models with Cross Section Dependence,” Econometric Reviews 32, 469-512.  

91. Su, L. and H. White, 2012. “Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression,” Advances in Econometrics 29, 355-434.

92. Su, L. and S. Jin, 2012. “Sieve Estimation of Panel Data Models with Cross Section Dependence,” Journal of Econometrics 169, 34-47.

93. Zhang, Y., L. Su and P. C. B. Phillips, 2012. “Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects,” The Econometrics Journal 15, 56-100.

94. Su, L., 2012. “Semiparametric GMM Estimation of Spatial Autoregressive Models,” Journal of Econometrics 167, 543-560.

95. P. C. B. Phillips and L. Su, 2011. “Nonparametric Regression under Location Shifts,” The Econometrics Journal 14, 457-486.

96. Long, X., L. Su, and A. Ullah, 2011. “Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model,” Journal of Business & Economic Statistics 29, 109-125.

97. Su, L. and H. White, 2010. “Testing Structural Change in Partially Linear Models,” Econometric Theory 26, 1761-1806.

98. Su, L. and S. Jin, 2010. “Profile Quasi-maximum Likelihood Estimation of Spatial Autoregressive Models,” Journal of Econometrics 157, 18-33.

99. Mishra, S., L. Su, and A. Ullah, 2010. “Semiparametric Estimator of Time Series Conditional Variance,” Journal of Business & Economic Statistics 28, 256-274.

100. Su, L., Y. Chen, and A. Ullah, 2009. “Functional Coefficient Estimation with Both Categorical and Continuous Data,” Advances in Econometrics 25, 131-167.

101. Su, L. and A. Ullah, 2009. “Testing Conditional Uncorrelatedness,” Journal of Business & Economic Statistics 27, 18-29.

102. Su, L. and Z. Xiao, 2008. “Testing Structural Change in Time-Series Nonparametric Regression Models,” Statistics and Its Interface 1, 347-366.

103. Su, L. and Z. Xiao, 2008. “Testing for Parameter Stability in Quantile Regression Models,” Statistics & Probability Letters 78, 2768-2775.

104. Su, L. and A. Ullah, 2008. “Nonparametric Prewhitening Estimators for Conditional Quantiles,” Statistica Sinica 18, 1131-1152.

105. Su, L. and A. Ullah, 2008. “Local Polynomial Estimation of Nonparametric Simultaneous Equations Models,” Journal of Econometrics 144, 193-218.

106. Su, L., and H. White, 2008. “Nonparametric Hellinger Metric Test for Conditional Independence,” Econometric Theory 24, 829-864.

107. Su, L. and A. Ullah, 2007. “More Efficient Estimation of Nonparametric Panel Data Models with Random Effects,” Economics Letters 96, 375-380.

108. Su, L. and H. White, 2007. “A Consistent Characteristic Function-Based Test for Conditional Independence,” Journal of Econometrics 141, 807-834.

109. Jin, S. and Su, L., 2007. “Forecasting the Car Penetration Rate (CPR) in China: a Nonparametric Approach,” Applied Economics 39, 2189-2195.

110. Su, L., 2007. “Business Output and Business Experience -- Evidence from China's Non-governmental Businesses,” Applied Economics Letters 14, 227-231.

111. Su, L., 2006. “A Simple Test for Multivariate Conditional Symmetry,” Economics Letters 93, 374-378.

112. Su, L. and A. Ullah, 2006. “Profile Likelihood Estimation of Partially Linear Panel Data Models with Fixed Effects,” Economics Letters 92, 75-81.

113. Hu, J., L. Su, S. Jin, and W. Jiang, 2006. “The Rise in House Prices in China: Bubbles or Fundamentals?” Economics Bulletin 3(7), 1-8.

114. Su, L. and A. Ullah, 2006. “More Efficient Estimation in Nonparametric Regression with Nonparametric Autocorrelated Errors,” Econometric Theory 22, 98-126.

115. Su, L. and S. Jin, 2005. “A Bootstrap Test for Conditional Symmetry,” Annals of Economics and Finance 6, 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. Ba, Y., X. Lu, and L. u, 2026. On Generalized CCE Estimation: The gccereg and gccejack Command. The Stata Journal, Submitted.

2. Liu, X., Z., Cai and L. Su, 2026. Shrinkage Estimation of Time-varying Factor-augmented Forecasting Models. Revision requested.

3. Fu, Z., S. Gao, L. Su, and X. Wang, 2025. On State-Varying FAVAR Models: Estimation and Testing. Submitted.

4. Lu, X., K. Miao and L. Su, 2026. Estimation of Heterogeneous Panel Data Models with an Application to Program Evaluation. Econometric Theory, Resubmitted.

