PUBLICATION

Lon-Mu Liu

Books | Refereed Papers | Proceedings | Publications in Chinese | Invited Colloquia

A.  Books

1. L.-M. Liu, G.B. Hudak, G.E.P. Box, M.E. Muller, and G.C. Tiao (1983).  The SCA System for Univariate-Multivariate Time Series and General Statistical Analysis.  360 pages. Scientific Computing Associates Corp..

2. L.-M. Liu, G.B. Hudak, G.E.P. Box, M.E. Muller, and G.C. Tiao (1986, 1991).  The SCA Statistical System: Reference Manual for Fundamental Capabilities. First edition (1986), 205 pages; Second edition (1991), 363 pages. Scientific Computing Associates Corp.

3. L.-M. Liu, G.B. Hudak, G.E.P. Box, M.E. Muller, and G.C. Tiao (1986).  The SCA Statistical System: Reference Manual for Forecasting and Time Series Analysis. 332 pages. Scientific Computing Associates Corp.

4. G.B. Hudak, L.-M. Liu, G.E.P. Box, M.E. Muller, and G.C. Tiao (1986, 1990).  The SCA Statistical System: Reference Manual for General Statistical Analysis. First edition (1986), 232 pages; Second edition (1990), 499 pages. Scientific Computing Associates Corp.

5. L.-M. Liu, G.B. Hudak and G.E.P. Box (1986, 1991).  Quality and Productivity Improvement Using The SCA Statistical System. First edition (1986), 331 pages; Second Edition (1991), 518 pages. Scientific Computing Associates Corp.

6. L.-M. Liu, G.B. Hudak, G.E.P. Box, M.E. Muller, and G.C. Tiao (1992).  Forecasting and Time Series Analysis Using the SCA Statistical System: Volume 1. 494 pages. Scientific Computing Associates Corp.

7. L.-M. Liu, G.B. Hudak, G.E.P. Box, M.E. Muller, and G.C. Tiao (1997).  Forecasting and Time Series Analysis Using the SCA Statistical System: Volume 2.  250 pages.  Scientific Computing Associates Corp.

8. L.-M. Liu, M.E. Muller, K.-K. Chan, A.L. Montgomery, W.-G. Zhang, and G.B. Hudak (1991).  SCA Windows/Graphics Package User's Guide: Windows and Graphics Capabilities of the SCA System for Mainframes and Workstations. 120 pages.  Scientific Computing Associates Corp.

B.  Refereed Papers

1. L.-M. Liu and J.N. Senturia (1977).   "Computation of MINQUE Variance Component Estimates."  Journal of the American Statistical Association 72: 867-868.

2. L.-M. Liu and J.N. Senturia (1979).   "A General Approach to Univariate Diallel Analysis."  Journal of the Chinese Statistical Association 17: 6447-6456.

3. L.-M. Liu and G.C. Tiao (1980).   "Random Coefficient First Order Autoregressive Models."  Journal of Econometrics 13: 305-325.

4. L.-M. Liu (1980).  "Analysis of Time Series with Calendar Effect.".  Management Science 26: 106-112

5. L.-M. Liu and G.C. Tiao (1980). "Parameter Estimation in Dynamic Models."   Communications in Statistics A9: 501-517.

6. L.-M. Liu and D.M. Hanssens (1980).   "A Bayesian Approach to Time-Varying Cross-Sectional Regression Models."   Journal of Econometrics 15: 341-356.

7. L.-M. Liu (1981).   "Box-Jenkins Time Series Analysis."  BMDP Statistical Software: 639-660, edited by W.J. Dixon.

8. L.-M. Liu (1981).  "Estimation of Random Coefficient Regression Models."  Journal of Statistical Computation and Simulation 13: 27-40.

9. L.-M. Liu and D.M. Hanssens (1982).   "Identification of Multiple-Input Transfer Function Models."  Communications in Statistics A 11: 297-314.

10. L.-M. Liu and G.B. Hudak (1983).   "An Integrated Time Series Analysis Computer Program: the SCA System."   Time Series Analysis: Theory and Practice 4: 291-309.

11. D.M. Hanssens and L.-M. Liu (1983).   "Lag Specification in Rational Distributed Lag Structural Models."  Journal of Business and Economic Statistics 1: 316-325.

