HR job title
- Professor
- Contact Info
- 1 979 845 9954
Li, Qi Professor
Positions
- Professor, Economics, College of Arts and Sciences
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Overview
Publications
selected publications
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academic article
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Fang, Z., Li, Q. i., & Yan, K. X.
(2023).
A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS. ECONOMETRIC THEORY.
39(2), 290-320.
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Chen, S., Li, Q. i., Wang, Q., & Zhang, Y. Y.
(2023).
Multivariate models of commodity futures markets: a dynamic copula approach. 64(6), 1-21.
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Racine, J. S., Li, Q. i., Yu, D., & Zheng, L. i.
(2022).
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions. Journal of Business and Economic Statistics.
1-11.
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Gao, Y., Li, H., & Li, Q. i.
(2022).
The misalignments in Chinese real effective exchange rate from 1994 to 2020: A counterfactual analysis. China Economic Review (Amsterdam).
75, 101828-101828.
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Sun, Y. u., Yan, K. X., & Li, Q. i.
(2021).
Estimation of average treatment effect based on a semiparametric propensity score. Econometric Reviews.
40(9), 852-866.
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Hou, L., Li, Q. i., Wang, Y., & Yang, X.
(2021).
Wages, labor quality, and FDI inflows: A new non-linear approach. Economic Modelling.
102, 105557-105557.
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Li, D., Li, Q. i., & Li, Z.
(2021).
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data. Journal of Business and Economic Statistics.
39(3), 741-756.
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Yang, X., Zhang, Y. u., & Li, Q. i.
(2021).
The role of price spillovers: what is different in China. Empirical Economics.
60(1), 459-485.
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Li, Q. i., Hou, L., Li, K., & Min, O.
(2021).
Panel Data Models with Heterogeneous Shocks. Journal of Econometrics.
221, 483-509.
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Racine, J. S., Li, Q. i., & Yan, K. X.
(2020).
Kernel smoothed probability mass functions for ordered datatypes. Journal of Nonparametric Statistics.
32(3), 563-586.
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Liu, G., Long, W., Zhang, X., & Li, Q. i.
(2019).
DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS. ECONOMETRIC THEORY.
35(4), 777-815.
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Gao, Y., Gan, L. i., & Li, Q. i.
(2019).
Chinese trade price and Yuan's valuation. World Economy, The.
42(7), 2215-2243.
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Ju, G., Gan, L. i., & Li, Q. i.
(2019).
Nonparametric Panel Estimation of Labor Supply. Journal of Business and Economic Statistics.
37(2), 260-274.
-
Hsiao, C., Li, Q. i., Liang, Z., & Xie, W.
(2019).
Panel Data Estimation for Correlated Random Coefficients Models. Econometrics.
7(1), 7-7.
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Chen, X., Li, D., Li, Q. i., & Li, Z.
(2019).
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates. Journal of Econometrics.
212(2), 433-450.
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Hou, L., Long, W., & Li, Q. i.
(2019).
Comovement of Home Prices: A Conditional Copula Approach. 20(1), 297-318.
-
Li, Q. i., & Long, W.
(2018).
Do parole abolition and Truth-in-Sentencing deter violent crimes in Virginia?. Empirical Economics.
55(4), 2027-2045.
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Li, C., Li, Q. i., Racine, J. S., & Zhang, D.
(2018).
OPTIMAL MODEL AVERAGING OF VARYING COEFFICIENT MODELS. STATISTICA SINICA.
28(4), 2795-2809.
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Yan, K. X., & Li, Q. i.
(2018).
Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model. 11(3), 44-44.
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Li, K., Li, Q. i., & Lu, L.
(2018).
Quasi maximum likelihood analysis of high dimensional constrained factor models. Journal of Econometrics.
206(2), 574-612.
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Li, Z., Liu, G., & Li, Q. i.
(2017).
Nonparametric Knn estimation with monotone constraints. Econometric Reviews.
36(6-9), 988-1006.
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Green, C., Li, Q. i., & Zhang, Y. Y.
(2017).
Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method. Econometric Reviews.
36(1-3), 205-224.
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Chen, X., Huang, T., & Li, Q. i.
(2017).
An alternative bandwidth selection method for estimating functional coefficient models. Economics Letters.
156, 27-31.
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Li, H., Li, Q. i., & Shi, Y.
(2017).
Determining the number of factors when the number of factors can increase with sample size. Journal of Econometrics.
197(1), 76-86.
