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李红军
副教授
博士

电话:(010)83952487
电子邮件:econlee@163.com
办公室:诚明楼331
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Personal Details
- Degree: Ph.D in Economics
- Research Interest: Nonparametric Econometrics, Social Network, High-Dimensional Data


Educational Background
- Ph.D., Economics, Texas A&M University, TX, US, 2014
- M.A., Economics, Peking University
- B.S., Engineering, Tsinghua University


Publications
6. Cross-Validated Mixed Datatype Bandwidth Selection for Nonparametric Cumulative Distribution and Survivor Functions
(with C. Li and J. Racine),2017, Econometric Reviews, Volume 36, pp. 970-987.

5. Determining the Number of Factors when the Number of Factors Increases with Sample Size (with Q. Li and Y. Shi), 2017, Journal of Econometrics, Volume 197, Issue 1, pp. 76–86.
4. Model Averaging with High-dimensional Dependent Data (with S. Zhao and J. Zhou), 2016, Economics Letters, Volume 148,  pp. 68-71.
3. Consistent model specification tests based on k-nearest-neighbor estimation method (with Q. Li and R. Liu), 2016, Journal of Econometrics, Volume 194, Issue 1,  pp. 187-202.
2. Estimation of panel data partly specified Tobit regression with fixed effects (with C. Ai, Z. Lin and M. Meng), 2015, Journal of Econometrics, Volume 188, Issue 2, pp. 313-568.
1. Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach (with Z. Lin and C. Hsiao), 2015, Empirical Economics, Volume 48, Issue 1, pp 427-438.

Grants
National Natural Science Foundation of China (#71601130), Panel Data Model with Constrained Interactive Effects: Theory and Application.


Teaching
Mathematical Methods in Economics (Fall 2014)
Statistical Inference (Fall 2015)
Advanced Econometrics (Spring 2016, Spring 2017)
Frontiers of Economtric Methods (Fall 2016, Fall 2017)


Referee
Journal of Econometrics, Journal of American Statistical Association, Econometric Theory, Economics Letters, Statistical Papers, etc.