Li, Qi individual record
Professor
education and training
selected publications
Academic Articles156
  • Li, Q. i., Hou, L., Li, K., & Min, O. (2021). Panel Data Models with Heterogeneous Shocks. Journal of Econometrics. 221, 483-509.
  • Hou, L., Long, W., & Li, Q. i. (2019). Comovement of Home Prices: A Conditional Copula Approach. 20(1), 297-318.
  • Li, Q. i., Zhang, Y. u., & Wu, X. (2016). A Simple Consistent Nonparametric Estimator of the Lorenz Curve. Advances in Econometrics. 36, 635-654.
  • 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.
Books1
  • Li, Q., & Racine, J. S. (2011). Nonparametric econometrics: Theory and practice.
Chapters4
  • 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. 444-482.
  • Sun, Y., Lin, W., & Li, Q. i. Nonparametric Models with Random Effects. Advanced Studies in Theoretical and Applied Econometrics. ECONOMETRICS OF MULTI-DIMENSIONAL PANELS: THEORY AND APPLICATIONS. 195-238. Springer Nature.
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  • Li, Q. i., & Stengos, T. Non-Parametric Specification Testing of Non-Nested Econometric Models. REFINEMENT OF ECONOMETRIC ESTIMATION AND TEST PROCEDURES: FINITE SAMPLE AND ASYMPTOTIC ANALYSIS. 205-219. Cambridge University Press (CUP).
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  • Sun, Y., Zhang, Y. Y., & Li, Q. i. Nonparametric Panel Data Regression Models. Baltagi, B. H. (Eds.), The Oxford Handbook of Panel Data. 285-324. Oxford University Press (OUP).
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Conference Papers2
  • Li, Q. i., Racine, J. S., & Wooldridge, J. M. Estimating average treatment effects with continuous and discrete covariates: The case of Swan-Ganz catheterization. The American Economic Review. 98(2), 357-362.
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  • Cai, Z., & Li, Q. i. Nonparametric estimation of varying coefficient dynamic panel data models. ECONOMETRIC THEORY. 24(5), 1321-1342.
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Reviews1
  • Li, Q. i. (2000). Semiparametric Methods in Econometrics. ECONOMETRIC THEORY. 16, 611-617.
chaired theses and dissertations
Email
qi-li@tamu.edu
First Name
Qi
Last Name
Li
mailing address
Texas A&M University; Economics; 4228 TAMU
College Station, TX 77843-4228
USA