-
Sun, Y., Cai, Z., & Li, Q. i.
(2016).
A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES. ECONOMETRIC THEORY.
32(4), 988-1022.
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Li, H., Li, Q. i., & Liu, R.
(2016).
Consistent model specification tests based on k-nearest-neighbor estimation method. Journal of Econometrics.
194(1), 187-202.
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Gan, L. i., & Li, Q. i.
(2016).
Efficiency of thin and thick markets. Journal of Econometrics.
192(1), 40-54.
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Long, W., Li, D., & Li, Q. i.
(2016).
Testing explosive behavior in the gold market. Empirical Economics.
51(3), 1151-1164.
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Li, Q. i., Zhang, Y. u., & Wu, X.
(2016).
A Simple Consistent Nonparametric Estimator of the Lorenz Curve. Advances in Econometrics.
36, 635-654.
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Gu, J., Li, Q. i., & Yang, J.
(2015).
Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution. Econometric Reviews.
34(6-10), 978-1009.
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Sun, Y., Hsiao, C., & Li, Q. i.
(2015).
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process. Econometric Reviews.
34(1-2), 127-145.
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Liu, W., Zhang, Y. Y., & Li, Q. i.
(2015).
A semiparametric varying coefficient model of monotone auction bidding processes. Empirical Economics.
48(1), 313-335.
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Fang, Y., Li, Q. i., Wu, X., & Zhang, D.
(2015).
A data-driven smooth test of symmetry. Journal of Econometrics.
188(2), 490-501.
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Henderson, D. J., Li, Q. i., Parmeter, C. F., & Yao, S.
(2015).
Gradient-based smoothing parameter selection for nonparametric regression estimation. Journal of Econometrics.
184(2), 233-241.
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Wang, L., Liang, Z., Lin, J., & Li, Q. i.
(2015).
Local Constant Kernel Estimation of a Partially Linear Varying Coefficient Cointegration Model. Annals of the Economics and Finance.
16(2), 353-369.
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Henderson, D. J., Kumbhakar, S. C., Li, Q. i., & Parmeter, C. F.
(2015).
Smooth coefficient estimation of a seemingly unrelated regression. Journal of Econometrics.
189(1), 148-162.
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Lin, Z., Li, Q. i., & Sun, Y.
(2014).
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models. Journal of Econometrics.
178(PART 1), 167-179.
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Bai, C., Li, Q. i., & Ouyang, M.
(2014).
Property taxes and home prices: A tale of two cities. Journal of Econometrics.
180(1), 1-15.
-
Li, Q. i., Ouyang, D., & Racine, J. S.
(2013).
Categorical semiparametric varying-coefficient models. Journal of applied econometrics.
28(4), 551-579.
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Sun, Y., Cai, Z., & Li, Q. i.
(2013).
SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES. ECONOMETRIC THEORY.
29(3), 659-672.
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Gu, J., Li, Q. i., & Yang, J.
(2013).
Fiscal deficits and mean reversion in real exchange rates. Economics Letters.
118(2), 300-303.
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Li, Q. i., Lin, J., & Racine, J. S.
(2013).
Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. Journal of Business and Economic Statistics.
31(1), 57-65.
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Liang, Z., & Li, Q. i.
(2012).
Functional coefficient regression models with time trend. Journal of Econometrics.
170(1), 15-31.
-
Zhang, Y. Y., Gu, J., & Li, Q. i.
(2011).
Nonparametric panel estimation of online auction price processes. Empirical Economics.
40(1), 51-68.
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Sun, Y., & Li, Q. i.
(2011).
Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models. Journal of Business and Economic Statistics.
29(4), 541-551.
-
Sun, Y., Hsiao, C., & Li, Q. i.
(2011).
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach. Journal of Econometrics.
164(2), 252-267.
-
Li, Q. i., Zhang, Y., & Li, D.
(2011).
Recent development in non/semiparametric estimation of censoring, sample selection and missing data in panel data model. Advances in Econometrics.
27A, 41-62.
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Li, Q. i., & Racine, J. S.
(2010).
SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA. ECONOMETRIC THEORY.
26(6), 1607-1637.
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Gan, L. i., Shin, J., & Li, Q. i.
(2010).
INITIAL WAGE, HUMAN CAPITAL AND POST WAGE DIFFERENTIALS. Hitotsubashi Journal of Economics.
51(2), 79-97.
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Li, D., & Li, Q. i.
(2010).
Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters. Journal of Econometrics.
157(1), 179-190.
-
Ouyang, D., Li, Q. i., & Racine, J. S.
(2009).
NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS. ECONOMETRIC THEORY.
25(1), 1-42.
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Li, Q. i., Maasoumi, E., & Racine, J. S.
(2009).
A nonparametric test for equality of distributions with mixed categorical and continuous data. Journal of Econometrics.
148(2), 186-200.
-
Li, Q. i., Racine, J. S., & Wooldridge, J. M.
(2009).
Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data. Journal of Business and Economic Statistics.
27(2), 206-223.
-
Cai, Z., Li, Q. i., & Park, J. Y.
(2009).
Functional-coefficient models for nonstationary time series data. Journal of Econometrics.
148(2), 101-113.
-
Cai, Z., Gu, J., & Li, Q. i.
(2009).
Some recent developments on nonparametric econometrics. Advances in Econometrics.
25, 495-549.
-
Henderson, D. J., Carroll, R. J., & Li, Q. i.
(2008).
Nonparametric estimation and testing of fixed effects panel data models. Journal of Econometrics.
144(1), 257-275.
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Jansen, D. W., Li, Q. i., Wang, Z., & Yang, J.
(2008).
Fiscal policy and asset markets: A semiparametric analysis. Journal of Econometrics.
147(1), 141-150.
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Li, Q. i., & Racine, J. S.
(2008).
Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data. Journal of Business and Economic Statistics.
26(4), 423-434.
-
Bachmeier, L., Li, Q. i., & Liu, D.
(2008).
SHOULD OIL PRICES RECEIVE SO MUCH ATTENTION? AN EVALUATION OF THE PREDICTIVE POWER OF OIL PRICES FOR THE US ECONOMY. ECONOMIC INQUIRY.
46(4), 528-539.
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Li, Q. i., & Ai, C.
(2008).
Semiparametric and Nonparametric Methods in Panel Data Models. 46, 451-478.
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Bachmeier, L., Leelahanon, S., & Li, Q. i.
(2007).
Money growth and inflation in the United States. Macroeconomic Dynamics.
11(1), 113-127.
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Hsiao, C., Li, Q. i., & Racine, J. S.
(2007).
A consistent model specification test with mixed discrete and continuous data. Journal of Econometrics.
140(2), 802-826.
-
Wang, Z., Yang, J., & Li, Q. i.
(2007).
Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests. Journal of International Money and Finance: theoretical and empirical research in international economics and finance.
26(1), 86-103.
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Ouyang, D., Li, D., & Li, Q. i.
(2006).
Cross-validation and non-parametric k nearest-neighbour estimation. Econometrics Journal.
9(3), 448-471.
-
Fan, Y., Li, Q. i., & Min, I.
(2006).
A nonparametric bootstrap test of conditional distributions. ECONOMETRIC THEORY.
22(4), 587-613.
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Baltagi, B. H., Li, D., & Li, Q. i.
(2006).
Transaction tax and stock market behavior: evidence from an emerging market. Empirical Economics.
31(2), 393-408.
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Sun, Y., & Li, Q. i.
(2006).
An alternative series based consistent model specification test. Economics Letters.
93(1), 37-44.
-
Ouyang, D., Li, Q., & Racine, J.
(2006).
Cross-validation and the estimation of probability distributions with categorical data. Journal of Nonparametric Statistics.
18(1), 69-100.
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Racine, J. S., Hart, J., & Li, Q. i.
(2006).
Testing the significance of categorical predictor variables in nonparametric regression models. Econometric Reviews.
25(4), 523-544.
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Yang, J., Hsiao, C., Li, Q. i., & Wang, Z.
(2006).
The emerging market crisis and stock market linkages: Further evidence. Journal of applied econometrics.
21(6), 727-744.
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Li, Q., & Zhou, J. X.
(2005).
The uniqueness of cross-validation selected smoothing parameters in kernel estimation of nonparametric models. ECONOMETRIC THEORY.
21(5), 1017-1025.
-
Ahmad, I., Leelahanon, S., & Li, Q.
(2005).
Efficient estimation of a semiparametric partially linear varying coefficient model. ANNALS OF STATISTICS.
33(1), 258-283.
-
Liu, D., Jansen, D., & *, Q. L.
(2005).
Regime switching in the dynamic relationship between stock returns and inflation. Applied Economics Letters.
1(5), 273-277.
