Qi Li

Texas A&M University - Department of Economics

Associate Professor

5201 University Blvd.

College Station, TX 77843-4228

United States

SCHOLARLY PAPERS

16

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1,891

SSRN CITATIONS
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Top 15,985

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 529 (66,728)
Citation 6

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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 309 (124,288)
Citation 2

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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 247 (156,509)

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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 184 (205,956)
Citation 1

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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 142 (255,938)

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

7.
Downloads 125 (282,141)
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 86 (365,670)

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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 2021
Li Gan and Qi Li
Texas A&M University - Department of Economics and Texas A&M University - Department of Economics
Downloads 39 (540,348)
Citation 1

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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 108 (313,014)
Citation 10

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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
Texas A&M University - Department of Economics, Texas A&M University - Department of Economics and Texas A&M University, Department of Economics
Downloads 84 (367,687)
Citation 1

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Conditional Quantile Function, Nonparametric Method, Inference

10.

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 57 (452,510)
Citation 1

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11.

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 52 (471,552)
Citation 2

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12.

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 51 (475,611)

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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 3 (772,873)
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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 (810,442)
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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

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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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