柳冠男

助理教授

美国德克萨斯农工大学经济学博士

电话:(0592) 2180571

电子邮件:lgnws_1985@aliyun.com

办公室:D310

Office Hours:Tuesday 14:30-16:30


个人简介 研究成果 研究项目

教育背景
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.

研究兴趣
Econometrics, Financial Econometrics, Applied Econometrics

已发表论文:

(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

 

国家自然科学基金青年基金项目:动态混合Copula模型的估计、选择、统计推断及应用,2019-2021,主持