-
Li, Q. i., Yang, J., Hsiao, C., & Chang, Y.
(2005).
The relationship between stock returns and volatility in international stock markets. Journal of Empirical Finance.
12(5), 650-665.
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Li, Q., & Ouyang, D. S.
(2005).
Uniform convergence rate of kernel estimation with mixed categorical and continuous data. Economics Letters.
86(2), 291-296.
-
Racine, J., Li, Q. i., & Zhu, X. i.
(2004).
Kernel Estimation of Multivariate Conditional Distributions. 5(2), 211-235.
-
Li, Q. I., & Racine, J.
(2004).
Predictor relevance and extramarital affairs. Journal of applied econometrics.
19(4), 533-535.
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Hall, P., Racine, J., & Li, Q. i.
(2004).
Cross-Validation and the Estimation of Conditional Probability Densities. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION.
99(468), 1015-1026.
-
Min, I., Fang, C., & Li, Q.
(2004).
Investigation of patterns in food-away-from-home expenditure for China. China Economic Review (Amsterdam).
15(4), 457-476.
-
Li, Q. i., & Racine, J.
(2004).
Cross-Validation on Local Linear Estimators. STATISTICA SINICA.
14, 485-512.
-
Li, Q. i., Fan, Y., & Li, D.
(2004).
Nonlinearity in Medical Expenditure. Applied Economics.
36, 911-916.
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Li, Q. i., & Racine, J.
(2004).
Nonparametric Estimation of Regression Functions With Mixed Discrete and Continuous Regressor. Journal of Econometrics.
119, 99-130.
-
Fan, Y. Q., & Li, Q.
(2003).
A kernel-based method for estimating additive partially linear models. STATISTICA SINICA.
13(3), 739-762.
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Li, Q., Hsiao, C., & Zinn, J.
(2003).
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods. Journal of Econometrics.
112(2), 295-325.
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Yang, J., Min, I., & Li, Q. i.
(2003).
European Stock Market Integration: Does EMU Matter?. Journal of Business Finance & Accounting.
30(9‐10), 1253-1276.
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Li, Q., Lu, X. W., & Ullah, A.
(2003).
Multivariate local polynomial regression for estimating average derivatives. Journal of Nonparametric Statistics.
15(4-5), 607-624.
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Christofides, L. N., Li, Q., Liu, Z. J., & Min, I. S.
(2003).
Recent two-stage sample selection procedures with an application to the gender wage gap. Journal of Business and Economic Statistics.
21(3), 396-405.
-
Li, Q. i., & Racine, J.
(2003).
Nonparametric Estimation of Joint Density with Categorical and Continuous Data with Applications. Journal of Multivariate Analysis.
86, 266-292.
-
Baltagi, B. H., & Li, Q.
(2002).
On instrumental variable estimation of semiparametric dynamic panel data models. Economics Letters.
76(1), 1-9.
-
Li, Q. i.
(2002).
Market Opening and Stock Market Behavior: Taiwan's Experience. 1(1), 9-16.
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Bachmeier, L., & Li, Q.
(2002).
Is the term structure nonlinear? A semiparametric investigation. 9(3), 151-153.
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Fan, Y., & Li, Q. i.
(2002).
A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS. Econometric Reviews.
21(3), 337-352.
-
Li, Q., Huang, C. J., Li, D., & Fu, T. T.
(2002).
Semiparametric smooth coefficient models. Journal of Business and Economic Statistics.
20(3), 412-422.
-
Li, Q. i., & Wooldridge, J.
(2002).
Estimating Time-series Partially Linear Models with Generated Regressor. ECONOMETRIC THEORY.
18, 625-645.
-
Li, Q. i., & Kniesner, T.
(2002).
Semiparametric Panel Data Models with Heterogeneous Dynamic Adjustment: Theoretical Consideration and an Application to Labor Supply. 27, 131-148.
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Ahmad, I., Chen, X. H., & Li, Q.
(2001).
Model check by kernel methods under weak moment conditions. Computational Statistics and Data Analysis.
36(3), 403-409.
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Hsiao, C., & Li, Q.
(2001).
A consistent test for conditional heteroskedasticity in time-series regression models. ECONOMETRIC THEORY.
17(1), 188-221.
-
Baltagi, B. H., & Li, Q. i.
(2001).
ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS. Econometric Reviews.
20(4), 445-460.
-
Fan, Y. Q., & Li, Q.
(2000).
