Qiang Xia

	Name	Qiang Xia
	Title	associate professor
	Areas of Research	Time Series Analysis; Byesian Statistics; Financial Econometrics

Personal Profile

Education30/06/1997 B.S.,Math, Department of Mathematics, Xuzhou Normal University30/06/2006 M.S.,Statistics, Department of Statistics, East China Normal University30/06/2015 Ph.D.,Statistics, School of Statistics, China Renmin University.

Professional experiece8/1997-8/2003 Teacher, Xuzhou Seventh High School, Jiangsu Province7/2006-11/2011 Lecturer, Department of Mathematics，South China Agricultural University, Guangzhou, Guangdong Province12/2011-present Associate professor, Department of Mathematics，South China Agricultural University, Guangzhou, Guangdong Province.07/2012-08/2012 Research Assistant, Department of Applied Mathematics，The Hong Kong Polytechnic University.07/2013-08/2013 Research Associate, Department of Applied Mathematics，The Hong Kong Polytechnic University.10/2013-02/2014 Research Associate, Department of Applied Mathematics，The Hong Kong Baptist University.

Research Interests：Nonlinear time series analysis

Selected Publications：[12] Qiang Xia, Rubing Liang, Jianhong Wu, Heung Wong, Determining the number of factors for high-dimensional time series, Statistics and Its Interface, 2017 (accepted)[11] Qiang Xia, Kejun He, Cuizhen Niu, A model-adaptive test for parametric single index time series models. Journal of Time Series Analysis, 2017 (accepted)[10] Qiang Xia, Rubing Liang, Jianhong Wu, Transformed Contribution Ratio Test for the Number of Factors in Static Approximate Factor Models, Computational Statistics & Data Analysis, 2017, 112:235-241.[9] Jiazhu Pan, Qiang Xia, Jinshan Liu, Bayesian analysis of multiple thresholds autoregressive model, Computational Statistics, 2017, 32: 219-237.[8] Rubing Liang, Qiang Xia, Jiazhu Pan, Jinshan Liu, Testing a Linear ARMA Model against Threshold-ARMA Models: a Bayesian Approach, Communications in Statistics - Simulation and Computation, 2017, 46: 1302-1317. （corresponding author）[7] Qiang Xia, Heung Wong, Jinshan Liu,Rubing Liang, Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach, Computational Economics, 2017, 50: 353–372.[6] Qiang Xia, Wangli Xu, Lixing Zhu, Consistently determining the number of factors in multivariate volatility modelling, Statistica Sinica, 2015, 25: 1025-1044.[5] Rubing Liang, Cuizhen Niu, Qiang Xia, Zhiqiang Zhang, Nonlinearity Testing and Modeling for Threshold Moving Average Models, Journal of Applied Statistics, 2015, 42: 2614-2630. （corresponding author）[4] Qiang Xia, Rubing Liang, Jinshan Liu, A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors, Communications in Statistics - Theory and Methods, 2015, 44: 1967-1980.[3] Cuizhen Niu, Qiang Xia, Testing the rate ratio under inverse sampling based on gradient statistic, Journal of Applied Statistics, 2015, 42:1402-1420.[2] Qiang Xia, Jinshan Liu, Jiazhu Pan, Rubing Liang, Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs, Communications in Statistics - Theory and Methods, 2012, 41: 1089-1104.[1] Qiang Xia, Jiazhu Pan, Zhiqiang Zhang, Jinshan Liu, A Bayesian Nonlinearity Test for Threshold Moving Average Models, Journal of Time Series Analysis, 2010, 31: 329-336.

Grants：[1] 01/10/2008-01/10/2010 The Project of the Presidential Science of South China Agricultural University（2008K015, PI）；[2] 31/08/2011-31/08/2014, The Research Projects of The Social Science and Humanity on Young Fund of The Ministry of Education, China (grant 11YJCZH195, PI).[3] 31/08/2012-31/08/2015, China National Social Science grant (12CTJ019, PI).