Qi Li

Texas A&M University - Department of Economics

Associate Professor

5201 University Blvd.

College Station, TX 77843-4228

United States

SCHOLARLY PAPERS

16

DOWNLOADS
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1,996

SSRN CITATIONS
Rank 15,656

SSRN RANKINGS

Top 15,656

in Total Papers Citations

21

CROSSREF CITATIONS

50

Scholarly Papers (16)

1.

The Relationship between Stock Returns and Volatility in International Stock Markets

Number of pages: 27 Posted: 26 Apr 2005
Texas A&M University - Department of Economics, University of Colorado at Denver - Business School, University of Southern California - Department of Economics and Inje University - Department of Business Administration
Downloads 545 (75,266)
Citation 6

Abstract:

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risk-return tradeoff, GARCH, semiparametric estimation

The Emerging Market Crisis and Stock Market Linkages: Further Evidence

Journal of Applied Econometrics, Forthcoming
Posted: 29 Aug 2005
University of Colorado at Denver - Business School, Texas A&M University, University of Southern California - Department of Economics and Texas A&M University - Department of Economics

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market linkages, emerging stock markets, generalized impulse response analysis, generalized forecast error variance decomposition, rolling VAR analysis

3.

European Stock Market Integration: Does Emu Matter?

Number of pages: 36 Posted: 26 Apr 2005
Jian Yang, Insik Min and Qi Li
University of Colorado at Denver - Business School, Texas A&M University and Texas A&M University - Department of Economics
Downloads 314 (141,796)
Citation 2

Abstract:

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market integration, European stock markets, EMU, generalized impulse response

4.

Interest Rate Linkages in the Eurocurrency Market: Contemporaneous and Out-of-Sample Granger Causality Tests

Number of pages: 36 Posted: 26 Apr 2005
Zijun Wang, Jian Yang and Qi Li
Texas A&M University, University of Colorado at Denver - Business School and Texas A&M University - Department of Economics
Downloads 255 (175,401)

Abstract:

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interest rate linkages, Granger causality, forecasting evaluation, contemporaneous correlation, directed acyclic graphs

5.

Fiscal Policy and Asset Markets: A Semiparametric Analysis

Journal of Econometrics, Forthcoming
Number of pages: 26 Posted: 27 Nov 2007
Texas A&M University - Department of Economics, Texas A&M University - Department of Economics, Texas A&M University and University of Colorado at Denver - Business School
Downloads 191 (229,819)
Citation 1

Abstract:

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fiscal deficits, monetary policy, stock market, semiparametric estimation

6.

Nonparametric Estimation of Conditional Quantile Regression with Mixed Discrete and Continuous Data

Number of pages: 23 Posted: 28 Jul 2015
Degui Li, Qi Li and Zheng Li
University of York, Texas A&M University - Department of Economics and Texas A&M University
Downloads 154 (275,549)

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Quantile regression, Cross-Validation, Local linear smoothing, Nonparametric estimation, Categorical regressors

7.
Downloads 131 (312,998)
Citation 2

Efficiency of Thin and Thick Markets

University of Texas at Austin Department of Economics Working Paper
Number of pages: 35 Posted: 15 May 2003
Li Gan and Qi Li
Texas A&M University - Department of Economics and Texas A&M University - Department of Economics
Downloads 89 (410,480)

Abstract:

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thin and thick market, matching function, market efficiency, empirical test

Efficiency of Thin and Thick Markets

NBER Working Paper No. w10815
Number of pages: 32 Posted: 19 Oct 2004 Last Revised: 22 Jul 2022
Li Gan and Qi Li
Texas A&M University - Department of Economics and Texas A&M University - Department of Economics
Downloads 42 (599,892)
Citation 1

Abstract:

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8.

A Consistent Model Specification Test with Mixed Discrete and Continuous Data

IEPR Working Paper No. 06.47
Number of pages: 33 Posted: 02 May 2006
University of Southern California - Department of Economics, Syracuse University and Texas A&M University - Department of Economics
Downloads 128 (320,279)
Citation 10

Abstract:

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Consistent test, parametric functional form, nonparametric estimation

9.

A Simple Nonparametric Approach for Estimation and Inference of Conditional Quantile Functions

Number of pages: 53 Posted: 15 Aug 2018
Zheng Fang, Qi Li and Karen Yan
Emory University - Department of Economics, Texas A&M University - Department of Economics and Texas A&M University, Department of Economics
Downloads 93 (395,829)
Citation 1

Abstract:

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Conditional Quantile Function, Nonparametric Method, Inference

10.

Random Scenario Forecasts versus Stochastic Forecasts

Michigan Retirement Research Center Research Paper No. WP 2004-073
Number of pages: 30 Posted: 14 Feb 2008
Stanford University, University of California, Berkeley - Department of Demography and Texas A&M University - Department of Economics
Downloads 63 (492,843)

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11.

Kernel Smoothed Probability Mass Functions for Ordered Datatypes

McMaster University, Working Paper Series # 2017-14
Number of pages: 31 Posted: 06 Nov 2017 Last Revised: 28 Oct 2018
Department of Economics - McMaster University, Texas A&M University - Department of Economics and Texas A&M University, Department of Economics
Downloads 61 (500,619)
Citation 1

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12.

Life, Death, and the Economy: Mortality Change in Overlapping-Generations Model

Michigan Retirement Research Center Research Paper No. WP 2004-072
Number of pages: 34 Posted: 14 Feb 2008
Texas A&M University - Department of Economics and Stanford University
Downloads 57 (516,833)
Citation 2

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13.

Should Oil Prices Receive so Much Attention? An Evaluation of the Predictive Power of Oil Prices for the U.S. Economy

Economic Inquiry, Vol. 46, No. 4, pp. 528-539, October 2008
Number of pages: 12 Posted: 27 Oct 2008
Kansas State University, Texas A&M University - Department of Economics and Bowling Green State University - Department of Economics
Downloads 4 (896,288)

Abstract:

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14.

Chinese Trade Price and Yuan's Valuation

The World Economy, Vol. 42, Issue 7, pp. 2215-2243, 2019
Number of pages: 29 Posted: 06 Jun 2020
Yichen Gao, Li Gan and Qi Li
Lanzhou University, Texas A&M University - Department of Economics and Texas A&M University - Department of Economics
Downloads 0 (949,976)

Abstract:

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Chinese yuan, currency valuation, exchange rate, external trade, purchasing power parity

15.

A Simple Consistent Nonparametric Estimator of the Lorenz Curve

Posted: 08 Aug 2015
Texas A&M University, Texas A&M University - Department of Agricultural Economics and Texas A&M University - Department of Economics

Abstract:

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Lorenz Curve; Spline Estimation; Monotonicity; Convexity; Gini Index

16.

Efficient Estimation of Additive Partially Linear Models

Posted: 14 Jun 2001
Qi Li
Texas A&M University - Department of Economics

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