National Natural Science Foundation of China under Grant No.72203114 (国家自然科学基金青年项目), 2023.1-2025.12
Fundamental Research Funds for the Central Universities under Grant No. 63212145, 2021.1-2023.12
Dean’s Graduate Research Excellence Award of Monash Business School, 2016.2 - 2019.2.
Gao, J., Liu, F., Peng, B. and Yan, Y. (2023). Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects, Journal of Econometrics, 235, 1654-1679. (Supplement)
Cheng, T., Liu, F., Liu, J. and Yao, W. (2024). Tail Connectedness: Measuring the Network Connectdness of Equity Markets During Crises, Pacific-Basin Finance Journal, 87, 102497.
Liu, F. (2025). Nonparametric Time-Varying Panel Data Models with Heterogeneity, Econometric Theory, 41(2), 302-325.(Supplement, Technical Supplement)
Liu, F. (2025). Estimation and Inference for a Semiparametric Time-Varying Panel Data Model, Journal of Business & Economic Statistics, 43(4), 956-967. (Supplement, Matlab Codes)
Gao, J., Liu, F., Peng, B. and Yan, Y. Robust estimation and inference for high-dimensional panel data models, under revision.
Gao, J., Liu, F., Peng, B. and Yan, Y. Panel data estimation and inference: homogeneity versus heterogeneity, under revision.
Gao, J., Liu, F. and Peng, B. Inference for high-dimensional local projection, submitted.
Cheng, T., Cong, J., Liu, F. and Yang, X. Binary response forecasting under a factor-augmented framework, submitted.
Gao, J., Liu, F., Peng, B. and Yang, Y. A localized neural network with dependent data: a case study on US monetary policy, submitted.
Feng, G., Gao, J., Liu, F. and Peng, B. Estimation and inference for 3-dimensional panel data models, submitted.