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
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.
- 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.
Books1
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.
- 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).
- 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).
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.
- Cai, Z., & Li, Q. i. Nonparametric estimation of varying coefficient dynamic panel data models. ECONOMETRIC THEORY. 24(5), 1321-1342.
Reviews1
awards and honors
recent 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
chaired theses and dissertations
- Gao, Wenzheng (2018-05). Essays on Microeconometrics with Applications to Social Network. (Doctoral Dissertation)
- Huang, Ta-Cheng (2018-05). Nonparametric Estimation and Inference in Econometrics. (Doctoral Dissertation)
- Li, Zheng (2017-04). Robust Nonparametric Estimation and Testing of Econometric Models. (Doctoral Dissertation)
- Zhang, Daiqiang (2017-03). Essays on Nonparametric Identification and Estimation of Contracts. (Doctoral Dissertation)
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