Qi Li

Selected Publications

“Cross-Validation and the Estimation of Conditional Probability Density Functions,” (with P. Hall and J. Racine), (2004), to appear in Journal of American Statistical Association.

“Efficient Estimation of Semiparametric Smooth Coefficient Models,” (with I. Ahmad and S. Leelahanon ), (2004), to appear in Annals of Statistics.

“Recent Two-Stage Sample Selection Procedures with an Application to Gender Wage Cap,” (with L. Christofides, Z. Liu and I. Min), Journal of Business and Economic Statistics 21 (2003), 396-405.

“Efficient Estimation of Additive Partially Linear Models,” International Economic Review 41 (2000), 1073-1092.

“Consistent Model Specification Tests for Time Series Econometric Models,” Journal of Econometrics, 92 (1999), 101-147.

“Consistent Model Specification Tests: Omitted Variables, Semiparametric Functional Forms” (with Y. Fan) Econometrica, 64 (1996), 865-890.