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Qi Li

Global rank #686 99%

Institution: Texas A&M University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://econweb.tamu.edu/li/

First Publication: 1991

Most Recent: 2015

RePEc ID: pli1032 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.67 25.47 15.42 0.00 75.58

Publication Statistics

Raw Publications 60
Coauthorship-Adjusted Count 54.86

Publications (60)

Year Article Journal Tier Authors
2015 Smooth coefficient estimation of a seemingly unrelated regression Journal of Econometrics A 4
2015 Gradient-based smoothing parameter selection for nonparametric regression estimation Journal of Econometrics A 4
2015 A data-driven smooth test of symmetry Journal of Econometrics A 4
2014 Property taxes and home prices: A tale of two cities Journal of Econometrics A 3
2014 A consistent nonparametric test of parametric regression functional form in fixed effects panel data models Journal of Econometrics A 3
2013 Fiscal deficits and mean reversion in real exchange rates Economics Letters C 3
2013 Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions Journal of Business & Economic Statistics A 3
2013 Categorical semiparametric varying‐coefficient models Journal of Applied Econometrics B 3
2012 Irrationality and beliefs in a laboratory asset market: Is it me or is it you? Journal of Economic Behavior and Organization B 3
2012 Functional coefficient regression models with time trend Journal of Econometrics A 2
2011 Measuring correlations of integrated but not cointegrated variables: A semiparametric approach Journal of Econometrics A 3
2011 Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models Journal of Business & Economic Statistics A 2
2010 SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA Econometric Theory B 2
2010 Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters Journal of Econometrics A 2
2010 Annals Journal of Econometrics: Nonlinear and Nonparametric Methods in Econometrics Journal of Econometrics A 2
2009 Functional-coefficient models for nonstationary time series data Journal of Econometrics A 3
2009 NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS Econometric Theory B 3
2009 A nonparametric test for equality of distributions with mixed categorical and continuous data Journal of Econometrics A 3
2008 SHOULD OIL PRICES RECEIVE SO MUCH ATTENTION? AN EVALUATION OF THE PREDICTIVE POWER OF OIL PRICES FOR THE U.S. ECONOMY Economic Inquiry C 3
2008 NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS Econometric Theory B 2
2008 Fiscal policy and asset markets: A semiparametric analysis Journal of Econometrics A 4
2008 Estimating Average Treatment Effects with Continuous and Discrete Covariates: The Case of Swan-Ganz Catheterization American Economic Review S 3
2008 Nonparametric estimation and testing of fixed effects panel data models Journal of Econometrics A 3
2007 A consistent model specification test with mixed discrete and continuous data Journal of Econometrics A 3
2007 Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests Journal of International Money and Finance B 3
2007 Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors Review of Economics and Statistics A 3
2006 A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS Econometric Theory B 3
2006 An alternative series based consistent model specification test Economics Letters C 2
2005 THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS Econometric Theory B 2
2005 Uniform convergence rate of kernel estimation with mixed categorical and continuous data Economics Letters C 2
2004 Nonparametric estimation of regression functions with both categorical and continuous data Journal of Econometrics A 2
2004 Nonlinearity in medical expenditures: a new semiparametric approach Applied Economics C 3
2003 Consistent specification tests for semiparametric/nonparametric models based on series estimation methods Journal of Econometrics A 3
2002 On instrumental variable estimation of semiparametric dynamic panel data models Economics Letters C 2
2002 SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS Econometric Theory B 2
2001 A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS Econometric Theory B 2
2000 SEMIPARAMETRIC METHODS IN ECONOMETRICS Econometric Theory B 1
2000 CONSISTENT MODEL SPECIFICATION TESTS Econometric Theory B 2
1999 Consistent model specification tests for time series econometric models Journal of Econometrics A 1
1998 A simple consistent bootstrap test for a parametric regression function Journal of Econometrics A 2
1998 Testing serial correlation in semiparametric panel data models Journal of Econometrics A 2
1997 A consistent nonparametric test for linearity of AR(p) models Economics Letters C 2
1996 A nonparametric test for poolability using panel data Journal of Econometrics A 3
1996 On the root-N-consistent semiparametric estimation of partially linear models Economics Letters C 1
1996 Estimating a stochastic production frontier when the adjusted error is symmetric Economics Letters C 1
1996 Semiparametric estimation of partially linear panel data models Journal of Econometrics A 2
1995 Testing AR(1) against MA(1) disturbances in an error component model Journal of Econometrics A 2
1995 Bootstrapping J-type tests for non-nested regression models Economics Letters C 2
1995 A semi-parametric non-nested test in a dynamic panel data model Economics Letters C 2
1995 On Nash-Implementation in the Presence of Withholding Games and Economic Behavior B 2
1995 Ratio-Lindahl equilibria and an informationally efficient and implementable mixed-ownership system Journal of Economic Behavior and Organization B 2
1994 Ratio-Lindahl and Ratio Equilibria with Many Goods Games and Economic Behavior B 2
1994 An Implementable State-Ownership System with General Variable Returns Journal of Economic Theory A 2
1993 Monte Carlo results on several new and existing tests for the error component model (Vol. 54, No. 1-3 (1992) pp. 95-120) Journal of Econometrics A 3
1992 A Note on the Estimation of Simultaneous Equations with Error Components Econometric Theory B 2
1992 Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations Journal of Econometrics A 3
1992 A monotonic property for iterative GLS in the two-way random effects model Journal of Econometrics A 2
1992 Monte Carlo results on several new and existing tests for the error component model Journal of Econometrics A 3
1992 A Hausman specification test based on root-N-consistent semiparametric estimators Economics Letters C 2
1991 A transformation that will circumvent the problem of autocorrelation in an error-component model Journal of Econometrics A 2