FLORIDA ATLANTIC UNIVERSITY®
Long Liu

Long Liu

Associate Professor
Economics Department

Areas of Expertise: Panel Data Econometrics, High Dimensional Econometrics, Applied Microeconomics

Office: Office Depot Center - Room 211 (Boca Raton)

Education

  • PhD (2008) Economics, Syracuse University
  • MA (2001) Management, Renmin University
  • BA (1998) Economics, Renmin University

Intellectual Contributions

  • Lien, D.; Hu, Y.; Liu, Long. Taking Logarithm when the Independent Variable Contains Zeros in Regression Analysis: A New Approach (forthcoming), Applied Economics Letters
  • Liu, Long; Xu, H.; Dao, M.; Sun, H.. (2023). Pilot CEOs and tax avoidance: evidence from machine learning methods, Asia-Pacific Journal of Accounting and Economics, 30(1), 14-29
  • Kao, C.; Liu, Long; Sun, R.. (2021). Bias-Corrected Estimators in the Dynamic Panel Data Model, Empirical Economics, 60, 205-225
  • Baltagi, B.H.; Liu, Long. (2020). Forecasting with Unbalanced Panel Data, Journal of Forecasting, 39(5), 709-724
  • Baltagi, B.H.; Kao, C.; Liu, Long. (2020). Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances, Econometric Reviews, 39(8), 745-762
  • Kao, C.; Liu, Long. (2019). High Dimensional Econometrics and Identification, World Scientific
  • Lien, D.; Xu, H.; Liu, Long. (2019). Impact of the Disclosure of Audit Engagement Partners on Audit Quality: Evidence from the United States, International Journal of Auditing, 23(1), 112-124
  • Lien, D.; Hu, Y.; Liu, Long. (2017). A Note on Using Ratio Variables in Regression Analysis, Economics Letters, 150, 114-117
  • Baltagi, B.H.; Kao, C.; Liu, Long. (2017). Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term, Econometric Reviews, 36(1-3), 85-102
  • Lien, D.; Hu, Y.; Liu, Long. (2017). Subjective Well-Being and Income: An Reexamination of Satiation using Regression Kink Model with an Unknown Threshold, Journal of Applied Econometrics, 32(2), 463-469
  • Baltagi, B.H.; Liu, Long. (2016). Prediction in a Generalized Spatial Panel Data Model with Serial Correlation, Journal of Forecasting, 35(7), 573-591
  • Baltagi, B.H.; Liu, Long. (2016). Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Regression Model, Econometric Reviews, 35(4), 638-658
  • Baltagi, B.H.; Liu, Long. (2016). Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model using Double Length Artificial Regressions, Advances in Econometrics, 36, 67-84
  • Liu, Long. (2015). A Note on 2SLS Estimation of the Mixed Regressive Spatial Autoregressive Model, Economics Letters, 134, 49-52
  • Gao, Q.; Liu, Long; Racine, J.. (2015). A Partially Linear Kernel Estimator for Categorical Data, Econometric Reviews, 34(6-10), 958-977
  • Baltagi, B.H.; Kao, C.; Liu, Long. (2014). Test of Hypotheses in a Time Trend Panel Data Models with Serially Correlated Error Component Disturbances, Advances in Econometrics, 33, 347-394
  • Baltagi, B.H.; Liu, Long. (2014). Testing for Spatial Lag and Spatial Error Dependence Using Double Length Artificial Regressions, Statistical Papers, 55, 477-486
  • Baltagi, B.H.; Liu, Long. (2013). Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances, International Journal of Forecasting, 29, 100-107
  • Baltagi, B.H.; Kao, C.; Liu, Long. (2013). On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments, Advances in Econometrics, 30, 199-235
  • Baltagi, B.H.; Liu, Long. (2013). Prediction in the Random Effects Model with MA(q) Remainder Disturbances, Journal of Forecasting, 32, 333-338
  • Baltagi, B.H.; Kao, C.; Liu, Long. (2013). The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term, Spatial Economic Analysis, 8(3), 241-270
  • Liu, Long; Ondrich, J.; Ruggiero, J.. (2012). Estimating Multiple-Input Multiple-Output Production Functions with an Analysis of Credit Unions, Applied Economics, 44(12), 1583-1589
  • Baltagi, B.H.; Liu, Long. (2012). The Hausman-Taylor Panel Data Model with Serial Correlation, Statistics and Probability Letters, 82(7), 1401-1406
  • Baltagi, B.H.; Liu, Long. (2011). An Improved Generalized Moments Estimator for a Spatial Moving Average Error Model, Economics Letters, 113(3), 282-284
  • Baltagi, B.H.; Liu, Long. (2011). Instrumental Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects, Economics Letters, 111(2), 135-137
  • Baltagi, B.H.; Liu, Long. (2010). Spurious Spatial Regression with Equal Weights, Statistics and Probability Letters, 80(21-22), 1640-1642
  • Baltagi, B.H.; Liu, Long. (2009). A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models, Statistics and Probability Letters, 79(20), 2189-2192
  • Liu, Long. (2009). On Hourly Wages and Weekly Earnings in the Current Population Survey, Economics Letters, 105(1), 113-116
  • Baltagi, B.H.; Liu, Long. (2009). Testing For Random Effects and Spatial Lag Dependence in Panel Data Models, Statistics and Probability Letters, 78(18), 3304-3306
  • Baltagi, B.H.; Liu, Long. (2009). Spatial Lag Test with Equal Weights, Economics Letters, 104(2), 81-82
  • Baltagi, B.H.; Kao, C.; Liu, Long. (2008). Asymptotic Properties of Estimators for the Linear Panel Regression Model with Random Individual Effects and Serially Correlated Errors: the Case of Stationary and Non-stationary Regressors and Residuals, Econometric Journal, 11(3), 554-572
  • Baltagi, B.H.; Liu, Long. (2007). Alternative Ways of Obtaining Hausman's Test Using Artificial Regressions, Statistics and Probability Letters, 77(13), 1413-1417
  • MoreLess
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