Details about Xun Lu

Access statistics for papers by Xun Lu.

Last updated 2026-04-19. Update your information in the RePEc Author Service.

Short-id: plu564

Working Papers

2025

1. Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T
   Papers, arXiv.org

2018

2. Determination of Different Types of Fixed Effects in Three-Dimensional Panels
   Economics and Statistics Working Papers, Singapore Management University, School of Economics View citations (1)
   See also Journal Article Determination of different types of fixed effects in three-dimensional panels*, Econometric Reviews, Taylor & Francis Journals (2021) View citations (1) (2021)

2015

3. Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects
   Working Papers, Singapore Management University, School of Economics View citations (17)
   See also Journal Article Shrinkage estimation of dynamic panel data models with interactive fixed effects, Journal of Econometrics, Elsevier (2016) View citations (96) (2016)

2014

4. Jackknife Model Averaging for Quantile Regressions
   Working Papers, Singapore Management University, School of Economics View citations (1)
   See also Journal Article Jackknife model averaging for quantile regressions, Journal of Econometrics, Elsevier (2015) View citations (52) (2015)

2013

5. Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models
   Boston College Working Papers in Economics, Boston College Department of Economics
   See also Journal Article Specification testing for transformation models with an application to generalized accelerated failure-time models, Journal of Econometrics, Elsevier (2015) View citations (18) (2015)

2010

6. Linking Granger Causality and the Pearl Causal Model with Settable Systems
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (9)

2006

7. FINANCIAL DEVELOPMENT, CAPITAL ACCUMULATION AND PRODUCTIVITY IMPROVEMENT: EVIDENCE FROM CHINA
   Monash Economics Working Papers, Monash University, Department of Economics View citations (3)
   See also Journal Article Financial Development, Capital Accumulation and Productivity Improvement: Evidence from China, Journal of Chinese Economic and Business Studies, Taylor & Francis Journals (2007) View citations (6) (2007)

Journal Articles

2026

1. Mundlak estimators for three-dimensional panel data models
   Economics Letters, 2026, 262, (C)
2. On generalized CCE estimation
   Journal of Econometrics, 2026, 253, (C)

2025

3. Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects
   Journal of Econometrics, 2025, 249, (PB) View citations (1)

2024

4. Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects
   Journal of Business & Economic Statistics, 2024, 42, (4), 1169-1184 View citations (4)

2023

5. NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
   Econometric Theory, 2023, 39, (2), 357-388
6. Uniform inference in linear panel data models with two-dimensional heterogeneity
   Journal of Econometrics, 2023, 235, (2), 694-719 View citations (7)

2021

7. Determination of different types of fixed effects in three-dimensional panels*
   Econometric Reviews, 2021, 40, (9), 867-898 View citations (1)
   See also Working Paper Determination of Different Types of Fixed Effects in Three-Dimensional Panels, Economics and Statistics Working Papers (2018) View citations (1) (2018)

2020

8. Determining individual or time effects in panel data models
   Journal of Econometrics, 2020, 215, (1), 60-83 View citations (4)

2018

9. NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY
   Econometric Theory, 2018, 34, (3), 543-573

2017

10. Determining the number of groups in latent panel structures with an application to income and democracy
    Quantitative Economics, 2017, 8, (3), 729-760 View citations (36)

2016

11. Shrinkage estimation of dynamic panel data models with interactive fixed effects
    Journal of Econometrics, 2016, 190, (1), 148-175 View citations (96)
    See also Working Paper Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects, Working Papers (2015) View citations (17) (2015)

2015

12. A Covariate Selection Criterion for Estimation of Treatment Effects
    Journal of Business & Economic Statistics, 2015, 33, (4), 506-522 View citations (4)
13. Jackknife model averaging for quantile regressions
    Journal of Econometrics, 2015, 188, (1), 40-58 View citations (52)
    See also Working Paper Jackknife Model Averaging for Quantile Regressions, Working Papers (2014) View citations (1) (2014)
14. Specification testing for transformation models with an application to generalized accelerated failure-time models
    Journal of Econometrics, 2015, 184, (1), 81-96 View citations (18)
    See also Working Paper Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models, Boston College Working Papers in Economics (2013) (2013)
15. TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT
    Econometric Theory, 2015, 31, (5), 1016-1053

2014

16. Robustness checks and robustness tests in applied economics
    Journal of Econometrics, 2014, 178, (P1), 194-206 View citations (91)
17. Testing for separability in structural equations
    Journal of Econometrics, 2014, 182, (1), 14-26 View citations (13)

2013

18. Nonparametric dynamic panel data models: Kernel estimation and specification testing
    Journal of Econometrics, 2013, 176, (2), 112-133 View citations (17)

2011

19. Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection
    The Review of Economics and Statistics, 2011, 93, (4), 1453-1459 View citations (16)

2010

20. Granger Causality and Dynamic Structural Systems
    Journal of Financial Econometrics, 2010, 8, (2), 193-243 View citations (35)

2007

21. Financial Development, Capital Accumulation and Productivity Improvement: Evidence from China
    Journal of Chinese Economic and Business Studies, 2007, 5, (3), 227-242 View citations (6)
    See also Working Paper FINANCIAL DEVELOPMENT, CAPITAL ACCUMULATION AND PRODUCTIVITY IMPROVEMENT: EVIDENCE FROM CHINA, Monash Economics Working Papers (2006) View citations (3) (2006)