Consistent model specification tests - Kernel-based tests versus Bierens' ICM tests. ECONOMETRIC THEORY.
16(6), 1016-1041.
-
Berg, M. D., Li, Q., & Ullah, A.
(2000).
Instrumental variable estimation of semiparametric dynamic panel data models: Monte Carlo results on several new and existing estimators. Advances in Econometrics.
15, 297-315.
-
Liu, Z. J., Stengos, T., & Li, Q.
(2000).
Nonparametric model check based on local polynomial fitting. Statistics and Probability Letters.
48(4), 327-334.
-
Baltagi, B. H., & Li, Q.
(2000).
A consistent test for the parametric distribution of regression disturbances. 14, 3-24.
-
Li, Q.
(2000).
Efficient estimation of additive partially linear models. International Economic Review.
41(4), 1073-1092.
-
Li, Q. i., & Wooldridge, J.
(2000).
Estimating Semiparametric Econometric Models by Local Linear Method: With An application to Gross Country Growth. Annals of the Economics and Finance.
1, 337-357.
-
Li, Q.
(1999).
Consistent model specification tests for time series econometric models. Journal of Econometrics.
92(1), 101-147.
-
Fan, Y., & Li, Q. i.
(1999).
Central limit theorem for degenerate U-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing. Journal of Nonparametric Statistics.
10(3), 245-271.
-
Fan, Y. Q., & Li, Q.
(1999).
Root-n-consistent estimation of partially linear time series models. Journal of Nonparametric Statistics.
11(1-3), 251-269.
-
Li, Q.
(1999).
Nonparametric testing the similarity of two unknown density functions: Local power and bootstrap analysis. Journal of Nonparametric Statistics.
11(1-3), 189-213.
-
Li, Q., & Wang, S. J.
(1998).
A simple consistent bootstrap test for a parametric regression function. Journal of Econometrics.
87(1), 145-165.
-
Li, Q. i., & Ullha, A.
(1998).
Estimating partially linear panel data models with one-way error components. Econometric Reviews.
17(2), 145-166.
-
Li, Q., & Hsiao, C.
(1998).
Testing serial correlation in semiparametric panel data models. Journal of Econometrics.
87(2), 207-237.
-
Li, Q. i., Kim, P., Naiman, D., & Stengos, T.
(1998).
On Hotellings Approach to Testing Nonnested Model. Journal of Economic Theory and Econometrics.
4, 105-130.
-
Baltagi, B. H., Chang, Y. A., & Li, Q.
(1998).
Testing for random individual and time effects using unbalanced panel data. Advances in Econometrics.
13, 1-20.
-
Fan, Y., & Li, Q. i.
(1997).
A consistent nonparametric test for linearity of AR(p) models. Economics Letters.
55(1), 53-59.
-
Ahmad, I. A., & Li, Q. i.
(1997).
Testing independence by nonparametric kernel method. Statistics and Probability Letters.
34(2), 201-210.
-
Ahmad, I. A., & Li, Q. i.
(1997).
Testing symmetry of an unknown density function by kernel method. Journal of Nonparametric Statistics.
7(3), 279-293.
-
Li, Q. i., & Baltagi, B. H.
(1997).
Monte Carlo Results on Pure and Pretest Estimation of an Error Component Model with Autocorrelated Disturbances. 48, 69-82.
-
Baltagi, B. H., Hidalgo, J., & Li, Q.
(1996).
A nonparametric test for poolability using panel data. 75(2), 345-367.
-
Fan, Y., & Li, Q. i.
(1996).
Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms. Econometrica.
64(4), 865-865.
-
Li, Q. i.
(1996).
Estimating a stochastic production frontier when the adjusted error is symmetric. Economics Letters.
52(3), 221-228.
-
Li, Q. i.
(1996).
Nonparametric testing of closeness between two unknown distribution functions. Econometric Reviews.
15(3), 261-274.
-
Li, Q. i.
(1996).
On the root-N-consistent semiparametric estimation of partially linear models. Economics Letters.
51(3), 277-285.
-
Fan, Y., Li, Q. i., & Weersink, A.
(1996).
Semiparametric Estimation of Stochastic Production Frontier Models. Journal of Business and Economic Statistics.
14(4), 460-468.
-
Li, Q. i., & Stengos, T.
(1996).
Semi-parametric estimation of partially linear panel data model. Journal of Econometrics.
71, 389-397.
-
BALTAGI, B. H., & LI, Q.
(1995).
