学者信息
已发表成果：
WOK 论文 7 篇;
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Optimal smoothing parameter selection in single-index model derivative estimation
ECONOMETRIC REVIEWS,0747-4938,2024-04-23.
Yao, Shuang; Liu, Guannan
WOS:001208218700001 10.1080/07474938.2024.2344106
收录情况：SCIE、SSCI -
TIME-VARYING MIXTURE COPULA MODELS WITH COPULA SELECTION
STATISTICA SINICA,1017-0405,2022-04.
Yang, Bingduo; Cai, Zongwu; Hafner, Christian; Liu, Guannan
WOS:000819039600018 10.5705/ss.202020.0005
收录情况：SCIE -
Semiparametric estimation and variable selection for single-index copula models
JOURNAL OF APPLIED ECONOMETRICS,0883-7252,2021-11.
Yang, Bingduo; Hafner, Christian M.; Liu, Guannan; Long, Wei
WOS:000714250800001 10.1002/jae.2812
收录情况：SSCI -
Semiparametric estimation and model selection for conditional mixture copula models
SCANDINAVIAN JOURNAL OF STATISTICS,0303-6898,2021-03.
Liu, Guannan; Long, Wei; Yang, Bingduo; Cai, Zongwu
WOS:000624998100001 10.1111/sjos.12514
收录情况：SCIE -
A robust test for predictability with unknown persistence
ECONOMICS LETTERS,0165-1765,2020-04.
Liu, Guannan; Yao, Shuang
WOS:000526970300021 10.1016/j.econlet.2020.109028
收录情况：SSCI -
DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
ECONOMETRIC THEORY,0266-4666,2019-08.
Liu, GN; Long, W; Zhang, XY; Li, Q
WOS:000472841900003 10.1017/S0266466618000270
收录情况：SSCI、CPCI-S、CPCI-SSH -
Nonparametric Knn estimation with monotone constraints
ECONOMETRIC REVIEWS,0747-4938,2017 .
Li, Zheng; Liu, Guannan; Li, Qi
WOS:000406534900022 10.1080/07474938.2017.1307904
收录情况：SCIE、SSCI