12. M.H. Sherif, R.J. Gregor, L.-M. Liu, R.R. Roy, and C.L. Hager (1983). "Correlation of Myoelectric Activity and Muscle Generated Force During Movement."  Journal of Biomechanics 16: 691-701.

13. M. H. Sherif and L.-M. Liu (1984).   "Recursive Parameter Estimation in Transfer Function Models."  International Journal of Control 40: 499-518.

14. L.-M. Liu (1984).  "Estimation of Rational Transfer Function Models."  Communications in Statistics B 13: 775-784.

15. L.-M. Liu and G.B. Hudak (1985).   "Unified Econometric Model Building Using Simultaneous Transfer Function Equations."  Time Series Analysis: Theory and Practice 7: 277-288.

16. L.-M. Liu (1986).   "Identification of Time Series Models in the Presence of Calendar Variation."  International Journal of Forecasting 2: 357-372.

17. M.H. Sherif and L.-M. Liu (1987).   "Estimation of Transfer Function Models Using Mixed Recursive and Non-recursive Methods."  Control and Dynamic Systems: Advances in Theory and Applications, page 157-185.

18. L.-M. Liu (1987).  "Sales Forecasting Using Multi-Equation Transfer Function Models."  Journal of Forecasting 6: 223-238.

19. L.-M. Liu (1989).   "Identification of Seasonal ARIMA Models Using a Filtering Method."   Communication in Statistics A18: 2279-2288.

20. G.C. Tiao, L.-M. Liu  and G.B. Hudak (1989).  "A Statistical Assessment of the Effect of the Car Inspection/Maintenance Program on Ambient CO Air Quality in Phoenix, Arizona."  Environmental Science and Technology 23: 806-814.

21. L.-M. Liu and M.E. Muller (1989). "Statistical Methods and Software for Productivity Improvements and Modeling Time Series Data."  Recent Developments in Statistics and Their Applications, page 227-266.

22. J.L. Harris and L.-M. Liu (1991).   "GNP as a Predictor of Electricity Consumption." (1991) The Journal of Business Forecasting 9: 24-28.

23. L.-M. Liu and  M.-W. Lin (1991).   "Forecasting Residential Consumption of Natural Gas Using Monthly and Quarterly Time Series."  International Journal of Forecasting 7: 3-16.

24. L.-M. Liu, Y.M. Babad, W. Sun, and K.-K. Chan (1991).  "Adaptive Post-processing of OCR Text via Knowledge Acquisition." Proceedings of the ACM 1991 Computer Science Conference, page 558-169.

25. C. Chen, L.-M. Liu, G.C. Tiao, and R.S. Tsay (1991).  "Outlier and Intervention Analysis in Dynamic Regression Models"  Journal of Chinese Statistical Association 29: 1-26.

26. L.-M. Liu (1991). "Dynamic Relationship Analysis of U.S. Gasoline and Crude Oil Prices."  Journal of Forecasting 10: 521-547.

27. L.-M. Liu (1991).  "Use of Linear Transfer Function Analysis in Econometric Time Series Modeling."  Statistica Sinica 1: 503-525.

28. L.-M. Liu and C. Chen (1991).   "Recent Developments of Time Series Analysis in Environmental Impact Studies."  Journal of Environmental Science and Health A26: 1217-1252.

29. W. Sun, L.-M. Liu, W. Zhang, and J.C. Comfort (1992).  "Intelligent OCR Processing."   Journal of the American Society for Information Science 43:422-431.

30. C. Chen and L.-M. Liu (1993).   "Forecasting Time Series with Outliers."   Journal of Forecasting 12:13-35.

31. C. Chen and L.-M. Liu (1993).   "Joint Estimation of Model Parameters and Outlier Effects in Time Series."  Journal of the American Statistical Association 88:284-297.

32. J.L. Harris and L.-M. Liu (1993).   "Dynamic Structural Analysis and Forecasting of Residential Electricity Consumption."  International Journal of Forecasting 9: 437-455.

33. L.-M. Liu, A.L. Montgomery, K.-K. Chan, and M.E. Muller (1995).  "A System-Independent Graphical User Interface for Statistical Software."   Computational Statistics and Data Analysis 19: 23-44. 

C.  Proceeding Papers

1. "A Box-Jenkins Time Series Analysis Program in BMDP." (1979) Proceedings of the American Statistical Association -- Statistical Computing Section 1979: 348-353.