TESTING AR(1) AGAINST MA(1) DISTURBANCES IN AN ERROR COMPONENT MODEL. 68(1), 133-151.
-
Yanqin, F., & Qi, L. i.
(1995).
Bootstrapping J-type tests for non-nested regression models. Economics Letters.
48(2), 107-112.
-
TIAN, G. Q., & LI, Q.
(1995).
RATIO-LINDAHL EQUILIBRIA AND AN INFORMATIONALLY EFFICIENT AND IMPLEMENTABLE MIXED-OWNERSHIP SYSTEM. Journal of Economic Behavior and Organization.
26(3), 391-411.
-
LI, Q., NAKAMURA, S., & TIAN, G. Q.
(1995).
NASH-IMPLEMENTATION OF THE LINDAHL CORRESPONDENCE WITH DECREASING RETURNS TO SCALE TECHNOLOGIES. International Economic Review.
36(1), 37-52.
-
Li, Q. i., & Stengos, T.
(1995).
A semi-parametric non-nested test in a dynamic panel data model. Economics Letters.
49(1), 1-6.
-
Baltagi, B. H., & Li, Q. i.
(1995).
ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations. ECONOMETRIC THEORY.
11(3), 641-642.
-
TIAN, G. Q., & LI, Q.
(1995).
ON NASH-IMPLEMENTATION IN THE PRESENCE OF WITHHOLDING. Games and Economic Behavior.
9(2), 222-233.
-
Li, Q. i., Fan, Y., & Stengos, T.
(1995).
Root-N-Consistent Semiparametric Regression With Conditionally Heteroskedastic Disturbances. Journal of Quantitative Economics.
11, 229-240.
-
BALTAGI, B. H., & LI, Q.
(1994).
A SIMPLE RECURSIVE ESTIMATION METHOD FOR LINEAR-REGRESSION MODELS WITH AR(P) DISTURBANCES. Statistical Papers.
35(2), 93-100.
-
Li, Q. i., & Stengos, T.
(1994).
Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form. International Economic Review.
35(4), 981-981.
-
BALTAGI, B. H., & LI, Q.
(1994).
ESTIMATING ERROR COMPONENT MODELS WITH GENERAL MA(Q) DISTURBANCES. ECONOMETRIC THEORY.
10(2), 396-408.
-
TIAN, G. Q., & LI, Q.
(1994).
AN IMPLEMENTABLE STATE-OWNERSHIP SYSTEM WITH GENERAL VARIABLE RETURNS. Journal of Economic Theory.
64(1), 286-297.
-
TIAN, G. Q., & LI, Q.
(1994).
RATIO-LINDAHL AND RATIO EQUILIBRIA WITH MANY GOODS. Games and Economic Behavior.
7(3), 441-460.
-
Baltagi, B. H., & Li, Q. i.
(1993).
An Approximate Transformation for the Error Component Model with MA(q) Disturbances. ECONOMETRIC THEORY.
9(4), 692-694.
-
BALTAGI, B. H., CHANG, Y. J., & LI, Q.
(1992).
MONTE-CARLO RESULTS ON SEVERAL NEW AND EXISTING TESTS FOR THE ERROR COMPONENT MODEL. Journal of Econometrics.
54(1-3), 95-120.
-
BALTAGI, B. H., & LI, Q.
(1992).
A MONOTONIC PROPERTY FOR ITERATIVE GLS IN THE 2-WAY RANDOM EFFECTS MODEL. Journal of Econometrics.
53(1-3), 45-51.
-
BALTAGI, B. H., CHANG, Y. J., & LI, Q.
(1992).
MONTE-CARLO EVIDENCE ON PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES AND AN ARBITRARY VARIANCE ON THE INITIAL OBSERVATIONS. Journal of Econometrics.
52(3), 371-380.
-
Li, Q. i., & Stengos, T.
(1992).
A Hausman specification test based on root-N-consistent semiparametric estimators. Economics Letters.
40(2), 141-146.
-
Baltagi, B. H., & Li, Q. i.
(1992).
A Note on the Estimation of Simultaneous Equations with Error Components. ECONOMETRIC THEORY.
8(1), 113-119.
-
Baltagi, B. H., & Li, Q. l.
(1992).
Prediction in the oneway error component model with serial correlation. Journal of Forecasting.
11(6), 561-567.
-
Baltagi, B. H., & Li, Q. i.
(1992).
