Liu, Guannan

Associate Professor

Ph.D. in Economics, Texas A&M University

Phone:(0592) 2180571

Email:lgnws_1985@aliyun.com

Office:D310

Office Hours:Monday 14:30-16:30


Biography Research Papers Research Projects

Working Experience

Associate Professor at Department of Statistics, School of Economics, and Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, August 2020-present

Assistant Professor at Department of Statistics, School of Economics, and Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, August 2016-July 2020

 

Education

Ph.D. Economics, Texas A&M University, 2016;
M.S. Economics, Texas A&M University, 2010;
B.A. Public Finance, Renmin University of China, 2007.

 

Research Interests
Econometrics, Financial Econometrics, Applied Econometrics

 

Publications:

1. Liu,G., Long, W., Yang, B., & Cai, Z. (2021). Semiparametric estimation and model selection for conditional mixture copula models. Scandinavian Journal of Statistics, forthcoming, DOI: 10.1111/sjos.12514.

2. Yang, B., Cai, Z., Hafner, C., & Liu, G. (2020). Time-varying mixture copula models with copula selection. Statistica Sinica, forthcoming, DOI: 10.5705/ss.202020.0005.

3. Liu, G., & Yao, S. (2020). A robust test for predictability with unknown persistence. Economics Letters, 189, 109028.

4. Liu, G., Long, W., Zhang, X., & Li, Q. (2019). Detecting financial data dependence structure by averaging mixture copulas. Econometric Theory, 35(4), 777-815.

5. Li, Z., Liu, G., & Li, Q. (2017). Nonparametric Knn estimation with monotone constraints. Econometric Reviews, 36(6-9), 988-1006.

 

 

Publications:

1. Liu,G., Long, W., Yang, B., & Cai, Z. (2021). Semiparametric estimation and model selection for conditional mixture copula models. Scandinavian Journal of Statistics, forthcoming, DOI: 10.1111/sjos.12514.

2. Yang, B., Cai, Z., Hafner, C., & Liu, G. (2020). Time-varying mixture copula models with copula selection. Statistica Sinica, forthcoming, DOI: 10.5705/ss.202020.0005.

3. Liu, G., & Yao, S. (2020). A robust test for predictability with unknown persistence. Economics Letters, 189, 109028.

4. Liu, G., Long, W., Zhang, X., & Li, Q. (2019). Detecting financial data dependence structure by averaging mixture copulas. Econometric Theory, 35(4), 777-815.

5. Li, Z., Liu, G., & Li, Q. (2017). Nonparametric Knn estimation with monotone constraints. Econometric Reviews, 36(6-9), 988-1006.