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Liu, Guannan

Assistant Professor

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

Phone:(0592) 2180571

Email:lgnws_1985@aliyun.com

Office:D310

Office Hours:Tuesday 14:30-16:30

Research Fields:Econometrics


Biography Research Papers Research Projects

Research Interests
Econometrics, Financial Econometrics, Applied Econometrics

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.

Publication:

(1) Guannan Liu, Shuang Yao* , A Robust Test for Predictability with Unknown Persistence, Economics Letters, 2020, 189, 109028

(2) Guannan Liu, Wei Long, Xinyu Zhang*, Qi Li, Detecting Financial Data Dependence Structure by Averaging Mixture Copulas, Econometric Theory, 2019, 35: 777-815

(3) Zheng Li, Guannan Liu*, Qi Li, Nonparametric Knn Estimation with Monotone Constraints, Econometric Reviews, 2017, 36(6-9): 988-1006