The Bias of the Standard Errors of OLS for an AR(1) Process with an Arbitrary Variance on the Initial Observations. ECONOMETRIC THEORY.
8(1), 146-146.
-
Baltagi, B. H., & Li, Q. i.
(1991).
Variance Component Estimation Under Misspecification. ECONOMETRIC THEORY.
7(3), 418-419.
-
BALTAGI, B. H., & LI, Q.
(1991).
A TRANSFORMATION THAT WILL CIRCUMVENT THE PROBLEM OF AUTOCORRELATION IN AN ERROR-COMPONENT MODEL. Journal of Econometrics.
48(3), 385-393.
-
TIAN, G. Q., & LI, Q.
(1991).
COMPLETELY FEASIBLE AND CONTINUOUS IMPLEMENTATION OF THE LINDAHL CORRESPONDENCE WITH ANY NUMBER OF GOODS. Mathematical Social Sciences.
21(1), 67-79.
-
Baltagi, B. H., & Li, Q. i.
(1991).
A joint test for serial correlation and random individual effects. Statistics and Probability Letters.
11(3), 277-280.
-
Baltagi, B. H., & Li, Q. i.
(1990).
A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data. ECONOMETRIC THEORY.
6(2), 283-285.
-
Baltagi, B. H., & Li, Q. i.
(1990).
A lagrange multiplier test for the error components model with incomplete panels. Econometric Reviews.
9(1), 103-107.
-
Li, Q. i., & Baltagi, B. H.
(1990).
The Heteroscedastic Consequences of an Arbitrary Variance for the Initial Disturbance of an AR(1) Model. ECONOMETRIC THEORY.
6, 405-405.
-
Li, Q., Wu, J. Q., & Ko, C. M.
(1989).
Relativistic Vlasov-Uehling-Uhlenbeck equation for nucleus-nucleus collisions. Physical Review C: Nuclear Physics.
39(3), 849-852.
-
Ko, C. M., & Li, Q.
(1988).
Relativistic Vlasov-Uehling-Uhlenbeck model for heavy-ion collisions. Physical Review C: Nuclear Physics.
37(5), 2270-2273.
-
LI, Q., & KO, C. M.
(1988).
COVARIANT VLASOV EQUATION BASED ON THE WALECKA MODEL. Modern Physics Letters A.
3(5), 465-468.
-
Ko, C. M., Li, Q., & Wang, R.
(1987).
Relativistic Vlasov equation for heavy-ion collisions. 59(10), 1084-1087.
-
Fang, Z., Li, Q. i., & Yan, K. X.
(2023).
A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS. ECONOMETRIC THEORY.
39(2), 290-320.
-
book
-
Li, Q., & Racine, J. S.
(2011).
Nonparametric econometrics: Theory and practice
-
Li, Q., & Racine, J. S.
(2011).
Nonparametric econometrics: Theory and practice
-
chapter
-
Sun, Y., Lin, W., & Li, Q. i.
(2017).
Nonparametric Models with Random Effects. Advanced Studies in Theoretical and Applied Econometrics.
ECONOMETRICS OF MULTI-DIMENSIONAL PANELS: THEORY AND APPLICATIONS.
(pp. 195-238).
Springer Nature.
-
Sun, Y., Zhang, Y. Y., & Li, Q. i.
(2015).
Nonparametric Panel Data Regression Models. Baltagi, B. H. (Eds.),
The Oxford Handbook of Panel Data.
(pp. 285-324).
Oxford University Press (OUP).
-
Li, Q. i., & Sun, Y.
(2014).
Nonparametric and Semiparametric Estimation and Hypothesis Testing with Nonstationary Time Series. Racine, J., Su, L., & Ullah, A. (Eds.),
The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistic.
(pp. 444-482).
-
Li, Q. i., & Stengos, T.
(2007).
Non-Parametric Specification Testing of Non-Nested Econometric Models. REFINEMENT OF ECONOMETRIC ESTIMATION AND TEST PROCEDURES: FINITE SAMPLE AND ASYMPTOTIC ANALYSIS.
(pp. 205-219).
Cambridge University Press (CUP).
-
Sun, Y., Lin, W., & Li, Q. i.
(2017).
Nonparametric Models with Random Effects. Advanced Studies in Theoretical and Applied Econometrics.
ECONOMETRICS OF MULTI-DIMENSIONAL PANELS: THEORY AND APPLICATIONS.
(pp. 195-238).
Springer Nature.
-
conference paper
-
Cai, Z., & Li, Q. i.