2. "Recent Developments in the BMDP Box-Jenkins Time Series Program." (1980) Proceedings of the American Statistical Association -- Statistical Computing Section 1980: 81-90.

3. "A Portable Interactive Fortran Verifier." (1982) Proceedings of Computer Science and Statistics: the 14th Symposium on the Interface: 270-273. (with Laszlo Engleman)

4. "Time Series and Econometric Model Building Using the SCA Statistical System." (1983) Proceedings of the American Statistical Association -- Business and Economic Section 1983: 723-725. (with G.B. Hudak)

5. "Interfacing SAS Software with the SCA System: The SCALINK Procedure." (1984) Proceedings of the SAS Users Group International Conference 10: 70-75. (with H.H. Stokes)

6. "Two-way Communication between SAS Software and the SCA Statistical System: The LINKSCA and SCALINK Procedures." (1985) Proceedings of the SAS Users Group International Conference 11: 120-125. (with H.H. Stokes)

7. "Integrated Time Series Analysis and Forecasting Using the SCA Statistical System." (1987) Invited paper. Proceedings of the 46th Session of the International Statistical Institute, Tokyo, Japan, August 1987. book 3, page 537-545.

8. "Association Between Economic Growth and Electricity Use - A Time Series Analysis." (1990) Journal of Business Forecasting 9: 24-28. (with J.L. Harris).

9. "Robust Estimation in Time Series: A Parametric Approach." (1990) Proceedings of the American Statistical Association -- Business and Economic Section 1990: 209-212. (with C. Chen)

10. "A System-Independent Graphical User Interface for the SCA Statistical System." (1991) Proceedings of Computer Science and Statistics: the 23rd Symposium on the Interface: 184-187. (with A.L. Montgomery, K.-K. Chan).

11. "A System-Independent Graphical User Interface for Statistical Software." (1991) Appeared in the Proceedings of the 48th Session of the International Statistical Institute, Cairo, Egypt, September 1991.

12. "A New Expert System for Time Series Modeling and Forecasting." (1993) Proceeding of the American Statistical Association - Business and Economic Section 1993: 424-429.

13. "Dynamic Relationship Analysis between the Stock Market and Interest Rates." (1995) Proceedings of the American Statistical Association -- Business and Economic Section 1995: 286-291. (with M. Velebit, and L. Bozinovich).

14. "Monthly Effects on Stock Returns." (1996) To appear in the Proceedings of the American Statistical Association -- Business and Economic Section 1996.

D.  Publications in Chinese

1. "Correlation -- A Nonparametric Approach." (1971) Journal of the Chinese Statistical Association, Vol 9, No. 4, and Vol. 10, No. 1.

2. "Introduction to Computer Programming in Statistics." (1973) Journal of the Chinese Statistical Association 11: 4069-4072, 4187-4197, 4280-4287, 4402-4420; and 12: 4517-4534, 4606-4626.

3. "Generalized Linear Statistical Analysis." (1974) Journal of the Chinese Statistical Association 12: 4705-4721, and 13: 4850-4870.

4. "Review of the Labor Force Statistics in R.O.C." (1976) Journal of the Chinese Statistical Association 14: 5344-5351 (with G.C. Tiao, M.N. Wang, K.S. Yang, Y.C. Liu, and C.T. Shieh)

E.  Invited Colloquia (partial list)

1. "Integrated Time Series Analysis and Forecasting Using the SCA Statistical System". The 46th Session of the International Statistical Institute, Tokyo, Japan, August 1987.

2. "Statistical Methods and Software for Productivity Improvements and Modeling Time Series Data". Recent Developments in Statistics and Their Applications, Seoul, Korea, August 1987 (with M.E. Muller)

3. "Time Series Analysis with Outlier Detection and Adjustment". Symposium on "Robustness, Smoothing, Graphics and Related Topics". Sponsored by the Institute of Statistical Mathematics, Tokyo, Japan, October 25, 1989.

4. "A Study of a Macroeconomic Model of Taiwan Using Time Series Methods". The First Conference on Recent Developments in Statistical Research. Sponsored by International Chinese Statistical Association. Hong Kong, Dec. 13-15, 1990.

5. "A System-Independent Graphical User Interface for Statistical Software." (1991) The 48th Session of the International Statistical Institute, Cairo, Egypt, September 1991.