معرفی
Qi Li is the Hugh Roy Cullen Professor in the Department of Economics at Texas A&M University. His research focuses on econometric methodologies, particularly nonparametric estimation, panel data models, and time series analysis. He has contributed to advancements in models for unevenly distributed data, factor panel models, and integer-valued autoregressive processes.
Li serves as associate editor/co-editor for seven economic journals, including the Journal of Econometrics. His work emphasizes robust statistical techniques, such as kernel density estimation and model averaging, applied to economic and financial datasets. Recent research includes analyses of commodity futures markets, public health data (e.g., COVID-19), and exchange rate misalignments in China.
His publications span theoretical econometrics and applied topics, addressing challenges in count data modeling, spatial dynamics, and nonlinear time series. While no awards are explicitly listed, his editorial roles and prolific publication record highlight his influence in the field.
