Photo of Laura Liu
Assistant Professor
Department of Economics
Indiana University

Wylie Hall 205
100 South Woodlawn Ave.
Bloomington, IN 47405
Email: lauraliu (at) iu.edu
CV: PDF
My IU Page: Link
My Google Scholar Page: Link
News:
  • Updated working papers:
    2019 June: Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data
    2019 June: Forecasting with Dynamic Panel Data Models, Econometrica, forthcoming

Research
Publications
Forecasting with Dynamic Panel Data Models
Joint with Hyungsik Roger Moon (USC) and Frank Schorfheide (UPenn)
Econometrica, forthcoming
Working Paper Version
Earlier versions are available at NBER Working Paper 25102, arXiv 1709.10193, and PIER Working Paper 16-022
Replication Files
Estimating Global Bank Network Connectedness
Joint with Mert Demirer (MIT), Francis X. Diebold (UPenn), and Kamil Yılmaz (Koç)
Journal of Applied Econometrics, 2018, vol. 33 (1), pp. 1-15.
Working Paper Version
Earlier versions are available at NBER Working Paper 23140 and PIER Working Paper 15-025
Commodity Connectedness
Joint with Francis X. Diebold (UPenn) and Kamil Yılmaz (Koç)
In E. Mendoza, D. Saravia and E. Pasten (eds.), Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures. Santiago: Bank of Chile Central Banking Series, 2018, vol. 25, pp. 97-136.
Working Paper Version
Earlier versions are available at NBER Working Paper 23685 and PIER Working Paper 17-003
Working Papers
Journal of Business & Economic Statistics, Revise and Resubmit
Also available at arXiv 1805.04178 and FEDS Working paper 2170
Earlier version is available at PIER Working Paper 17-006
Work in Progress
Estimating Average Partial Effects of Semiparametric Panel Logit Models
Joint with Ji-Liang Shiu (Jinan U)
Sectoral DSGE Models and Production Networks
Joint with Holt Dwyer (UCSD) and Molin Zhong (Fed Board)

Teaching
Microeconometrics (180.637)
Johns Hopkins University, Ph.D. level, Fall 2018
Course Description
This is an advanced graduate course on major econometric techniques and models that are used in empirical microeconomics. We first introduce econometric theories of nonlinear extremal estimation, nonparametric estimation, and semiparametric estimation. Then, we discuss applications of these theories to limited dependent variable models, selection models, panel data models, and endogenous treatment models with unobserved heterogeneity.