5. Ke, S., S. Jin, and L. Su, 2025. Time-Varying Regression with Long Memory. Econometric Theory, Revision requested.

6. Huang, W., K. Miao and L. Su, 2025. Heterogeneous Panel Data Models with Regime Switching. Econometric Theory, Revision requested.

7. Jin, S., X. Lu and L. Su, 2025. On the CCE Estimation of Three Dimensional Panels with Multi-level Interactive Fixed Effects. Submitted.

8. Su, L. and F. Wang, 2026. Newton Raphson Method for Matrix Completion. Submitted.

9. Chen, L., G. Keibar, L. Su, and W. Wang, 2025. Many Regression Discontinuity Estimators for Panel Data, Submitted.

10. Miao, K., L. Su and F. Wang, 2025. On Alternating Least Squares for Factor Models. Submitted.

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

12. 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].

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

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

15. Su, L. and Z. Yang, Instrumental Variable Quantile Regression for Spatial Autoregressive Models, 2013. Resubmitted.

16. Su, L. and Y. Zhang, Testing Cross-Sectional Independence in Nonparametric Panel Data Models, 2011.

17. Su, L. and Z. Xiao, Testing Structural Changes in Conditional Distributions via Quantile Regressions, 2010.

无

Econometric Reviews Scholar, 2025

Plura Scripsit Award, Econometric Theory, 2025.

Scientific Committee for the International Panel Data Conference, 2023.

Elsevier Highly Cited Chinese Researchers, 2020-2025.

Research Excellence Award, Tsinghua University, 2021, 2023, 2025.

Best Associate Editor Award for Journal of Econometrics, 2020.

Senior fellow, Rimini Centre for Economic Analysis (http://www.rcea.world/), USA and Italy, 2020-2026. 

Inclusion in the 2018 Albert Nelson Marquis Lifetime Achievement Award.

SMU 10-Year Long Service Award, 2018.

Inclusion in Who's Who in Science and Engineering 2016-2017 

Fellow of the Journal of Econometrics, 2014.

Multa Scripsit, Econometric Theory, 2014.

Inclusion in Who's Who in the World 2014- 2016.

SMU 5-Year Long Service Award, 2013.

Lee Kuan Yew Fellowship for Research Excellence, SMU, 2011.

SMU School of Economics Research Excellence Award, 2010.

Peking University Teaching Award, 2007.

Project for Econometric Analysis Fellowship, UCSD, 2002-2004.

Chancellor’s Distinguished Fellowship, UCR, 1997-1999.

EDITORIAL SERVICE

Editor-in-chief:

Econometric Theory, January 2026 – present

Co-editor

Econometric Theory, January 2014 – December 2025

Associate Editor:

Quantitative Economics, July 2025 – present

Journal of Econometrics, January 2013 – present

Journal of Quantitative and Technical Economics (Chinese), July 2022 –  present.

Journal of Business & Economic Statistics, January 2019 – December 2021

Econometric Reviews, January 2014 –  December 2025

Journal of Econometrics, January 2013 – present

Econometric Theory, January 2010 –  December 2013

Editorial board:

Journal of Quantitative and Technical Economics (Chinese), July 2022 – present.

Journal of Systems Science and Complexity, January 2020 – December 2025.

Entropy, Jan 2021 – Dec 2021

RESEARCH GRANTS

“Machine Learning Methods of High-Dimensional Econometric Models and Their Applications in Economics

and Management,” NSFC key project ****3002, principal investigator, 2022.1-2026.12.

“Automated Inference in Large Dimensional Panel Data Models via Shrinkage,” Ministry of Education, AcRF

Tier-2 (MOE2012-T2-2-021), Singapore, principal investigator, 2013.7-2016.9. 

Singapore Management University research grant, 2008-2009, 2009-2010, 2010-2011, 2011-2012, 2012-2013,

principal investigator.

NSFC (NSF in China)  ****1001, “Large Dimensional Panel Data Models: Theory and Applications,” coprincipal

investigator, 2007.1-2009.12.

NSFC (NSF in China) ****1001, “Semiparametric Analysis of Spatial Dependence Models,” principal

investigator, 2006.1-2008.12.

Research grant from the Wharton-SMU research center, Singapore Management University, Supporting my joint

research with Professor Zhenlin Yang at the School of Economics, SMU, May-July 2006.

Graduate Student Travel Award, UCSD, 2003.