
Qi Li
Hugh Roy Cullen Professor
in Liberal Arts
Econometrics and
Nonparametric Statistics
(Ph.D., Texas A&M University, 1991)
Office Address:
Department of Economics
Allen 3100
Contact Information:
Telephone: (979) 845-9954
Email:
qi@econmail.tamu.edu
Personal Web Page:
http://econweb.tamu.edu/li
CV
Bio
Selected Publications
Currently Teaching
Bio
Qi Li is the Hugh Roy Cullen Professor in Liberal Arts at Texas A&M University since 2001. He is a professor of economics at Texas A&M University since 2000. He held a (from assistant to full) professorship position at the University of Guelph from 1991 to 2000. He is currently a Co-Editor of the Annals of Economics and Finance, and an Associate Editor for the Journal of Econometrics, Econometric Reviews, Journal of Nonparametric Statistics, International Journal of Business and Economics, and China Journal of Economics. He was the former co-Editor of the Royal Economic Society’s Econometrics Journal (2004-2007), and a former associate editor of Econometric Theory (1997-2005). He has published more than 90 articles in international journals including Econometrica, Journal of Econometrics, Journal of Economic Theory, Review of Economics and Statistics, Journal of American Statistical Association, and Annals of Statistics. His research has been mainly in the area of nonparametric econometrics, financial econometrics and panel data methods. He received the Ontario Premier’s Research Excellence Award in 1999, and the McGraw-Hill/Irwin Distinguished Paper Award at the 2003 Academic of International Business U.S. Southwest Chapter Conference. He is a Fellow of the Journal of Econometrics. His name has appeared in Who’s Who in the World (Marquis) since 2001, and Who’s Who in Economics (MIT Press) since 2003.
Selected Publications
"Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Variables," (with P. Hall and J. Racine), forthcoming in Review of Economics and Statistics.
“Efficient Estimation of Semiparametric Smooth Coefficient Models,” (with I. Ahmad and S. Leelahanon), Annals of Statistics, 33 (2005), 258-283.
“Cross-Validation and the Estimation of Conditional Probability Density Functions,” (with P. Hall and J. Racine), Journal of American Statistical Association , 99 (2004), 1015-1026.
"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.
Currently Teaching
ECON
679-600