(2008).
Nonparametric estimation of varying coefficient dynamic panel data models. ECONOMETRIC THEORY.
1321-1342.
-
Li, Q. i., Racine, J. S., & Wooldridge, J. M.
(2008).
Estimating average treatment effects with continuous and discrete covariates: The case of Swan-Ganz catheterization. The American Economic Review.
357-362.
-
Cai, Z., & Li, Q. i.
(2008).
Nonparametric estimation of varying coefficient dynamic panel data models. ECONOMETRIC THEORY.
1321-1342.
-
review
-
Li, Q. i.
(2000).
Semiparametric Methods in Econometrics. ECONOMETRIC THEORY.
611-617.
-
Li, Q. i.
(2000).
Semiparametric Methods in Econometrics. ECONOMETRIC THEORY.
611-617.
Teaching
teaching activities
- ECMT670 Ecmt Analysis Fin Data Instructor
- ECMT675 Econometrics I Instructor
- ECMT678 Advanced Topics Econometrics Instructor
- ECMT678 Nonparametric Economet Instructor
- ECMT680 Financial Econometrics Instructor
- ECON684 Professional Internship: In-ab Instructor
- ECON685 Directed Studies Instructor
- ECON690 Theory Of Econ Reserch Instructor
- ECON691 Research Instructor
- ECON691 Research Instructor
Works By Students
chaired theses and dissertations
-
Gao, Wenzheng (2018-05). Essays on Microeconometrics with Applications to Social Network.
-
Gao, Yichen (2013-05). Panel Data Econometric Models: Theory and Application.
-
Green, Carl David August (2015-05). Three Essays on Nonparametric and Semiparametric Methods and Their Applications.
-
Gu, Jingping (2009-05). Essays in Applied Macroeconomics: Asymmetric Price Adjustment, Exchange Rate and Treatment Effect.
-
Huang, Ta-Cheng (2018-05). Nonparametric Estimation and Inference in Econometrics.
-
Ju, Gaosheng (2012-10). Three Essays on Microfoundations of Economics.
-
Lee, Sungbok (2012-02). Essays on the Relationship of Competition and Firms' Price Responses.
-
Li, Hongjun (2014-04). Three Essays on Semiparametric Econometrics: Theory and Application.
-
Li, Xinrong (2012-02). Essays on Married Women Labor Supply.
-
Li, Zheng (2017-04). Robust Nonparametric Estimation and Testing of Econometric Models.
-
Liang, Zhongwen (2012-10). Limited Dependent Variable Correlated Random Coefficient Panel Data Models.
-
Lin, Zhongjian (2014-05). Semiparametric Methods and Applications.
-
Liu, Guannan (2016-03). Forecasting Financial Returns: A Copula-Based Method and a Robust Test.
-
Long, Wei (2015-06). Econometrics Model Selection: Theory and Applications.
-
Ouyang, Desheng (2006-10). Nonparametric estimation of econometric models with categorical variables.
-
Shi, Yutang (2016-03). Estimation of High Dimensional Factor Models Under General Conditions.
-
Shin, Ja Eun (2005-08). Three essays in labor and health economics: individual decisions on occupation, labor supply, and demand for heatlh.
-
Suh, Jeong Eui (2005-11). Two essays on monetary policy under the Taylor rule.
-
Yang, Jui-Chung (2014-08). Estimation and Inference under Weak Identification and Persistence: An Application to Forecast-Based Monetary Policy Reaction Function.
-
Yao, Shuang (2014-07). Nonparametric Estimation of Derivative Functions with Data-Driven Optimally Selected Smoothing Parameters.
-
Zhang, Daiqiang (2017-03). Essays on Nonparametric Identification and Estimation of Contracts.
-
Zhao, Xi (2015-08). Three Essays on the Efficiency of Real Esate Markets.
-
Zhu, Dongni (2016-07). Structural Models of Mergers.
-
Zou, Lin (2009-05). Essays in financial economics and risk management.
Background
education and training
- Ph.D. in Economics, Texas A&M University - (College Station, Texas, United States) 1991
- M.S. in Physics, Nankai University - (Tianjin, China) 1985
- B.S. in Astrophysics, Peking University - (Beijing, Beijing, China) 1982
awards and honors
Contact
first name
- Qi
has last name
- Li
mailing address
-
Texas A&M University
Economics
4228 TAMU
College Station, TX 77843-4228
USA
Other
- qi-li@tamu.edu