Publications：

8. Liu, G., Long, W.*, and Luo, X, 2025. A random forest-based panel data approach for program evaluation. Journal of Applied Econometrics, forthcoming, https://doi.org/10.1002/jae.3123.

7. Yao, S. and Liu, G.*, 2024. Optimal smoothing parameter selection in single-index model derivative estimation. Econometric Reviews, 43(8), 559-580.

6. Yang, B., Cai, Z., Hafner, C., and Liu, G.*, 2022. Time-varying mixture copula models with copula selection. Statistica Sinica, 32, 1049-1077.

5.  Liu, G., Long, W., Yang, B.*, and Cai, Z., 2022. Semiparametric estimation and model selection for conditional mixture copula models. Scandinavian Journal of Statistics, 49, 287-330.

4. Yang, B., Hafner, C., Liu, G.*, and Long, W., 2021. Semiparametric estimation and variable selection for single-index copula models. Journal of Applied Econometrics, 36(7), 962-988.

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

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

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