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.