Qi Li

Education University of Hong Kong — Hong Kong

Mathematics · Physical Sciences

30h-index3.9kcitations96works0.52yr avg
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Research Topics

Statistical Methods and Inference(35), Monetary Policy and Economic Impact(32), Financial Risk and Volatility Modeling(17), Spatial and Panel Data Analysis(16), Advanced Statistical Methods and Models(15)

Publications96 total

Job switching and bequest motives in an optimal consumption–investment model under inflation and mortality risks
Economic Modelling·2025· 1 cited
Beyond geography: house price covariance and socio-economic distance in homeownership decisions
Empirical Economics·2025
The effects of inflation risk on voluntary retirement and job switching by a martingale approach
Mathematical Control and Related Fields·2025· 1 citedOpen Access
Learning with Adaptive Conservativeness for Distributionally Robust Optimization: Incentive Design for Voltage Regulation
2024· 1 cited
Prescribing Decision Conservativeness in Two-Stage Power Markets: A Distributionally Robust End-to-End Approach
arXiv (Cornell University)·2024Open Access
Learning with Adaptive Conservativeness for Distributionally Robust Optimization: Incentive Design for Voltage Regulation
arXiv (Cornell University)·2024Open Access
Boundary-adaptive kernel density estimation: the case of (near) uniform density
Journal of nonparametric statistics·2023· 3 citedOpen Access
Multivariate models of commodity futures markets: a dynamic copula approach
Advanced studies in theoretical and applied econometrics·2023
Multivariate models of commodity futures markets: a dynamic copula approach
Empirical Economics·2023· 6 citedOpen Access
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions
Journal of Business and Economic Statistics·2022· 13 citedOpen Access
The misalignments in Chinese real effective exchange rate from 1994 to 2020: A counterfactual analysis
China Economic Review·2022· 6 cited
Identifying S-Shaped Consumption Utility and Solving the Equity Premium Puzzle
SSRN Electronic Journal·2022Open Access
A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS
Econometric Theory·2021· 3 citedOpen Access
Estimation of average treatment effect based on a semiparametric propensity score
Econometric Reviews·2021· 6 cited
Essays in honor of Professor Badi H Baltagi
Empirical Economics·2021· 4 citedOpen Access
The role of price spillovers: what is different in China
Empirical Economics·2021· 12 cited
Essays in Honor of Professor Badi H Baltagi: Editorial
Munich Personal RePEc Archive (Munich University)·2020Open Access
Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks
Journal of Econometrics·2020· 28 cited
Kernel smoothed probability mass functions for ordered datatypes
Journal of nonparametric statistics·2020· 7 cited
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data
Journal of Business and Economic Statistics·2020· 14 citedOpen Access
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Frequent Co-authors

Jeffrey S. Racine(11), Chêng Hsiao(7), Badi H. Baltagi(5), Jian Yang(4), Yiguo Sun(4), Yanqin Fan(3), Insik Min(3), Zheng Li(3), Min Ouyang(2), Zongwu Cai(2), Zijun Wang(2), Jeffrey M. Wooldridge(2), Lance Bachmeier(2), Hongjun Li(2), Daniel J. Henderson(2), Christopher F. Parmeter(2), Degui Li(2), Peter Hall(1), Chong‐En Bai(1), Jeffrey D. Hart(1)