Ernest S. Liu Professor Emeritus of Economics and International Studies
Economics
… Wang, Econometric Theory 34 (2018), 815-849, doi:10.1017/S026646661700010X. Testing Strict Stationarity with … Models , with B. Chen, Journal of Econometrics 164 (2011), 268-293. Detecting Misspecifications in Autoregressive … Nonparametric Regression , with B. Chen, Econometric Theory 26 (2010), 1115-1179. Granger causality in risk and …